Derivatives-based portfolio decisions: an expected utility insight.
- Published in:
- Annals of Finance, 2022, v. 18, n. 2, p. 217, doi. 10.1007/s10436-022-00409-8
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- Article
Works matching IS 16142446 AND DT 2022 AND VI 18 AND IP 2
Results: 5
1
2
Options on bonds: implied volatilities from affine short-rate dynamics.
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- Annals of Finance, 2022, v. 18, n. 2, p. 183, doi. 10.1007/s10436-022-00407-w
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- Article
3
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate.
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- Annals of Finance, 2022, v. 18, n. 2, p. 247, doi. 10.1007/s10436-021-00403-6
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- Publication type:
- Article
4
Portfolio selection in quantile decision models.
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- Annals of Finance, 2022, v. 18, n. 2, p. 133, doi. 10.1007/s10436-021-00405-4
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- Publication type:
- Article
5
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors.
- Published in:
- Annals of Finance, 2022, v. 18, n. 2, p. 267, doi. 10.1007/s10436-021-00399-z
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- Publication type:
- Article