Borrowing constraints, effective flexibility in labor supply, and portfolio selection Ho-Seok LeeGyoocheol ShimYong Hyun Shin OriginalPaper 30 July 2018 Pages: 173 - 208
Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option Indranil SenGuptaWilliam WilsonWilliam Nganje OriginalPaper 16 August 2018 Pages: 209 - 226
Turnpike property and convergence rate for an investment and consumption model Baojun BianHarry Zheng OriginalPaper 24 August 2018 Pages: 227 - 251
Optimal investment with random endowments and transaction costs: duality theory and shadow prices Erhan BayraktarXiang Yu OriginalPaper 01 September 2018 Pages: 253 - 286
Increasing risk aversion and life-cycle investing Kerry BackRuomeng LiuAlberto Teguia OriginalPaper 18 September 2018 Pages: 287 - 302
Characterizations of risk aversion in cumulative prospect theory Tiantian MaoFan Yang OriginalPaper 05 October 2018 Pages: 303 - 328