Oligopoly games under asymmetric costs and an application to energy production Andrew LedvinaRonnie Sircar OriginalPaper 24 May 2012 Pages: 261 - 293
Robust consumption-investment problems with random market coefficients Ulrich RiederChristoph Wopperer OriginalPaper 28 April 2012 Pages: 295 - 311
Asymptotic arbitrage in large financial markets with friction Emmanuel LepinetteLavinia Ostafe Original Article 24 May 2012 Pages: 313 - 335
Multi-stock portfolio optimization under prospect theory Traian A. PirvuKlaas Schulze Original Article 21 June 2012 Pages: 337 - 362
Accounting for risk aversion in derivatives purchase timing Tim LeungMike Ludkovski OriginalPaper 24 February 2012 Pages: 363 - 386