Two sided efficient frontiers at multiple time horizons.
- Published in:
- Annals of Finance, 2022, v. 18, n. 3, p. 327, doi. 10.1007/s10436-022-00411-0
- By:
- Publication type:
- Article
Works matching IS 16142446 AND DT 2022 AND VI 18 AND IP 3
Results: 5
1
2
Dynamic optimal hedge ratio design when price and production are stochastic with jump.
- Published in:
- Annals of Finance, 2022, v. 18, n. 3, p. 419, doi. 10.1007/s10436-022-00410-1
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- Publication type:
- Article
3
Rational pricing of leveraged ETF expense ratios.
- Published in:
- Annals of Finance, 2022, v. 18, n. 3, p. 393, doi. 10.1007/s10436-022-00408-9
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- Publication type:
- Article
4
A portfolio choice problem under risk capacity constraint.
- Published in:
- Annals of Finance, 2022, v. 18, n. 3, p. 285, doi. 10.1007/s10436-021-00404-5
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article