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Mathematics and Financial Economics
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ISSN: 1862-9679 (Print) 1862-9660 (Online)

Articles not assigned to an issue (8 articles)

  1. No Access

    OriginalPaper

    Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty

    Costis Skiadas
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    OriginalPaper

    Financial market equilibria with heterogeneous agents: CAPM and market segmentation

    Matteo Del Vigna
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    OriginalPaper

    Optimal investment with two-factor uncertainty

    Manuel J. Rocha Armada, Paulo J. Pereira…
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    OriginalPaper

    Acceptability indexes via $g$ -expectations: an application to liquidity risk

    Emanuela Rosazza Gianin, Carlo Sgarra
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    Characterizing demand functions with price dependent income

    Marwan Aloqeili
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    Utility maximization with a given pricing measure when the utility is not necessarily concave

    Christian Reichlin
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    OriginalPaper

    Asymptotic power utility-based pricing and hedging

    Jan Kallsen, Johannes Muhle-Karbe…
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    OriginalPaper

    Dealing with the inventory risk: a solution to the market making problem

    Olivier Guéant, Charles-Albert Lehalle…
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