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Annals of Finance

Issue 3-4/2016

Content (7 Articles)

Open Access Research Article

Credit risk analysis with creditor’s option to extend maturities

Ryoichi Ikeda, Yoske Igarashi

Research Article

Adapted hedging

Dilip B. Madan

Research Article

Smooth investment

Kenneth Bruhn, Ninna Reitzel Jensen, Mogens Steffensen

Research Article

Intragroup transfers, intragroup diversification and their risk assessment

Andreas Haier, Ilya Molchanov, Michael Schmutz

Open Access Research Article

Impact of risk aversion and countervailing tax in oligopoly

Jim Y. Jin, Shinji Kobayashi

Research Article

Benchmark-based evaluation of portfolio performance: a characterization

Aleksandr G. Alekseev, Mikhail V. Sokolov