Volume 11; Issue 2

Annals of Finance

Volume 11; Issue 2
1

Diversified minimum-variance portfolios

Coqueret, Guillaume
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 309 KB
english, 2015
2

Quadratic minimization with portfolio and terminal wealth constraints

Heunis, Andrew J.
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 587 KB
english, 2015
3

Capital distribution and portfolio performance in the mean-field Atlas model

Jourdain, Benjamin, Reygner, Julien
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 777 KB
english, 2015
4

Dynamic optimal capital structure with regime switching

Elliott, Robert J., Shen, Jia
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 273 KB
english, 2015
5

Variance matters (in stochastic dividend discount models)

Agosto, Arianna, Moretto, Enrico
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 217 KB
english, 2015