Skip to main content


Annals of Finance


Annals of Finance OnlineFirst articles

06.06.2022 | Research Article

Two sided efficient frontiers at multiple time horizons

Two price economy principles motivate measuring risk by the cost of acquiring the opposite of the centered or pure risk position at its upper price. Asymmetry in returns leads to differences in risk charges for short and long positions. Short risk …

02.05.2022 | Research Article

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

In this paper, we focus on the farmer’s risk income when using commodity futures, when price and output processes are randomly correlated and represented by jump-diffusion models. We evaluate the expected utility of the farmer’s wealth and …

12.04.2022 | Research Article

Rational pricing of leveraged ETF expense ratios

This paper studies the general relationship between the gearing ratio of a Leveraged ETF and its corresponding expense ratio, viz., the investment management fees that are charged for the provision of this levered financial service. It must not be …

Open Access 02.03.2022 | Research Article

Regulatory reform and banking diversity: reassessing Basel 3

We investigate whether and how strongly Basel 3 chief innovations jointly affected in different ways individual Eurozone banks’ stability (z-score) across six business models (BMs). We study this issue in the initial years when adaptation was most …

31.01.2022 | Research Article

A portfolio choice problem under risk capacity constraint

This paper studies the asset allocation problem for a retiree facing longevity risk and living standard risk. We introduce a risk capacity constraint to reduce the living standard risk in the retirement period. Whether the retiree focuses on …

Aktuelle Ausgaben

Über diese Zeitschrift

Annals of Finance will, different from existing journals, cover all aspects of finance in one journal. In this way, the journal is different from the competition.
The purpose of Annals of Finance is to provide an outlet for original research in all areas of finance and its applications to other disciplines having a clear and substantive link to the general theme of finance. In particular, innovative research papers of moderate length of the highest quality in all scientific areas that are motivated by the analysis of financial problems will be considered. Annals of Finance's scope encompasses - but is not limited to - the following areas: accounting and finance, asset pricing, banking and finance, capital markets and finance, computational finance, corporate finance, derivatives, dynamical and chaotic systems in finance, economics and finance, empirical finance, experimental finance, finance and the theory of the firm, financial econometrics, financial institutions, mathematical finance, money and finance, portfolio analysis, regulation, stochastic analysis and finance, stock market analysis, systemic risk and financial stability.

Annals of Finance will also publish special issues on any topic in finance and its applications of current interest. A small section, entitled finance notes, will be devoted solely to publishing short articles – up to ten pages in length, of substantial interest in finance.

Officially cited as: Ann Finance

Annals of Finance
Jahrgang 1/2005 - Jahrgang 18/2022
Springer Berlin Heidelberg
Elektronische ISSN
Print ISSN

Premium Partner