Ausgabe 3/2010
Inhalt (7 Artikel)
Asset allocation and liquidity breakdowns: what if your broker does not answer the phone?
Peter Diesinger, Holger Kraft, Frank Seifried
On measuring nonlinear risk with scarce observations
Alexander Cherny, Raphael Douady, Stanislav Molchanov
Representation of the penalty term of dynamic concave utilities
Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin