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Zeitschrift

Mathematics and Financial Economics

Mathematics and Financial Economics 4/2020

Ausgabe 4/2020

Inhaltsverzeichnis ( 7 Artikel )

29.05.2020 | Ausgabe 4/2020

Asset pricing in a pure exchange economy with heterogeneous investors

Xinfeng Ruan, Jin E. Zhang

09.06.2020 | Ausgabe 4/2020

Arbitrage-free modeling under Knightian uncertainty

Matteo Burzoni, Marco Maggis

11.06.2020 | Ausgabe 4/2020

Properly discounted asset prices are semimartingales

Dániel Ágoston Bálint, Martin Schweizer

29.05.2020 | Ausgabe 4/2020 Open Access

Mean-variance efficiency of optimal power and logarithmic utility portfolios

Taras Bodnar, Dmytro Ivasiuk, Nestor Parolya, Wolfgang Schmid

08.06.2020 | Ausgabe 4/2020

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 | Ausgabe 4/2020

Continuity of utility maximization under weak convergence

Erhan Bayraktar, Yan Dolinsky, Jia Guo

09.07.2020 | Ausgabe 4/2020

Capital allocation rules and acceptance sets

Gabriele Canna, Francesca Centrone, Emanuela Rosazza Gianin

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