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Springer

Annals of Finance

Contact information of Springer:
Web page: http://www.springerlink.com/link.asp?id=112370

Editor: C.D. Aliprantis
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:kap:annfin

2010, Volume 6, Issue 1

1-32 Macroeconomics of bank interest spreads: evidence from Brazil
by Nelson Souza-Sobrinho [Downloadable! (restricted)]
33-49 Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework
by Chiara Pederzoli & Costanza Torricelli & Dimitrios Tsomocos [Downloadable! (restricted)]
51-82 Repeated lending under contractual incompleteness
by Vinicius Carrasco & João Mello [Downloadable! (restricted)]
83-105 Beliefs regarding fundamental value and optimal investing
by Bradford Cornell & Jakša Cvitanić & Levon Goukasian [Downloadable! (restricted)]
107-135 Partial equilibria with convex capital requirements: existence, uniqueness and stability
by Michail Anthropelos & Gordan Žitković [Downloadable! (restricted)]
137-145 Strategic complementarity of information in financial markets with large shocks
by Christophe Chamley [Downloadable! (restricted)]
147-156 No arbitrage conditions for simple trading strategies
by Erhan Bayraktar & Hasanjan Sayit [Downloadable! (restricted)]

2009, Volume 5, Issue 3

289-293 Entrepreneurship, finance and employment
by Mariacristina De Nardi & Anne Villamil [Downloadable! (restricted)]
295-311 Entrepreneurship in macroeconomics
by Vincenzo Quadrini [Downloadable! (restricted)]
313-340 A conversation with 590 Nascent Entrepreneurs
by Jeffrey Campbell & Mariacristina De Nardi [Downloadable! (restricted)]
341-359 Small firms in the SSBF
by Neus Herranz & Stefan Krasa & Anne Villamil [Downloadable! (restricted)]
361-396 Minority self-employment in the United States and the impact of affirmative action programs
by David Blanchflower [Downloadable! (restricted)]
397-419 The financing of small entrepreneurs in Italy
by Silvia Magri [Downloadable! (restricted)]
421-441 The probability of transition to entrepreneurship revisited: wealth, education and age
by Camilo Mondragón-Vélez [Downloadable! (restricted)]
443-464 A dynamic model of entrepreneurship with borrowing constraints: theory and evidence
by Francisco Buera [Downloadable! (restricted)]
465-494 Entrepreneurship and firm heterogeneity with limited enforcement
by Alexander Monge-Naranjo [Downloadable! (restricted)]
495-519 Self-employment rates and business size: the roles of occupational choice and credit market frictions
by Ahmet Akyol & Kartik Athreya [Downloadable! (restricted)]
521-541 Uninsurable investment risks and capital income taxation
by Césaire Meh & Yaz Terajima [Downloadable! (restricted)]

2009, Volume 5, Issue 2

131-160 Banks, markets, and efficiency
by Falko Fecht & Antoine Martin [Downloadable! (restricted)]
161-174 On the cost of delayed currency fixing announcements
by Christoph Becker & Uwe Wystup [Downloadable! (restricted)]
175-187 Imperfect competition in differentiated credit contract markets
by Naoki Kojima [Downloadable! (restricted)]
189-208 On the calibration of structural credit spread models
by Howard Qi & Sheen Liu & Chunchi Wu [Downloadable! (restricted)]
209-230 Strategic market games with cyclic endowments
by Barbara Bennie [Downloadable! (restricted)]
231-241 The profitability of carry trades
by Jose Olmo & Keith Pilbeam [Downloadable! (restricted)]
243-262 On the general equilibrium costs of perfectly anticipated inflation
by Paulo Barelli & Samuel Abreu Pessôa [Downloadable! (restricted)]
263-279 On the equivalence of a class of affine term structure models
by Oh Kwon [Downloadable! (restricted)]
281-287 Short note on inf-convolution preserving the Fatou property
by Beatrice Acciaio [Downloadable! (restricted)]

