Indifference pricing for CRRA utilities Semyon MalamudEugene TrubowitzMario V. Wüthrich OriginalPaper 19 May 2013 Pages: 247 - 280
Efficient portfolios in financial markets with proportional transaction costs Luciano CampiElyès JouiniVincent Porte OriginalPaper 26 February 2013 Pages: 281 - 304
Optimal consumption and investment strategies with partial and private information in a multi-asset setting Simon Lysbjerg Hansen OriginalPaper 27 July 2012 Pages: 305 - 340
A note on super-hedging for investor–producers Adrien Nguyen Huu Original Article 28 June 2012 Pages: 341 - 357
Optimal posting price of limit orders: learning by trading Sophie LaruelleCharles-Albert LehalleGilles Pagès OriginalPaper 23 March 2013 Pages: 359 - 403