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Annals of finance

中文名称：金融纪事

ISSN：1614-2446
出版周期：Quarterly

发文量：333

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1.Systemic risk in Europe: deciphering leading measures, common patterns and real effects

机译：欧洲的系统性风险：解读主要措施，共同模式和实际影响
- 作者：Mikhail Stolbov;Maria Shchepeleva
- 期刊名称：《Annals of finance》 | 2018年第1期
- Causality;
- Cluster analysis;
- Independent component analysis;
- Principal component analysis;
- Panel vector autoregressions;
- Systemic risk;
2.Barrier style contracts under Levy processes once again

机译：征费程序下的屏障式合约再次
- 作者：José Fajardo
- 期刊名称：《Annals of finance》 | 2018年第1期
- Skewness;
- Lévy processes;
- Absence of symmetry;
- Barrier contracts;
3.Can VPIN forecast geopolitical events? Evidence from the 2014 Crimean Crisis

机译：VPIN可以预测地缘政治事件吗？ 2014年克里米亚危机的证据
- 作者：Felipe Bastos G. Silva;Ekaterina Volkova
- 期刊名称：《Annals of finance》 | 2018年第1期
- Market microstructure;
- Informed trading;
- Trade imbalances;
- Crimean Crisis;
4.Business cycles, financial cycles and capital structure

机译：商业周期，财务周期和资本结构
- 作者：Haitham A. Al-Zoubi;Jennifer A. O’Sullivan;Abdulaziz M. Alwathnani
- 期刊名称：《Annals of finance》 | 2018年第1期
- Trade-off theory;
- Pecking order theory;
- Market timing theory;
- Business cycles;
- Financial cycles;
5.Venture capital and underpricing: capacity constraints and early sales

机译：风险投资和定价偏低：产能限制和早期销售
- 作者：Roberto Pinheiro
- 期刊名称：《Annals of finance》 | 2018年第1期
- IPO;
- Venture capital;
- Underpricing;
- Capacity constraints;
6.On the implied market price of risk under the stochastic numeraire

机译：随机数值下的隐含风险市场价格
- 作者：Nikolai Dokuchaev
- 期刊名称：《Annals of finance》 | 2018年第2期
- Implied parameters;
- Market price of risk;
- Random numéraire;
- Stochastic bond price;
- Incomplete market;
7.Asset market equilibrium with liquidity risk

机译：具有流动性风险的资产市场均衡
- 作者：Robert Jarrow
- 期刊名称：《Annals of finance》 | 2018年第2期
- Liquidity risk;
- Asset market equilibrium;
- Systematic risk;
- Intertemporal CAPM;
- Consumption CAPM;
8.Financial equilibrium with non-linear valuations

机译：具有非线性估值的金融平衡
- 作者：Dilip B. Madan
- 期刊名称：《Annals of finance》 | 2018年第2期
- Acceptable risks;
- Nonlinear conditional expectation;
- Conic finance;
- Two price economy;
9.Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes

机译：通过随机过程的路径比较，CEV模型中的近似期权定价和对冲
- 作者：Vladislav Krasin;Ivan Smirnov;Alexander Melnikov
- 期刊名称：《Annals of finance》 | 2018年第2期
- Stochastic differential equations;
- Comparison theorem;
- Option pricing;
- Constant elasticity of variance model;
10.Regulation, supervision and deposit insurance for financial cooperatives: an empirical investigation

机译：金融合作社的监管，监督和存款保险：一项实证研究
- 作者：Amr Khafagy
- 期刊名称：《Annals of finance》 | 2018年第2期
- Financial regulations;
- Financial supervision;
- Financial cooperatives;
- Deposit insurance;
11.A nonparametric quantity-of-quality approach to assessing financial asset return performance

机译：一种非参数质量数量方法，用于评估金融资产收益表现
- 作者：M. Ryan Haley
- 期刊名称：《Annals of finance》 | 2018年第3期
- Nonparametric estimation;
- Moment-free decision models;
- h-index;
- e-index;
12.Bubbles, growth and imperfection of credit market in a two-country model

