1. Optimal execution with stochastic delay

   • Álvaro Cartea
   • Leandro Sánchez-Betancourt

   OriginalPaper Open access 01 December 2022 Pages: 1 - 47

   

2. Speculative trading, prospect theory and transaction costs

   • Alex S. L. Tse
   • Harry Zheng

   OriginalPaper Open access 15 December 2022 Pages: 49 - 96

   

3. Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models

   • Nicolas Marie

   OriginalPaper 05 December 2022 Pages: 97 - 126

   

4. The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations

   • Martin Herdegen
   • David Hobson
   • Joseph Jerome

   OriginalPaper Open access 16 December 2022 Pages: 127 - 158

   

5. The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\)

   • Martin Herdegen
   • David Hobson
   • Joseph Jerome

   OriginalPaper Open access 16 December 2022 Pages: 159 - 188

6. Mean field portfolio games

   • Guanxing Fu
   • Chao Zhou

   OriginalPaper 13 December 2022 Pages: 189 - 231

7. Martingale Schrödinger bridges and optimal semistatic portfolios

   • Marcel Nutz
   • Johannes Wiesel
   • Long Zhao

   OriginalPaper 23 November 2022 Pages: 233 - 254