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Mathematics and Financial Economics

Issue 3/2013

Content (5 Articles)

Indifference pricing for CRRA utilities

Semyon Malamud, Eugene Trubowitz, Mario V. Wüthrich

Efficient portfolios in financial markets with proportional transaction costs

Luciano Campi, Elyès Jouini, Vincent Porte

Optimal consumption and investment strategies with partial and private information in a multi-asset setting

Simon Lysbjerg Hansen

Original Article

A note on super-hedging for investor–producers

Adrien Nguyen Huu

Optimal posting price of limit orders: learning by trading

Sophie Laruelle, Charles-Albert Lehalle, Gilles Pagès

Mar 13
Issue: 2/2013
Special Issue: Dedicated to the 2011 Humboldt-Princeton Workshop on Mathematical Finance
Sep 13
Issue: 4/2013

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