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Mathematics and Financial Economics

Mathematics and Financial Economics 2/2019

Ausgabe 2/2019

Inhaltsverzeichnis ( 6 Artikel )

30.07.2018 | Ausgabe 2/2019

Borrowing constraints, effective flexibility in labor supply, and portfolio selection

Ho-Seok Lee, Gyoocheol Shim, Yong Hyun Shin

16.08.2018 | Ausgabe 2/2019

Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option

Indranil SenGupta, William Wilson, William Nganje

24.08.2018 | Ausgabe 2/2019

Turnpike property and convergence rate for an investment and consumption model

Baojun Bian, Harry Zheng

01.09.2018 | Ausgabe 2/2019

Optimal investment with random endowments and transaction costs: duality theory and shadow prices

Erhan Bayraktar, Xiang Yu

18.09.2018 | Ausgabe 2/2019

Increasing risk aversion and life-cycle investing

Kerry Back, Ruomeng Liu, Alberto Teguia

05.10.2018 | Ausgabe 2/2019

Characterizations of risk aversion in cumulative prospect theory

Tiantian Mao, Fan Yang

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