Volume 6, Issue 4, August 2012

ISSN: 1862-9679 (Print) 1862-9660 (Online)

In this issue (5 articles)

  1. No Access

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    Oligopoly games under asymmetric costs and an application to energy production

    Andrew Ledvina, Ronnie Sircar Pages 261-293
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  2. No Access

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    Robust consumption-investment problems with random market coefficients

    Ulrich Rieder, Christoph Wopperer Pages 295-311
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    Asymptotic arbitrage in large financial markets with friction

    Emmanuel Lepinette, Lavinia Ostafe Pages 313-335
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    Multi-stock portfolio optimization under prospect theory

    Traian A. Pirvu, Klaas Schulze Pages 337-362
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    Accounting for risk aversion in derivatives purchase timing

    Tim Leung, Mike Ludkovski Pages 363-386
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