Conic asset pricing and the costs of price fluctuations
来源期刊:Annals of FinanceDOI:10.1007/S10436-018-0328-1
Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics
来源期刊:Annals of FinanceDOI:10.1007/S10436-018-0336-1
Relative growth optimal strategies in an asset market game
来源期刊:Annals of FinanceDOI:10.1007/s10436-020-00360-6
Momentum and reversal in financial markets with persistent heterogeneity
来源期刊:Annals of FinanceDOI:10.1007/s10436-019-00353-0
Implied liquidity risk premia in option markets
来源期刊:Annals of FinanceDOI:10.1007/S10436-018-0339-Y
Change point dynamics for financial data: an indexed Markov chain approach
来源期刊:Annals of FinanceDOI:10.1007/S10436-018-0337-0
The role of household debt and delinquency decisions in consumption-based asset pricing
来源期刊:Annals of FinanceDOI:10.1007/S10436-019-00344-1
Vanishing central bank intervention in stochastic impulse control
来源期刊:Annals of FinanceDOI:10.1007/S10436-018-0327-2
Leakage of rank-dependent functionally generated trading strategies
来源期刊:Annals of FinanceDOI:10.1007/s10436-020-00364-2
Dynamic portfolio strategies under a fully correlated jump-diffusion process
来源期刊:Annals of FinanceDOI:10.1007/S10436-019-00350-3
Relative performance concerns among investment managers
来源期刊:Annals of FinanceDOI:10.1007/S10436-019-00343-2
Endogenous heterogeneity in duopoly with deterministic one-way spillovers
来源期刊:Annals of FinanceDOI:10.1007/S10436-018-0329-0
Cash flows risk, capital structure, and corporate bond yields
来源期刊:Annals of FinanceDOI:10.1007/S10436-018-00342-9
Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs
来源期刊:Annals of FinanceDOI:10.1007/s10436-020-00367-z
Optimal bailouts, bank’s incentive and risk
来源期刊:Annals of FinanceDOI:10.1007/S10436-019-00346-Z