Ausgabe 2/2021
Inhalt (8 Artikel)
Open Access
Systemic optimal risk transfer equilibrium
Francesca Biagini, Alessandro Doldi, Jean-Pierre Fouque, Marco Frittelli, Thilo Meyer-Brandis
Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
Andreas Lichtenstern, Pavel V. Shevchenko, Rudi Zagst
Equilibrium effects of intraday order-splitting benchmarks
Jin Hyuk Choi, Kasper Larsen, Duane J. Seppi
Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure
Alexander Zimper, Hirbod Assa
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization
Birgit Rudloff, Firdevs Ulus
Scale effects in dynamic contracting
Shirley Bromberg-Silverstein, Santiago Moreno-Bromberg, Guillaume Roger
Correction
Correction to: No-arbitrage commodity option pricing with market manipulation
René Aïd, Giorgia Callegaro, Luciano Campi