Optimal mean-variance portfolio selection Jesper Lund PedersenGoran Peskir OriginalPaper Open access 20 June 2016 Pages: 137 - 160
On uniqueness of equilibrium in the Kyle model A. McLennanP. K. MonteiroR. Tourky OriginalPaper 20 June 2016 Pages: 161 - 172
Existence of solutions in non-convex dynamic programming and optimal investment Teemu PennanenAri-Pekka PerkkiöMiklós Rásonyi OriginalPaper 29 June 2016 Pages: 173 - 188
Optimal placement in a limit order book: an analytical approach Xin GuoAdrien de LarrardZhao Ruan OriginalPaper 26 July 2016 Pages: 189 - 213
Hedging with temporary price impact Peter BankH. Mete SonerMoritz Voß OriginalPaper 06 October 2016 Pages: 215 - 239
Additive portfolio improvement and utility-efficient payoffs Stefan KassbergerThomas Liebmann OriginalPaper 13 September 2016 Pages: 241 - 262