Ausgabe 2/2014
Inhalt (14 Artikel)
Numeraire portfolios and utility-based price systems under proportional transaction costs
Jörn Sass, Manfred Schäl
Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach
Umberto Triacca, Fulvia Focker
The restricted convex risk measures in actuarial solvency
Dimitrios G. Konstantinides, Christos E. Kountzakis
Open Access
Hedging and the competitive firm under correlated price and background risk
Kit Pong Wong
Existence of financial equilibria with endogenous short selling restrictions and real assets
Michele Gori, Marina Pireddu, Antonio Villanacci
An application of nonparametric volatility estimators to option pricing
Romuald N. Kenmoe, Simona Sanfelici