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Annals of Finance

Ausgabe 3/2022

Inhalt (5 Artikel)

Research Article

A portfolio choice problem under risk capacity constraint

Weidong Tian, Zimu Zhu

Research Article

Two sided efficient frontiers at multiple time horizons

Dilip B. Madan, King Wang

Research Article

Rational pricing of leveraged ETF expense ratios

Alex Garivaltis

Research Article

Dynamic optimal hedge ratio design when price and production are stochastic with jump

Nyassoke Titi Gaston Clément, Sadefo Kamdem Jules, Fono Louis Aimé