2009, Volume 5, Issue 1

1-14 Behavior in a simplified stock market: the status quo bias, the disposition effect and the ostrich effect
by Alexander Brown & John Kagel [Downloadable! (restricted)]
15-48 Small caps in international equity portfolios: the effects of variance risk
by Massimo Guidolin & Giovanna Nicodano [Downloadable! (restricted)]
49-68 Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models
by Andreas Behr & Ulrich Pötter [Downloadable! (restricted)]
69-90 The impact of prior performance on the risk-taking of mutual fund managers
by Manuel Ammann & Michael Verhofen [Downloadable! (restricted)]
91-123 Valuation before and after tax in the discrete time, finite state no arbitrage model
by Bjarne Jensen [Downloadable! (restricted)]
125-129 Banking fragility and liquidity creation: options as a substitute for deposits
by Wolf Wagner [Downloadable! (restricted)]

2008, Volume 4, Issue 4

399-429 Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
by Erhan Bayraktar & Virginia Young [Downloadable! (restricted)]
431-444 Robust portfolio optimization with a generalized expected utility model under ambiguity
by Xiaoxian Ma & Qingzhen Zhao & Jilin Qu [Downloadable! (restricted)]
445-454 Short-term relative arbitrage in volatility-stabilized markets
by Adrian Banner & Daniel Fernholz [Downloadable! (restricted)]
455-480 Informational leverage: the problem of noise traders
by Norvald Instefjord & Kouji Sasaki [Downloadable! (restricted)]
481-503 Technology driven organizational structure of the firm
by René Brink & Pieter Ruys [Downloadable! (restricted)]
505-523 A computational study on general equilibrium pricing of derivative securities
by Jacco Thijssen [Downloadable! (restricted)]

2008, Volume 4, Issue 3

269-298 Demand shocks and market manipulation
by Marcelo Pinheiro [Downloadable! (restricted)]
299-303 Liquidity and market incompleteness
by Felipe Zurita [Downloadable! (restricted)]
305-344 Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
by Yu Chen & Thomas Cosimano & Alex Himonas [Downloadable! (restricted)]
345-367 Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
by Jón Daníelsson & Bjørn Jorgensen & Casper Vries & Xiaoguang Yang [Downloadable! (restricted)]
369-397 Balance, growth and diversity of financial markets
by Constantinos Kardaras [Downloadable! (restricted)]

2008, Volume 4, Issue 2

131-155 The social value of risk-free government debt
by Stacey Schreft & Bruce Smith [Downloadable! (restricted)]
157-181 Amplification and asymmetry in crashes and frenzies
by Han Ozsoylev [Downloadable! (restricted)]
183-195 Capital market equilibrium without riskless assets: heterogeneous expectations
by D. Won & G. Hahn & N. Yannelis [Downloadable! (restricted)]
197-215 Managing the risk of loan prepayments and the optimal structure of short term lending rates
by Bryan Stanhouse & Duane Stock [Downloadable! (restricted)]
217-241 Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
by Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev [Downloadable! (restricted)]
243-253 Fair (intra-bank transfer) prices for credits with stochastic recovery
by Johannes Leitner [Downloadable! (restricted)]
255-268 On the semimartingale property via bounded logarithmic utility
by Kasper Larsen & Gordan Žitković [Downloadable! (restricted)]

2008, Volume 4, Issue 1

1-28 Optimal portfolio allocation with higher moments
by Jakša Cvitanić & Vassilis Polimenis & Fernando Zapatero [Downloadable! (restricted)]
29-53 The price of rapid exit in venture capital-backed IPOs
by Silvia Rossetto [Downloadable! (restricted)]
55-74 A PDE approach for risk measures for derivatives with regime switching
by Robert Elliott & Tak Siu & Leunglung Chan [Downloadable! (restricted)]
75-103 Who controls Allianz?
by Victor Dorofeenko & Larry Lang & Klaus Ritzberger & Jamsheed Shorish [Downloadable! (restricted)]
105-129 Prospect and Markowitz stochastic dominance
by W. Wong & R. Chan [Downloadable! (restricted)]

2007, Volume 3, Issue 4

411-453 Correlation and the pricing of risks
by Marc Atlan & Hélyette Geman & Dilip Madan & Marc Yor [Downloadable! (restricted)]
455-469 On the positive fundamental value of money with short-sale constraints
by Eduardo Giménez [Downloadable! (restricted)]
471-486 Duration, factor sensitivities, and interest rate Greeks
by Oh Kwon [Downloadable! (restricted)]
487-507 Maximum likelihood estimation of the double exponential jump-diffusion process
by Cyrus Ramezani & Yong Zeng [Downloadable! (restricted)]

