Issue 4/2008
Content (6 Articles)
Research Article
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Erhan Bayraktar, Virginia Young
Research Article
Robust portfolio optimization with a generalized expected utility model under ambiguity
Xiaoxian Ma, Qingzhen Zhao, Jilin Qu
Research Article
Short-term relative arbitrage in volatility-stabilized markets
Adrian D. Banner, Daniel Fernholz
Research Article
Informational leverage: the problem of noise traders
Norvald Instefjord, Kouji Sasaki
Open Access
Research Article
Technology driven organizational structure of the firm
René van den Brink, Pieter H. M. Ruys
Research Article
A computational study on general equilibrium pricing of derivative securities
Jacco J. J. Thijssen