Financial Optimization (Special Issue of Mathematical Methods of Operations Research) Pages: 165 - 166
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management Tomasz BieleckiDaniel Hernández-HernándezStanley R. Pliska Pages: 167 - 188
Consumption and portfolio selection with labor income: A discrete-time approach Hyeng Keun Koo Pages: 219 - 243
Portfolio optimization via stochastic programming: Methods of output analysis Jitka Dupačová Pages: 245 - 270
Optimal investment and consumption models with non-linear stock dynamics Thaleia Zariphopoulou Pages: 271 - 296
Super-replication under proportional transaction costs: From discrete to continuous-time models Nizar Touzi Pages: 297 - 320
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times Rüdiger FreyWolfgang J. Runggaldier Pages: 339 - 350
Stochastic orders and their applications in financial optimization Masaaki KijimaMasamitsu Ohnishi Pages: 351 - 372
