1. Optimal portfolio selection via conditional convex risk measures on L ^p

   • Beatrice Acciaio
   • Verena Goldammer

   OriginalPaper 19 August 2011 Pages: 1 - 21

2. Performance of investment strategies in the absence of correct beliefs

   • Çisem Bektur

   OriginalPaper 13 June 2012 Pages: 23 - 37

3. Investing equally in risk

   • Carl Lindberg

   OriginalPaper 27 August 2011 Pages: 39 - 46

4. Option-based risk management of a bond portfolio under regime switching interest rates

   • Fabio Antonelli
   • Alessandro Ramponi
   • Sergio Scarlatti

   OriginalPaper 21 October 2011 Pages: 47 - 70

5. Pricing VIX options with stochastic volatility and random jumps

   • Guang-Hua Lian
   • Song-Ping Zhu

   OriginalPaper 25 November 2011 Pages: 71 - 88

6. Stackelberg problems with followers in the grand coalition of a Tu-game

   • C. A. Pensavalle
   • G. Pieri

   OriginalPaper 14 September 2011 Pages: 89 - 98