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Annals of Finance

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Contents:

(Volume 20, Issue 1) • Affine Heston model style with self-exciting jumps and long memory • How does soft information on the causes of default affect debt renegotiation? The Italian evidence • On certain representations of pricing functionals • Skewness-seeking behavior and financial investments

(Volume 19, Issue 4, December 2023) • The kind of silence: managing a reputation for voluntary disclosure in financial markets • The value of expected return persistence • Nonparametric estimates of option prices via Hermite basis functions • Robustness and sensitivity analyses of rough Volterra stochastic volatility models • What can monetary policy tell us about Bitcoin?

(Volume 19, Issue 3, September 2023) • Co-jumps and recursive preferences in portfolio choices • A compositional analysis of systemic risk in European financial institutions • Sentiment-based indicators of real estate market stress and systemic risk: international evidence • Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits • The no-arbitrage pricing of non-traded assets

(Volume 19, Issue 2 June 2023) o No-arbitrage conditions and pricing from discrete-time to continuous-time strategies o Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks o Integrating market conditions into regulatory decisions on microfinance interest rates: does competition matter? o A behavioral approach to inconsistencies in intertemporal choices with the Analytic Hierarchy Process methodology o Drawdown risk measures for asset portfolios with high frequency data

(Volume 19, Issue 1, March 2023) o The valuation of corporations: a derivative pricing perspective o The optimal financing of a conglomerate firm with hidden information and costly state verification o Uncertainty in firm valuation and a cross-sectional misvaluation measure o The market value of SMEs: a comparative study between private and listed firms in alternative stock markets o Delta-hedging in fractional volatility models

List(s) this item appears in: Recommended Academic Journal for Graduate Students (Faculty of Islamic Economic and Finance (FIEF) | journal & ejournal

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Holdings
Item type	Current library	Call number	Status	Notes	Date due	Barcode
E-Journal	Universiti Islam Sultan Sharif Ali		Available	Subscription (Springer)

(Volume 20, Issue 1)
• Affine Heston model style with self-exciting jumps and long memory
• How does soft information on the causes of default affect debt renegotiation? The Italian evidence
• On certain representations of pricing functionals
• Skewness-seeking behavior and financial investments

(Volume 19, Issue 4, December 2023)
• The kind of silence: managing a reputation for voluntary disclosure in financial markets
• The value of expected return persistence
• Nonparametric estimates of option prices via Hermite basis functions
• Robustness and sensitivity analyses of rough Volterra stochastic volatility models
• What can monetary policy tell us about Bitcoin?

(Volume 19, Issue 3, September 2023)
• Co-jumps and recursive preferences in portfolio choices
• A compositional analysis of systemic risk in European financial institutions

• Sentiment-based indicators of real estate market stress and systemic risk: international evidence
• Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits

• The no-arbitrage pricing of non-traded assets

(Volume 19, Issue 2
June 2023)
o No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
o Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks

o Integrating market conditions into regulatory decisions on microfinance interest rates: does competition matter?

o A behavioral approach to inconsistencies in intertemporal choices with the Analytic Hierarchy Process methodology

o Drawdown risk measures for asset portfolios with high frequency data

(Volume 19, Issue 1, March 2023)
o The valuation of corporations: a derivative pricing perspective

o The optimal financing of a conglomerate firm with hidden information and costly state verification

o Uncertainty in firm valuation and a cross-sectional misvaluation measure

o The market value of SMEs: a comparative study between private and listed firms in alternative stock markets

o Delta-hedging in fractional volatility models

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