Works matching IS 16142446 AND DT 2022 AND VI 18 AND IP 3
Results: 5
Two sided efficient frontiers at multiple time horizons.
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- Annals of Finance, 2022, v. 18, n. 3, p. 327, doi. 10.1007/s10436-022-00411-0
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- Article
Dynamic optimal hedge ratio design when price and production are stochastic with jump.
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- Annals of Finance, 2022, v. 18, n. 3, p. 419, doi. 10.1007/s10436-022-00410-1
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- Article
Rational pricing of leveraged ETF expense ratios.
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- Annals of Finance, 2022, v. 18, n. 3, p. 393, doi. 10.1007/s10436-022-00408-9
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- Article
A portfolio choice problem under risk capacity constraint.
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- Annals of Finance, 2022, v. 18, n. 3, p. 285, doi. 10.1007/s10436-021-00404-5
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- Article
Bank business models, negative policy rates, and prudential regulation.
- Published in:
- Annals of Finance, 2022, v. 18, n. 3, p. 355, doi. 10.1007/s10436-021-00397-1
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- Article