Volume 12, Issue 1 | Mathematics and Financial Economics

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Volume 12, Issue 1

January 2018

Special Issue: Robustness, Knightian Uncertainty, and Games in Finance

Issue Editors:

Frank Riedel,
Chris Shannon,
Jan Werner

7 articles in this issue

Foreword to the special issue on “Robustness, Knightian uncertainty, and games in finance”
Frank Riedel
Chris Shannon
Jan Werner
EditorialNotes 14 December 2017 Pages: 1 - 3
Robust return risk measures
Fabio Bellini
Roger J. A. Laeven
Emanuela Rosazza Gianin
OriginalPaper 01 June 2017 Pages: 5 - 32
Symmetry axioms and perceived ambiguity
Peter Klibanoff
Sujoy Mukerji
Kyoungwon Seo
OriginalPaper Open access 04 July 2017 Pages: 33 - 54
Asset prices in an ambiguous economy
Daniele Pennesi
OriginalPaper 13 July 2017 Pages: 55 - 73
Multidimensional investment problem
Sören Christensen
Paavo Salminen
OriginalPaper 04 August 2017 Pages: 75 - 95
Combining different models
L. C. G. Rogers
OriginalPaper Open access 18 August 2017 Pages: 97 - 109
Backward nonlinear expectation equations
Christoph Belak
Thomas Seiferling
Frank Thomas Seifried
OriginalPaper 23 August 2017 Pages: 111 - 134