The following pages link to Annals of Finance (Q300680):
Displaying 50 items.
- The St. Petersburg paradox and capital asset pricing (Q300681) (← links)
- Variety expansion, preference shocks, and financial intermediaries (Q300684) (← links)
- On the impact of macroeconomic news surprises on treasury-bond returns (Q300688) (← links)
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Risk premia in option markets (Q300692) (← links)
- The skewness risk premium in equilibrium and stock return predictability (Q300694) (← links)
- Relative asset price bubbles (Q315462) (← links)
- Monetary policy games, financial instability and incomplete information (Q315466) (← links)
- A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- How suboptimal are linear sharing rules? (Q315471) (← links)
- Optimal capital structures for private firms (Q315473) (← links)
- Pricing of payment cards, competition, and efficiency: a possible guide for SEPA (Q358310) (← links)
- Liquidity-saving mechanisms in collateral-based RTGS payment systems (Q358313) (← links)
- Interlinkages between payment and securities settlement systems (Q358316) (← links)
- Private payment systems, collateral, and interest rates (Q358318) (← links)
- Signing trades and an evaluation of the Lee-Ready algorithm (Q470417) (← links)
- Conditions for rational investment short-termism (Q470419) (← links)
- Testing the local volatility assumption: a statistical approach (Q470421) (← links)
- Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
- Strategic asset allocation with switching dependence (Q470426) (← links)
- Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428) (← links)
- VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors (Q470430) (← links)
- Symposium on stochastic volatility: an introductory overview (Q470512) (← links)
- Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations (Q470513) (← links)
- Option pricing under a stressed-beta model (Q470515) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- A Gaussian calculus for inference from high frequency data (Q470517) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Level changes in volatility models (Q470520) (← links)
- Statistical estimation of Lévy-type stochastic volatility models (Q470521) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525) (← links)
- More punishment, less default? (Q470601) (← links)
- On Ponzi schemes in infinite horizon collateralized economies with default penalties (Q470602) (← links)
- A two price theory of financial equilibrium with risk management implications (Q470603) (← links)
- The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
- On the necessity of five risk measures (Q470608) (← links)
- Are performance measures equally stable? (Q470610) (← links)
- Introduction: Behavioral and evolutionary finance (Q470648) (← links)
- Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
- Taming animal spirits: risk management with behavioural factors (Q470654) (← links)
- Risk classes for structured products: mathematical aspects and their implications on behavioral investors (Q470656) (← links)
- An evolutionary CAPM under heterogeneous beliefs (Q470657) (← links)
- Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658) (← links)
- Currency returns, market regimes and behavioral biases (Q470660) (← links)
- Utilities bounded below (Q470662) (← links)
- Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
- Dynamic capital structure and the contingent capital option (Q470666) (← links)
