Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution Fred Espen BenthKenneth Hvistendahl KarlsenKristin Reikvam Pages: 447 - 467
Existence and structure of stochastic equilibria with intertemporal substitution Peter BankFrank Riedel Pages: 487 - 509
Optimal risk control for a large corporation in the presence of returns on investments Bjarne HøjgaardMichael Taksar Pages: 527 - 547
Black and Scholes pricing and markets with transaction costs: An example Haim Reisman Pages: 549 - 555
Minimax and minimal distance martingale measures and their relationship to portfolio optimization Thomas GollLudger Rüschendorf Pages: 557 - 581