Ausgabe 4/2012
Inhalt (5 Artikel)
Oligopoly games under asymmetric costs and an application to energy production
Andrew Ledvina, Ronnie Sircar
Robust consumption-investment problems with random market coefficients
Ulrich Rieder, Christoph Wopperer
Original Article
Asymptotic arbitrage in large financial markets with friction
Emmanuel Lepinette, Lavinia Ostafe
Original Article
Multi-stock portfolio optimization under prospect theory
Traian A. Pirvu, Klaas Schulze