机译：两国模式下的信贷市场泡沫，增长和不完善
- 作者：Ryosuke Shimizu
- 期刊名称：《Annals of finance》 | 2018年第3期
- Bubbles;
- Asymmetric two-country model;
- Financial frictions;
- Economic growth;
13.Correction to: Modeling the inconsistency in intertemporal choice: the generalized Weibull discount function and its extension

机译：更正为：建模跨期选择中的不一致：广义Weibull贴现函数及其扩展
- 作者：Salvador Cruz Rambaud;Isabel González Fernández;Viviana Ventre
- 期刊名称：《Annals of finance》 | 2018年第3期
14.Modeling the inconsistency in intertemporal choice: the generalized Weibull discount function and its extension

机译：建模跨期选择中的不一致性：广义Weibull贴现函数及其扩展
- 作者：Salvador Cruz Rambaud;Isabel González Fernández;Viviana Ventre
- 期刊名称：《Annals of finance》 | 2018年第3期
- Dynamic inconsistency;
- Exponential;
- Hyperbolic;
- q-exponential;
- Generalized Weibull discount function;
15.How does competition affect real earnings management to meet or beat targets? Evidence from import tariff reductions

机译：竞争如何影响实际收益管理达到或超越目标？进口关税降低的证据
- 作者：Alex Young
- 期刊名称：《Annals of finance》 | 2018年第3期
- Financial accounting;
- Earnings quality;
- Earnings targets;
- Managerial opportunism;
16.What determines the share of non-resident public debt ownership? Evidence from Euro Area countries

机译：是什么决定了非居民公共债务所有权的份额？来自欧元区国家的证据
- 作者：João Tovar Jalles
- 期刊名称：《Annals of finance》 | 2018年第3期
- Sovereign debt;
- Central bank;
- Financial markets;
- Monetary and financial institutions;
- Europe;
17.The pricing kernel puzzle: survey and outlook

机译：定价核心难题：调查与展望
- 作者：Horatio Cuesdeanu;Jens Carsten Jackwerth
- 期刊名称：《Annals of finance》 | 2018年第3期
- Pricing kernel puzzle;
- Stochastic discount factor;
- Options;
- SP 500;
18.Portfolio selections under mean-variance preference with multiple priors for means and variances

机译：具有均值和方差的多个先验的均值方差偏好下的投资组合选择
- 作者：Yuki Shigeta
- 期刊名称：《Annals of finance》 | 2017年第1期
19.Does the Hurst index matter for option prices under fractional volatility?

机译：在小幅波动下，赫斯特指数对期权价格有影响吗？
- 作者：Hideharu Funahashi;Masaaki Kijima
- 期刊名称：《Annals of finance》 | 2017年第1期
- Fractional Brownian motion;
- Hurst index;
- Stochastic volatility;
- Mean-reverting process;
- Implied volatility;
20.A simple efficient approximation to price basket stock options with volatility smile

机译：带有波动性微笑的价格篮子股票期权的简单有效近似
- 作者：Ping Wu;Robert J. Elliott
- 期刊名称：《Annals of finance》 | 2017年第1期
- Basket options;
- Levy's method - Gentle's method;
- Log-normal approximation;
21.Banking competition and welfare

机译：银行竞争与福利
- 作者：Marcella Lucchetta
- 期刊名称：《Annals of finance》 | 2017年第1期
- Banking competition;
- General equilibrium;
- Welfare;
22.Threat of termination and firm innovation

机译：终止和公司创新的威胁
- 作者：Shahbaz Sheikh
- 期刊名称：《Annals of finance》 | 2017年第1期
- Termination;
- Incentives;
- Risk taking;
- Patents;
- Citations;
- Innovation;
23.Financial market globalization, nonconvergence and credit cycles

机译：金融市场全球化，不融合和信贷周期
- 作者：Wai-Hong Ho
- 期刊名称：《Annals of finance》 | 2017年第2期
- Costly-state-verification;
- Credit market imperfection;
- Cycles;
- Symmetry-breaking;
24.The determinants of MFIs' social and financial performances in sub-Saharan Africa: has mission drift occurred?

