Mathematics and Financial Economics 4/2020 | springerprofessional.de

Mathematics and Financial Economics 4/2020 | springerprofessional.de

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Table of Contents (7 Articles)

29-05-2020

Asset pricing in a pure exchange economy with heterogeneous investors

Xinfeng Ruan, Jin E. Zhang

09-06-2020

Arbitrage-free modeling under Knightian uncertainty

Matteo Burzoni, Marco Maggis

11-06-2020

Properly discounted asset prices are semimartingales

Dániel Ágoston Bálint, Martin Schweizer

Open Access 29-05-2020

Mean-variance efficiency of optimal power and logarithmic utility portfolios

Taras Bodnar, Dmytro Ivasiuk, Nestor Parolya, Wolfgang Schmid

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08-06-2020

Robust time-consistent mean–variance portfolio selection problem with multivariate stochastic volatility

Tingjin Yan, Bingyan Han, Chi Seng Pun, Hoi Ying Wong

08-07-2020

Continuity of utility maximization under weak convergence

Erhan Bayraktar, Yan Dolinsky, Jia Guo

09-07-2020

Capital allocation rules and acceptance sets

Gabriele Canna, Francesca Centrone, Emanuela Rosazza Gianin

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