Optimal portfolio selection via conditional convex risk measures on L p Beatrice AcciaioVerena Goldammer OriginalPaper 19 August 2011 Pages: 1 - 21
Performance of investment strategies in the absence of correct beliefs Çisem Bektur OriginalPaper 13 June 2012 Pages: 23 - 37
Option-based risk management of a bond portfolio under regime switching interest rates Fabio AntonelliAlessandro RamponiSergio Scarlatti OriginalPaper 21 October 2011 Pages: 47 - 70
Pricing VIX options with stochastic volatility and random jumps Guang-Hua LianSong-Ping Zhu OriginalPaper 25 November 2011 Pages: 71 - 88
Stackelberg problems with followers in the grand coalition of a Tu-game C. A. PensavalleG. Pieri OriginalPaper 14 September 2011 Pages: 89 - 98