机译：撒哈拉以南非洲小额信贷机构的社会和财务绩效的决定因素：是否发生了任务漂移？
- 作者：Wassini Arrassen
- 期刊名称：《Annals of finance》 | 2017年第2期
- Keywords Microfinance;
- Performance;
- Mission drift;
- Sub-Saharan Africa;
25.Novel advancements in the Markov chain stock model: analysis and inference

机译：马尔可夫链股票模型的新进展：分析和推断
- 作者：Vlad Stefan Barbu;Guglielmo DAmico;Riccardo De Blasis
- 期刊名称：《Annals of finance》 | 2017年第2期
- Dividend;
- Nonparametric estimator;
- Asymptotic properties;
- Forecasting;
26.Optimal mean-reverting spread trading: nonlinear integral equation approach

机译：最优均值还原点差交易：非线性积分方程法
- 作者：Yerkin Kitapbayev;Tim Leung
- 期刊名称：《Annals of finance》 | 2017年第2期
- Spread trading;
- Optimal stopping;
- Free-boundary problem;
- Local time;
- Integral equation;
27.Quadratic minimization with portfolio and intertemporal wealth constraints

机译：具有投资组合和跨期财富约束的二次最小化
- 作者：Zhu Dian;Heunis Andrew J.
- 期刊名称：《Annals of finance》 | 2017年第3期
28.K-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance?

机译：六种朴素的投资组合选择规则的K折交叉验证性能比较：您如何才能做到并仍然具有成功的样本外投资组合性能？
- 作者：Haley M. Ryan
- 期刊名称：《Annals of finance》 | 2017年第3期
- Cross validation;
- Naive diversification;
- Optimal diversification;
- Portfolio choice;
29.Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise

机译：系统性风险措施和宏观审慎压力测试：2014年EBA评估
- 作者：Pederzoli Chiara;Torricelli Costanza
- 期刊名称：《Annals of finance》 | 2017年第3期
- F-MES;
- Macroprudential regulation;
- MES;
- Stress test;
- Systemic risk;
30.An empirical analysis of organized crime, corruption and economic growth

机译：对有组织犯罪，腐败和经济增长的实证分析
- 作者：Neanidis Kyriakos C.;Rana Maria Paola;Blackburn Keith
- 期刊名称：《Annals of finance》 | 2017年第3期
- Corruption;
- Economic growth;
- Italy;
- Organized crime;
31.Investment, agency conflicts, debt maturity, and loan guarantees by negotiation

机译：投资，代理冲突，债务到期和通过谈判提供的贷款担保
- 作者：Gan Liu;Yang Zhaojun
- 期刊名称：《Annals of finance》 | 2017年第3期
- Agency conflicts;
- Debt maturity;
- Loan guarantees;
- Negotiation;
- Real options;
32.The dampening effect of iceberg orders on small traders’ welfare: A real options perspective

机译：冰山订单对小商户福利的抑制作用：实物期权的观点
- 作者：Delaney Laura;Kovaleva Polina
- 期刊名称：《Annals of finance》 | 2017年第4期
- Iceberg orders;
- Limit order book;
- Optimal timing;
- Welfare;
33.Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index

机译：Ornstein-Uhlenbeck类型模型基于方差的工具分析：掉期和价格指数
- 作者：Issaka Aziz;SenGupta Indranil
- 期刊名称：《Annals of finance》 | 2017年第4期
- Barndorff-Nielsen and Shephard model;
- Price index;
- Stochastic volatility;
- Variance swap;
- Weak convergence;
34.Counterparty risk, central counterparty clearing and aggregate risk

机译：交易对手风险，中央交易对手清算和汇总风险
- 作者：Deng Binbin
- 期刊名称：《Annals of finance》 | 2017年第4期
- Aggregate risk;
- Central counterparty (CCP) clearing;
- Counterparty risk;
- Optimal risk-sharing;
- Search and Moral hazard;
35.Stock markets fragmentation, volatility and final investors

机译：股票市场分散，动荡和最终投资者
- 作者：Bastidon Cécile
- 期刊名称：《Annals of finance》 | 2017年第4期
- Final investors;
- Implicit transaction costs;
- Intermediary investors;
- Stock markets fragmentation;
- Volatility;
36.Saddlepoint approximations to option price in a regime-switching model

