1. Pricing options in incomplete equity markets via the instantaneous Sharpe ratio

   • Erhan Bayraktar
   • Virginia Young

   Research Article 12 September 2007 Pages: 399 - 429

2. Robust portfolio optimization with a generalized expected utility model under ambiguity

   • Xiaoxian Ma
   • Qingzhen Zhao
   • Jilin Qu

   Research Article 28 August 2007 Pages: 431 - 444

3. Short-term relative arbitrage in volatility-stabilized markets

   • Adrian D. Banner
   • Daniel Fernholz

   Research Article 04 December 2007 Pages: 445 - 454

4. Informational leverage: the problem of noise traders

   • Norvald Instefjord
   • Kouji Sasaki

   Research Article 02 October 2007 Pages: 455 - 480

5. Technology driven organizational structure of the firm

   • René van den Brink
   • Pieter H. M. Ruys

   Research Article Open access 27 November 2007 Pages: 481 - 503

6. A computational study on general equilibrium pricing of derivative securities

   • Jacco J. J. Thijssen

   Research Article 08 December 2007 Pages: 505 - 523