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Angoshtari, Bahman; Leung, Tim Optimal dynamic basis trading. (English) Zbl 1426.91260 Ann. Finance 15, No. 3, 307-335 (2019). MSC: 91G20 PDFBibTeX XMLCite \textit{B. Angoshtari} and \textit{T. Leung}, Ann. Finance 15, No. 3, 307--335 (2019; Zbl 1426.91260) Full Text: DOI arXiv
Jin, Jim Y.; Kobayashi, Shinji Impact of risk aversion and countervailing tax in oligopoly. (English) Zbl 1398.91403 Ann. Finance 12, No. 3-4, 393-408 (2016). MSC: 91B54 91B64 91B16 PDFBibTeX XMLCite \textit{J. Y. Jin} and \textit{S. Kobayashi}, Ann. Finance 12, No. 3--4, 393--408 (2016; Zbl 1398.91403) Full Text: DOI
Carassus, Laurence; Rásonyi, Miklós Risk-averse asymptotics for reservation prices. (English) Zbl 1219.91157 Ann. Finance 7, No. 3, 375-387 (2011). MSC: 91G80 60G48 91B16 PDFBibTeX XMLCite \textit{L. Carassus} and \textit{M. Rásonyi}, Ann. Finance 7, No. 3, 375--387 (2011; Zbl 1219.91157) Full Text: DOI arXiv
Wenzelburger, Jan The two-fund separation theorem revisited. (English) Zbl 1233.91122 Ann. Finance 6, No. 2, 221-239 (2010). MSC: 91B25 91G10 PDFBibTeX XMLCite \textit{J. Wenzelburger}, Ann. Finance 6, No. 2, 221--239 (2010; Zbl 1233.91122) Full Text: DOI
Rochet, Jean-Charles; Villeneuve, Stéphane Corporate portfolio management. (English) Zbl 1233.91310 Ann. Finance 1, No. 3, 225-243 (2005). MSC: 91G50 91G10 PDFBibTeX XMLCite \textit{J.-C. Rochet} and \textit{S. Villeneuve}, Ann. Finance 1, No. 3, 225--243 (2005; Zbl 1233.91310) Full Text: DOI