2007, Volume 3, Issue 3

297-327 To what extent are investment bank-differentiating factors relevant for firms floating moderate-sized IPOs?
by Kedar Kulkarni & Tarun Sabarwal [Downloadable! (restricted)]
329-350 Proprietary trading losses in banks: do banks invest sufficiently in control?
by Norvald Instefjord & Kouji Sasaki [Downloadable! (restricted)]
351-367 A multicriteria discrimination approach for the credit rating of Asian banks
by Fotios Pasiouras & Chrysovalantis Gaganis & Michael Doumpos [Downloadable! (restricted)]
369-387 IPO share allocation and conflicts of interest
by Naoki Kojima [Downloadable! (restricted)]
389-409 Switching to a poor business activity: optimal capital structure, agency costs and covenant rules
by Jean-Paul Décamps & Bertrand Djembissi [Downloadable! (restricted)]

2007, Volume 3, Issue 2

193-212 Habit formation and the equity–premium puzzle: a skeptical view
by Stefano Athanasoulis & Oren Sussman [Downloadable! (restricted)]
213-240 A Forecasting Model for Stock Market Diversity
by Francesco Audrino & Robert Fernholz & Roberto Ferretti [Downloadable! (restricted)]
241-255 An empirical model for durations in stocks
by Ola Simonsen [Downloadable! (restricted)]
257-276 Industry and time specific deviations from fundamental values in a random coefficient model
by Leonardo Becchetti & Roberto Rocci & Giovanni Trovato [Downloadable! (restricted)]
277-295 Transfers and bequests: a portfolio analysis in a Nash game
by Yang-Ming Chang [Downloadable! (restricted)]

2007, Volume 3, Issue 1

1-4 Financial stability: theory and applications
by Charles Goodhart & Dimitrios Tsomocos [Downloadable! (restricted)]
5-35 Financial distress, bankruptcy law and the business cycle
by Javier Suarez & Oren Sussman [Downloadable! (restricted)]
37-74 Towards a measure of financial fragility
by Oriol Aspachs & Charles Goodhart & Dimitrios Tsomocos & Lea Zicchino [Downloadable! (restricted)]
75-105 An equilibrium approach to financial stability analysis: the Colombian case
by Agustín Saade & Daniel Osorio & Dairo Estrada [Downloadable! (restricted)]
107-130 Financial stability and Basel II
by Paul Kupiec [Downloadable! (restricted)]
131-153 Pursuing financial stability under an inflation-targeting regime
by Q. Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist [Downloadable! (restricted)]
155-192 Devaluation with contract redenomination in Argentina
by Charles Calomiris [Downloadable! (restricted)]

2006, Volume 2, Issue 4

327-355 Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model
by M. Dempster & I. Evstigneev & M. Taksar [Downloadable! (restricted)]
357-368 The Use of Debt to Prevent Short-Term Managerial Exploitation
by Anil Arya & Jonathan Glover [Downloadable! (restricted)]
369-395 Endogenous Information Acquisition with Cournot Competition
by Martin Dierker [Downloadable! (restricted)]
397-405 Generalised Rational Bias in Financial Forecasts
by George Christodoulakis [Downloadable! (restricted)]
407-420 Common Shocks and Relative Compensation
by Michael Magill & Martine Quinzii [Downloadable! (restricted)]

2006, Volume 2, Issue 3

229-258 The Discounted Economic Stock of Money with VAR Forecasting
by William Barnett & John Keating & Unja Chae [Downloadable! (restricted)]
259-285 Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia
by Min Fan [Downloadable! (restricted)]
287-301 Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change
by Jörg Osterrieder & Thorsten Rheinländer [Downloadable! (restricted)]
303-325 New No-arbitrage Conditions and the Term Structure of Interest Rate Futures
by Kristian Miltersen & J. Nielsen & Klaus Sandmann [Downloadable! (restricted)]

