Optimal investment with transaction costs under cumulative prospect theory in discrete time Bin ZouRudi Zagst OriginalPaper 23 March 2017 Pages: 393 - 421
Optimal entry to an irreversible investment plan with non convex costs Tiziano De AngelisGiorgio FerrariJohn Moriarty OriginalPaper Open access 29 April 2017 Pages: 423 - 454
On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets Robert Jarrow OriginalPaper 20 June 2017 Pages: 455 - 477
Long-term factorization of affine pricing kernels Likuan QinVadim Linetsky OriginalPaper 20 June 2017 Pages: 479 - 498
A simple trinomial lattice approach for the skew-extended CIR models Xiaoyang ZhuoGuangli XuHaoyan Zhang OriginalPaper 27 June 2017 Pages: 499 - 526
An analytical study of norms and Banach spaces induced by the entropic value-at-risk Amir Ahmadi-JavidAlois Pichler OriginalPaper 09 September 2017 Pages: 527 - 550