Dynamic Cournot-Nash equilibrium: the non-potential case Julio Backhoff-VeraguasXin Zhang OriginalPaper Open access 26 October 2022 Pages: 153 - 174
A pricing formula for delayed claims: appreciating the past to value the future Enrico BiffisBeniamin GoldysMargherita Zanella OriginalPaper Open access 30 January 2023 Pages: 175 - 202
Non-concave portfolio optimization with average value-at-risk Fangyuan Zhang OriginalPaper 04 March 2023 Pages: 203 - 237
On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost Youcheng Lou OriginalPaper 12 May 2023 Pages: 239 - 245
Contagion risks and security investment in directed networks Hamed Amini Original Paper 17 May 2023 Pages: 247 - 283
Consumption-investment decisions with endogenous reference point and drawdown constraint Zongxia LiangXiaodong LuoFengyi Yuan OriginalPaper 23 May 2023 Pages: 285 - 334