2006, Volume 2, Issue 2

123-140 Do lack of transparency and enforcement undermine international risk-sharing?
by Elizabeth Asiedu & Yi Jin & Anne Villamil [Downloadable! (restricted)]
141-165 Convertibility risk: the precautionary demand for foreign currency in a crisis
by Stanley Black & Charis Christofides & Alex Mourmouras [Downloadable! (restricted)]
167-178 The modified mixture of distributions model: a revisit
by Wai Fong & Wing Wong [Downloadable! (restricted)]
179-205 A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
by Xun Li & Zhenyu Wu [Downloadable! (restricted)]
207-224 Consistency conditions for affine term structure models
by Sergei LevendorskiĬ [Downloadable! (restricted)]
225-227 Hedging decisions with price and output uncertainty
by Moawia Alghalith [Downloadable! (restricted)]

2006, Volume 2, Issue 1

1-21 A Time Series Analysis of Financial Fragility in the UK Banking System
by Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos [Downloadable! (restricted)]
23-38 Kyle v. Kyle (’85 v. ’89)
by Dan Bernhardt & Bart Taub [Downloadable! (restricted)]
39-50 Stock options and capital structure
by Richard MacMinn & Frank Page [Downloadable! (restricted)]
51-71 Risk measure pricing and hedging in incomplete markets
by Mingxin Xu [Downloadable! (restricted)]
73-85 A characterization of the distributions that imply existence of linear equilibria in the Kyle-model
by Georg Nöldeke & Thomas Tröger [Downloadable! (restricted)]
87-99 The implied liquidity premium for equities
by Robert Fernholz & Ioannis Karatzas [Downloadable! (restricted)]
101-122 Stochastic equilibria for economies under uncertainty with intertemporal substitution
by V. Martins-da-Rocha & Frank Riedel [Downloadable! (restricted)]

2005, Volume 1, Issue 4

349-378 Race to the top or bottom? Corporate governance, freedom of reincorporation and competition in law
by Zsuzsanna Fluck & Colin Mayer [Downloadable! (restricted)]
379-393 Analyst estimation revision clusters and corporate events, Part II
by Mark Bagnoli & Stanley Levine & Susan G. Watts [Downloadable! (restricted)]
395-421 Informational asymmetries and a multiplier effect on price correlation and trading
by Marcelo Pinheiro [Downloadable! (restricted)]
423-432 Option pricing and Esscher transform under regime switching
by Robert J. Elliott & Leunglung Chan & Tak Kuen Siu [Downloadable! (restricted)]
433-445 The non-neutrality of debt in investment timing: a new NPV rule
by Tarun Sabarwal [Downloadable! (restricted)]

2005, Volume 1, Issue 3

225-243 Corporate portfolio management
by Jean-Charles Rochet & Stéphane Villeneuve [Downloadable! (restricted)]
245-265 Analyst estimation revision clusters and corporate events, Part I
by Mark Bagnoli & Stanley Levine & Susan G. Watts [Downloadable! (restricted)]
267-292 American options: the EPV pricing model
by Svetlana Boyarchenko & Sergei Levendorskii [Downloadable! (restricted)]
293-326 Completion time structures of stock price movements
by Asger Lunde & Allan Timmermann [Downloadable! (restricted)]
327-348 Should short-term speculators be taxed, or subsidised?
by Alexander Gümbel [Downloadable! (restricted)]

2005, Volume 1, Issue 2

109-147 Determinants of stock market volatility and risk premia
by Mordecai Kurz & Hehui Jin & Maurizio Motolese [Downloadable! (restricted)]
149-177 Relative arbitrage in volatility-stabilized markets
by Robert Fernholz & Ioannis Karatzas [Downloadable! (restricted)]
179-192 Parallel cartoons of fractal models of finance
by Benoit B. Mandelbrot [Downloadable! (restricted)]
193-195 The inescapable need for fractal tools in finance
by Benoit B. Mandelbrot [Downloadable! (restricted)]
197-224 A risk assessment model for banks
by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos [Downloadable! (restricted)]

2005, Volume 1, Issue 1

1-34 Junior must pay: pricing the implicit put in privatizing Social Security
by G. M. Constantinides & J. B. Donaldson & R. Mehra [Downloadable! (restricted)]
35-50 On user costs of risky monetary assets
by William A. Barnett & Shu Wu [Downloadable! (restricted)]
51-72 Shaking the tree: an agency-theoretic model of asset pricing
by Jamsheed Shorish & Stephen E. Spear [Downloadable! (restricted)]
73-107 On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market
by Martin Barner & Francesco Feri & Charles R. Plott [Downloadable! (restricted)]

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This page was last updated on 2009-11-21.

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