机译：政权转换模型中期权价格的鞍点近似
- 作者：Mengzhe Zhang;Leunglung Chan
- 期刊名称：《Annals of finance》 | 2016年第1期
- Call option;
- Markov-modulated geometric Brownian motion;
- Regime switching model;
- Saddlepoint method;
37.Risk premia in option markets

机译：期权市场的风险溢价
- 作者：Dilip B. Madan
- 期刊名称：《Annals of finance》 | 2016年第1期
- Variance gamma;
- Self decomposable law;
- Vector auto regression;
- Long horizon returns;
38.Variety expansion, preference shocks, and financial intermediaries

机译：品种扩展，优惠冲击和金融中介
- 作者：Hiroaki Ohno;Kouki Sugawara
- 期刊名称：《Annals of finance》 | 2016年第1期
- Variety expansion;
- Long-term investment;
- Preference shock;
- Lifetime uncertainty;
- Endogenous growth;
39.On the impact of macroeconomic news surprises on Treasury-bond returns

机译：关于宏观经济新闻意外对国债收益率的影响
- 作者：Imane El Ouadghiri;Valerie Mignon;Nicolas Boitout
- 期刊名称：《Annals of finance》 | 2016年第1期
- Bond market;
- High frequency data;
- Event study;
- Macroeconomic news;
40.The St. Petersburg paradox and capital asset pricing

机译：圣彼得堡悖论与资本资产定价
- 作者：Assaf Eisdorfer;Carmelo Giaccotto
- 期刊名称：《Annals of finance》 | 2016年第1期
41.The skewness risk premium in equilibrium and stock return predictability

机译：均衡和股票收益可预测性中的偏度风险溢价
- 作者：Hiroshi Sasaki
- 期刊名称：《Annals of finance》 | 2016年第1期
42.A nonparametric approach to measuring the sensitivity of an asset's return to the market

机译：一种非参数方法，用于衡量资产返回市场的敏感性
- 作者：Thomas A. Severini
- 期刊名称：《Annals of finance》 | 2016年第2期
- Beta;
- Correlation curve;
- Market model;
- Nonparametric function estimation;
43.Monetary policy games, financial instability and incomplete information

机译：货币政策游戏，金融不稳定和信息不完整
- 作者：Charles Richard Barrett;Ioanna Kokores;Somnath Sen
- 期刊名称：《Annals of finance》 | 2016年第2期
- Monetary policy;
- Central bank;
- Financial stability;
- Strategic behavior;
- Incomplete information;
44.Optimal capital structures for private firms

机译：私营企业的最佳资本结构
- 作者：Joel M. Vanden
- 期刊名称：《Annals of finance》 | 2016年第2期
- Capital structure;
- Private firms;
- Risk sharing;
- Asset substitution;
45.Relative asset price bubbles

机译：相对资产价格泡沫
- 作者：Roseline Bilina Falafala;Robert A. Jarrow;Philip Protter
- 期刊名称：《Annals of finance》 | 2016年第2期
- Bubble;
- No Free Lunch with Vanishing Risk;
- Arbitrage;
- Risk neutral measure;
- Girsanov's theorem;
- Bond bubbles;
- Change of numeraire;
46.How suboptimal are linear sharing rules?

机译：线性共享规则的次优程度如何？
- 作者：Bjarne Astrup Jensen;Jorgen Aase Nielsen
- 期刊名称：《Annals of finance》 | 2016年第2期
- Constrained portfolio choice;
- Pareto optimal sharing rules;
- Suboptimal sharing rules;
- Linear sharing rules;
47.Benchmarking in two price financial markets

机译：在两个价格金融市场中进行基准测试
- 作者：Dilip B. Madan
- 期刊名称：《Annals of finance》 | 2016年第2期
- Acceptable risks;
- Nonlinear expectations;
- Nonadditive probability;
- Distorted expectation;
48.Intragroup transfers, intragroup diversification and their risk assessment

机译：组内转移，组内多元化及其风险评估
- 作者：Andreas Haier;Ilya Molchanov;Michael Schmutz
- 期刊名称：《Annals of finance》 | 2016年第4期
49.Sequential payments and optimal pricing in payment systems

