1. Optimal mean-variance portfolio selection

   • Jesper Lund Pedersen
   • Goran Peskir

   OriginalPaper Open access 20 June 2016 Pages: 137 - 160

   

2. On uniqueness of equilibrium in the Kyle model

   • A. McLennan
   • P. K. Monteiro
   • R. Tourky

   OriginalPaper 20 June 2016 Pages: 161 - 172

3. Existence of solutions in non-convex dynamic programming and optimal investment

   • Teemu Pennanen
   • Ari-Pekka Perkkiö
   • Miklós Rásonyi

   OriginalPaper 29 June 2016 Pages: 173 - 188

4. Optimal placement in a limit order book: an analytical approach

   • Xin Guo
   • Adrien de Larrard
   • Zhao Ruan

   OriginalPaper 26 July 2016 Pages: 189 - 213

   

5. Hedging with temporary price impact

   • Peter Bank
   • H. Mete Soner
   • Moritz Voß

   OriginalPaper 06 October 2016 Pages: 215 - 239

   

6. Additive portfolio improvement and utility-efficient payoffs

   • Stefan Kassberger
   • Thomas Liebmann

   OriginalPaper 13 September 2016 Pages: 241 - 262