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Annals of Finance

Ausgabe 1/2016

Inhalt (6 Artikel)

Research Article

The St. Petersburg paradox and capital asset pricing

Assaf Eisdorfer, Carmelo Giaccotto

Research Article

Variety expansion, preference shocks, and financial intermediaries

Hiroaki Ohno, Kouki Sugawara

Research Article

On the impact of macroeconomic news surprises on Treasury-bond returns

Imane El Ouadghiri, Valérie Mignon, Nicolas Boitout

Research Article

Saddlepoint approximations to option price in a regime-switching model

Mengzhe Zhang, Leunglung Chan

Research Article

Risk premia in option markets

Dilip B. Madan