机译：支付系统中的顺序支付和最优定价
- 作者：Tomohiro Ota
- 期刊名称：《Annals of finance》 | 2016年第4期
- Payment;
- Intraday liquidity;
- Two-part tariff;
- RTGS;
50.Smooth investment

机译：平稳的投资
- 作者：Kenneth Bruhn;Ninna Reitzel Jensen;Mogens Steffensen
- 期刊名称：《Annals of finance》 | 2016年第4期
- Smooth investment;
- Diffusive trading;
- Trading costs;
- Power utility;
- Mean-square utility;
51.Adapted hedging

机译：套期保值
- 作者：Dilip B. Madan
- 期刊名称：《Annals of finance》 | 2016年第4期
- Fat tails;
- Bid prices;
- Non-additive probability;
- Dynamic volatility indices;
52.Impact of risk aversion and countervailing tax in oligopoly

机译：风险规避和反补贴税对寡头垄断的影响
- 作者：Jim Y. Jin;Shinji Kobayashi
- 期刊名称：《Annals of finance》 | 2016年第4期
- Risk aversion;
- Quantity versus price competition;
- Welfare effect;
- Unit tax;
53.Credit risk analysis with creditor's option to extend maturities

机译：信用风险分析，债权人可以选择延长期限
- 作者：Ryoichi Ikeda;Yoske Igarashi
- 期刊名称：《Annals of finance》 | 2016年第4期
- Structural model;
- Default;
- Bankruptcy cost;
- Maturity extension;
- Refinancing;
54.Benchmark-based evaluation of portfolio performance: a characterization

机译：基于基准的投资组合绩效评估：特征
- 作者：Aleksandr G. Alekseev;Mikhail V. Sokolov
- 期刊名称：《Annals of finance》 | 2016年第4期
- Portfolio performance;
- Compound annual growth rate;
- Benchmarking;
- Index number theory;
- Portfolio choice under uncertainty;
55.Dynamic portfolio selection with mispricing and model ambiguity

机译：定价错误和模型含糊不清的动态投资组合选择
- 作者：Bo Yi;Frederi Viens;Baron Law;Zhongfei Li
- 期刊名称：《Annals of finance》 | 2015年第1期
- Portfolio selection;
- Model ambiguity;
- Mispricing;
- Stochastic risk premium;
- Robust control;
- Utility maximization;
56.The demonetization of gold: transactions and the change in control

机译：黄金的非货币化：交易和控制权的变化
- 作者：Thomas Quint;Martin Shubik
- 期刊名称：《Annals of finance》 | 2015年第1期
- Central bank;
- Demonetization of gold;
- Gold merchants;
- Gold strips;
- Strategic market game;
57.Asset pricing theory for two price economies

机译：两种价格经济的资产定价理论
- 作者：Dilip B. Madan
- 期刊名称：《Annals of finance》 | 2015年第1期
- Multi-curve discounting;
- Acceptable risks;
- Distorted expectations;
- Cliquets;
- Debt valuation adjustments;
58.Noisy information and the size effect in stock returns

机译：嘈杂的信息和股票收益的规模效应
- 作者：Joel M. Vanden
- 期刊名称：《Annals of finance》 | 2015年第1期
- Noisy information;
- Size effect;
- Migration;
- Nonlinear equilibrium;
59.Variance matters (in stochastic dividend discount models)

机译：差异很重要（在随机股利折现模型中）
- 作者：Arianna Agosto;Enrico Moretto
- 期刊名称：《Annals of finance》 | 2015年第2期
60.Quadratic minimization with portfolio and terminal wealth constraints

机译：具有投资组合和终端财富约束的二次最小化
- 作者：Andrew J. Heunis
- 期刊名称：《Annals of finance》 | 2015年第2期
- Portfolio optimization;
- Stochastic control;
- Conjugate duality;
- Constraints;
- Lagrange multiplier;
- Slater condition;
61.Capital distribution and portfolio performance in the mean-field Atlas model

机译：平均场Atlas模型中的资本分配和投资组合绩效
- 作者：Benjamin Jourdain;Julien Reygner
- 期刊名称：《Annals of finance》 | 2015年第2期
- Stochastic portfolio theory;
- Capital distribution curves;
- Rank-based models;
- Mean-field Atlas model;
- Growth rate;
- Size effect;
62.Dynamic optimal capital structure with regime switching

