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Optimal life-cycle consumption and investment decisions under age-dependent risk preferences Andreas LichtensternPavel V. ShevchenkoRudi Zagst OriginalPaper 30 July 2020 Pages: 275 - 313
Equilibrium effects of intraday order-splitting benchmarks Jin Hyuk ChoiKasper LarsenDuane J. Seppi OriginalPaper 04 September 2020 Pages: 315 - 352
Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure Alexander ZimperHirbod Assa OriginalPaper 07 September 2020 Pages: 353 - 380
A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean Xin-Jiang HeWenting Chen OriginalPaper 23 October 2020 Pages: 381 - 396
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization Birgit RudloffFirdevs Ulus OriginalPaper 10 October 2020 Pages: 397 - 430
Scale effects in dynamic contracting Shirley Bromberg-SilversteinSantiago Moreno-BrombergGuillaume Roger OriginalPaper 04 November 2020 Pages: 431 - 472
Correction to: No-arbitrage commodity option pricing with market manipulation René AïdGiorgia CallegaroLuciano Campi Correction 09 January 2021 Pages: 473 - 475
