Ausgabe 2/2015
Inhalt (5 Artikel)
Research Article
Capital distribution and portfolio performance in the mean-field Atlas model
Benjamin Jourdain, Julien Reygner
Research Article
Dynamic optimal capital structure with regime switching
Robert J. Elliott, Jia Shen
Research Article
Quadratic minimization with portfolio and terminal wealth constraints
Andrew J. Heunis
Research Article
Variance matters (in stochastic dividend discount models)
Arianna Agosto, Enrico Moretto