机译：具有体制转换的动态最优资本结构
- 作者：Robert J. Elliott;Jia Shen
- 期刊名称：《Annals of finance》 | 2015年第2期
- Credit spread;
- Defaultable bond;
- Regime switching;
- Structural model;
- First passage time;
- Markov chain;
63.Diversified minimum-variance portfolios

机译：多元化的最小方差投资组合
- 作者：Guillaume Coqueret
- 期刊名称：《Annals of finance》 | 2015年第2期
- Portfolio optimization;
- Minimum variance;
- Diversification;
64.Bounds for path-dependent options

机译：路径相关选项的界限
- 作者：Donald J. Brown;Rustam Ibragimov;Johan Walden
- 期刊名称：《Annals of finance》 | 2015年第4期
65.Evidence on exercise pricing in CEO option grants in two countries

机译：两国首席执行官期权授予中行权定价的证据
- 作者：Jean M. Canil;Bruce A. Rosser
- 期刊名称：《Annals of finance》 | 2015年第4期
- Executive compensation;
- Exercise prices;
- Grant size;
- Option grants;
- Risk aversion;
- Moneyness;
66.Diversity-weighted portfolios with negative parameter

机译：负参数的多元加权投资组合
- 作者：Alexander Vervuurt;Ioannis Karatzas
- 期刊名称：《Annals of finance》 | 2015年第4期
- Portfolios;
- Portfolio generating functions;
- Relative arbitrage;
- Stochastic Portfolio Theory;
- Diversity-weighted portfolios;
67.Arbitrage in markets with bid-ask spreads The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account

机译：具有买卖价差的市场套利具有买卖价差和货币账户的有限离散时间市场中资产定价的基本定理
- 作者：Przemystaw Rola
- 期刊名称：《Annals of finance》 | 2015年第4期
- Arbitrage;
- Bid-ask spreads;
- Consistent price system;
- Bid-ask martingale measure;
68.Optimization of relative arbitrage

机译：优化相对套利
- 作者：Ting-Kam Leonard Wong
- 期刊名称：《Annals of finance》 | 2015年第4期
69.Credit risk and contagion via self-exciting default intensity

机译：通过自激违约强度的信用风险和传染
- 作者：Robert J. Elliott;Jia Shen
- 期刊名称：《Annals of finance》 | 2015年第4期
- Credit derivative;
- Default contagion;
- Frailty;
- Self-exciting process;
- Markov chain;
70.Robustness of equilibrium in the Kyle model of informed speculation

机译：知识推测的凯尔模型中均衡的稳健性
- 作者：Alex Boulatov;Dan Bernhardt
- 期刊名称：《Annals of finance》 | 2015年第4期
- Market microstructure;
- Informed speculation;
- Bayesian Nash equilibrium;
- Uniqueness;
- Robustness;
- Information;
71.Optimal investment in multidimensional Markov-modulated affine models

机译：多维马尔可夫调制仿射模型的最优投资
- 作者：Daniela Neykova;Marcos Escobar;Rudi Zagst
- 期刊名称：《Annals of finance》 | 2015年第4期
- HJB systems;
- Utility maximization;
- Multidimensional affine models;
- Markov chains;
72.Financial innovation and risk: the role of information

机译：金融创新与风险：信息的作用
- 作者：Roberto Piazza
- 期刊名称：《Annals of finance》 | 2015年第4期
- Financial innovation;
- Information collection;
- Great moderation;
- Liquidation crisis;
73.Multi-firm voluntary disclosures for correlated operations

机译：多公司相关业务的自愿披露
- 作者：Miles B. Gietzmann;Adam J. Ostaszewski
- 期刊名称：《Annals of finance》 | 2014年第1期
- Voluntary disclosure;
- Disclosure strategy;
- Correlation structure;
74.Generalized volatility-stabilized processes

机译：广义的波动稳定过程
- 作者：Radka Pickova
- 期刊名称：《Annals of finance》 | 2014年第1期
- Stochastic differential equations;
- Time-change;
- Stochastic portfolio theory;
- Arbitrage;
75.Pricing and hedging basis risk under no good deal assumption

