Mathematics and Financial Economics View Homepage


Ontology type: schema:Periodical     


Journal Info

START YEAR

N/A

PUBLISHER

Springer Berlin Heidelberg

LANGUAGE

en

HOMEPAGE

http://link.springer.com/journal/11579

Recent publications latest 20 shown

  • 2019-04-04 Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
  • 2019-03-13 Golden options in financial mathematics
  • 2019-03-07 Consumption–investment problem with pathwise ambiguity under logarithmic utility
  • 2019-03 Turnpike property and convergence rate for an investment and consumption model
  • 2019-03 Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option
  • 2019-03 Characterizations of risk aversion in cumulative prospect theory
  • 2019-03 Increasing risk aversion and life-cycle investing
  • 2019-03 Borrowing constraints, effective flexibility in labor supply, and portfolio selection
  • 2019-03 Optimal investment with random endowments and transaction costs: duality theory and shadow prices
  • 2019-02-28 Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
  • 2019-02-18 Impact of contingent payments on systemic risk in financial networks
  • 2019-02-13 Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework
  • 2019-01-29 A macroscopic portfolio model: from rational agents to bounded rationality
  • 2019-01-08 A switching microstructure model for stock prices
  • 2019-01 Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
  • 2019-01 The financial market: not as big as you think
  • 2019-01 Cointegration in continuous time for factor models
  • 2019-01 Optimal credit investment and risk control for an insurer with regime-switching
  • 2019-01 Nonlinear equity valuation using conic finance and its regulatory implications
  • 2019-01 Foreign exchange markets with Last Look
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