Financial market equilibria with heterogeneous agents: CAPM and market segmentation Matteo Del Vigna OriginalPaper 27 March 2013 Pages: 405 - 429
Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty Costis Skiadas OriginalPaper 07 April 2013 Pages: 431 - 456
Acceptability indexes via \(g\)-expectations: an application to liquidity risk Emanuela Rosazza GianinCarlo Sgarra OriginalPaper 27 February 2013 Pages: 457 - 475
Dealing with the inventory risk: a solution to the market making problem Olivier GuéantCharles-Albert LehalleJoaquin Fernandez-Tapia OriginalPaper 04 September 2012 Pages: 477 - 507
Optimal investment with two-factor uncertainty Manuel J. Rocha ArmadaPaulo J. PereiraArtur Rodrigues OriginalPaper 08 March 2013 Pages: 509 - 530
Utility maximization with a given pricing measure when the utility is not necessarily concave Christian Reichlin OriginalPaper 07 February 2013 Pages: 531 - 556