机译：没有良好交易假设的定价和对冲基础风险
- 作者：L. Carassus;E. Temam
- 期刊名称：《Annals of finance》 | 2014年第1期
- No-good-deal;
- Basis risk;
- Mean variance hedging;
76.Optimal loan-to-value ratio and the efficiency gains of default

机译：最佳贷款价值比和违约效率
- 作者：Li Lin
- 期刊名称：《Annals of finance》 | 2014年第1期
- Loan-to-value;
- Borrowing constraint;
- Default;
- Collateral;
77.Two price economies in continuous time

机译：连续时间的两种价格经济
- 作者：Ernst Eberlein;Dilip Madan;Martijn Pistorius;Wim Schoutens;Marc Yor
- 期刊名称：《Annals of finance》 | 2014年第1期
- Distorted expectation;
- Choquet capacity;
- Nonlinear expectations;
- G-expectations;
- Acceptable risks;
78.Asset pricing and the role of macroeconomic volatility

机译：资产定价和宏观经济波动的作用
- 作者：Stefano dAddona;Christos Giannikos
- 期刊名称：《Annals of finance》 | 2014年第2期
- Asset pricing;
- Real Business Cycle Models;
- Recursive preferences;
- Markov switching models;
79.On a class of diverse market models

机译：一类多样化的市场模型
- 作者：Andrey Sarantsev
- 期刊名称：《Annals of finance》 | 2014年第2期
- Stochastic Portfolio Theory;
- Diverse markets;
- Arbitrage opportunity;
- Feller's test;
80.Implied cost of capital investment strategies: evidence from international stock markets

机译：资本投资策略的隐含成本：来自国际股票市场的证据
- 作者：Florian Esterer;David Schroeder
- 期刊名称：《Annals of finance》 | 2014年第2期
- Analyst forecasts;
- Implied cost of capital;
- International equity markets;
- Market efficiency;
81.International monetary transmission with bank heterogeneity and default risk

机译：具有银行异质性和违约风险的国际货币传输
- 作者：Tsvetomira Tsenova
- 期刊名称：《Annals of finance》 | 2014年第2期
- Banking;
- Monetary policy;
- Non-standard instruments;
- Macro-prudential policies;
- Financial stability;
- Contingency planning;
82.Robust portfolio choice with stochastic interest rates

机译：具有随机利率的强大投资组合选择
- 作者：Christian Riis Flor;Linda Sandris Larsen
- 期刊名称：《Annals of finance》 | 2014年第2期
- Ambiguity aversion;
- Model uncertainty;
- Robust control;
- Welfare loss;
83.A hierarchical agency model of deposit insurance

机译：存款保险的分级代理模型
- 作者：Jonathan Carroll;Shino Takayama
- 期刊名称：《Annals of finance》 | 2014年第2期
- Deposit insurance;
- Banks;
- Regulation;
- Hierarchical agency model;
84.Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process

机译：政权转换方差伽玛过程下的或有寿险年金的定价和管理风险
- 作者：Farzad Alavi Fard;Ning Rong
- 期刊名称：《Annals of finance》 | 2014年第2期
- Ruin contingent life annuity;
- Regime switching variance gamma;
- Esscher transform;
- Pricing and risk management;
85.Gaussian and logistic adaptations of smoothed safety first

机译：安全优先的高斯和逻辑适应
- 作者：M. Ryan Haley
- 期刊名称：《Annals of finance》 | 2014年第2期
- Semi-parametric smoothing;
- Portfolio selection;
- Heaviside function;
- Safety first;
86.The equity premium: a deeper puzzle

机译：股票溢价：更深层次的难题
- 作者：Francisco Azeredo
- 期刊名称：《Annals of finance》 | 2014年第3期
- US consumption growth;
- Autoregressive process;
- Structural break;
- Persistence;
- Equity premium puzzle;
- Neoclassical growth model;
87.Hidden persistent disasters and asset prices

机译：隐藏的持续灾难和资产价格
- 作者：Masataka Suzuki
- 期刊名称：《Annals of finance》 | 2014年第3期
- Asset pricing;
- Equity premium;
- Equity volatility;
- Persistent disasters;
- Stochastic differential utility;
88.Pricing of discount bonds with a Markov switching regime

