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Annals of Finance

2016 - 2016

Current editor(s): Anne Villamil

From Springer
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Volume 12, issue 3, 2016

Credit risk analysis with creditor’s option to extend maturities pp. 275-304 Downloads
Ryoichi Ikeda and Yoske Igarashi
Adapted hedging pp. 305-334 Downloads
Dilip B. Madan
Smooth investment pp. 335-361 Downloads
Kenneth Bruhn, Ninna Reitzel Jensen and Mogens Steffensen
Intragroup transfers, intragroup diversification and their risk assessment pp. 363-392 Downloads
Andreas Haier, Ilya Molchanov and Michael Schmutz
Impact of risk aversion and countervailing tax in oligopoly pp. 393-408 Downloads
Jim Y. Jin and Shinji Kobayashi
Benchmark-based evaluation of portfolio performance: a characterization pp. 409-440 Downloads
Aleksandr G. Alekseev and Mikhail Sokolov
Sequential payments and optimal pricing in payment systems pp. 441-463 Downloads
Tomohiro Ota

Volume 12, issue 1, 2016

The St. Petersburg paradox and capital asset pricing pp. 1-16 Downloads
Assaf Eisdorfer and Carmelo Giaccotto
Variety expansion, preference shocks, and financial intermediaries pp. 17-28 Downloads
Hiroaki Ohno and Kouki Sugawara
On the impact of macroeconomic news surprises on Treasury-bond returns pp. 29-53 Downloads
Imane El Ouadghiri, Valérie Mignon and Nicolas Boitout
Saddlepoint approximations to option price in a regime-switching model pp. 55-69 Downloads
Mengzhe Zhang and Leunglung Chan
Risk premia in option markets pp. 71-94 Downloads
Dilip B. Madan
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