Numeraire portfolios and utility-based price systems under proportional transaction costs Jörn SassManfred Schäl OriginalPaper 05 June 2012 Pages: 195 - 234
Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach Umberto TriaccaFulvia Focker OriginalPaper 20 March 2012 Pages: 235 - 254
Selecting stochastic mortality models for the Italian population Paola BiffiGian Paolo Clemente OriginalPaper 26 May 2012 Pages: 255 - 286
The restricted convex risk measures in actuarial solvency Dimitrios G. KonstantinidesChristos E. Kountzakis OriginalPaper 23 June 2012 Pages: 287 - 318
Symmetry and Bates’ rule in Ornstein–Uhlenbeck stochastic volatility models José Fajardo OriginalPaper 18 September 2012 Pages: 319 - 327
Hedging and the competitive firm under correlated price and background risk Kit Pong Wong OriginalPaper Open access 10 October 2012 Pages: 329 - 340
A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences Matteo Del Vigna OriginalPaper 04 January 2013 Pages: 341 - 348
Existence of financial equilibria with endogenous short selling restrictions and real assets Michele GoriMarina PiredduAntonio Villanacci OriginalPaper 27 February 2013 Pages: 349 - 371
Portfolio optimization for an investor with a benchmark R. KornC. Lindberg OriginalPaper 29 June 2013 Pages: 373 - 384
Saving motives and multivariate precautionary premia Christophe Courbage OriginalPaper 13 July 2013 Pages: 385 - 391
An application of nonparametric volatility estimators to option pricing Romuald N. KenmoeSimona Sanfelici OriginalPaper 23 August 2013 Pages: 393 - 412
Production and hedging in futures markets with multiple delivery specifications Kit Pong Wong OriginalPaper 21 September 2013 Pages: 413 - 421
Measuring and adjusting for overconfidence P. Schanbacher OriginalPaper 06 November 2013 Pages: 423 - 452
Optimal portfolio choice and consistent performance Xianzhe ChenWeidong Tian OriginalPaper 07 November 2013 Pages: 453 - 474