机译：马尔可夫转换机制的折扣债券定价
- 作者：Robert J. Elliott;Katsumasa Nishide
- 期刊名称：《Annals of finance》 | 2014年第3期
- Bond pricing;
- Term structure;
- Markov switching regime;
- CIR model;
- Stochastic flows;
89.Managerial ownership with rent-seeking employees

机译：具有寻租员工的管理所有权
- 作者：Linus Wilson
- 期刊名称：《Annals of finance》 | 2014年第3期
- CEO compensation;
- Contracts;
- Corporate control;
- Shareholders;
- Rent-seeking;
- Unions;
90.Portfolio management with stochastic interest rates and inflation ambiguity

机译：随机利率和通胀歧义的投资组合管理
- 作者：Claus Munk;Alexey Rubtsov
- 期刊名称：《Annals of finance》 | 2014年第3期
- Portfolio;
- Inflation;
- Ambiguity;
- Learning;
- Robust control;
91.The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market

机译：跨市场套利机会的决定因素：欧洲债券市场的理论和证据
- 作者：Marcelo Perlin;Alfonso Dufour;Chris Brooks
- 期刊名称：《Annals of finance》 | 2014年第3期
- Arbitrage opportunities;
- Negative spreads;
- Market microstructure;
- Market efficiency;
92.Will banning naked CDS impact bond prices?

机译：禁止裸露的CDS是否会影响债券价格？
- 作者：Agostino Capponi;Martin Larsson
- 期刊名称：《Annals of finance》 | 2014年第3期
- Partial equilibrium;
- Sovereign debt;
- Credit default swaps;
- Trading restrictions;
93.Does value-at-risk encourage diversification when losses follow tempered stable or more general Levy processes?

机译：当损失遵循稳定的或更普遍的征费程序时，风险价值是否会鼓励多元化？
- 作者：Michael Grabchak
- 期刊名称：《Annals of finance》 | 2014年第4期
- Value-at-risk;
- Diversification;
- Levy processes;
- Tempered stable distributions;
- Heavy tails;
94.Runs, panics and bubbles: Diamond-Dybvig and Morris-Shin reconsidered

机译：跑步，恐慌和泡沫：重新考虑Diamond-Dybvig和Morris-Shin
- 作者：Eric Smith;Martin Shubik
- 期刊名称：《Annals of finance》 | 2014年第4期
- Multiple equilibria;
- Runs;
- Replicator dynamics;
- Sensitivity analysis;
95.Stability of marketable payoffs with long-term assets

机译：长期资产的可出售收益的稳定性
- 作者：Jean-Marc Bonnisseau;Achis Chery
- 期刊名称：《Annals of finance》 | 2014年第4期
- Incomplete markets;
- Financial equilibrium;
- Multi-period model;
- Long-term assets;
96.Legal enforcement, default and heterogeneity of project-financing contracts

机译：执法，项目融资合同的违约和异质性
- 作者：Gabriel A. Madeira
- 期刊名称：《Annals of finance》 | 2014年第4期
- Credit constraints;
- Legal enforcement;
- Mechanism design;
- Investment;
- Interest rates;
97.Financial soundness indicators and financial crisis episodes

机译：财务状况指标和金融危机事件
- 作者：Maria Th. Kasselaki;Athanasios O. Tagkalakis
- 期刊名称：《Annals of finance》 | 2014年第4期
- Bank profitability;
- Capital adequacy;
- Asset quality;
- Financial crisis;
98.Introduction to the symposium

机译：座谈会介绍
- 作者：Gabriele Camera;Todd Keister
- 期刊名称：《Annals of finance》 | 2013年第1期
99.Pricing of payment cards, competition, and efficiency: a possible guide for SEPA

机译：支付卡的定价，竞争和效率：SEPA的可能指南
- 作者：Wilko Bolt;Heiko Schmiedel
- 期刊名称：《Annals of finance》 | 2013年第1期
- Payment card competition;
- Equilibrium pricing;
- Economic efficiency;
100.Editorial note

机译：编者注
- 作者：Anne Villamil
- 期刊名称：《Annals of finance》 | 2013年第1期

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