Reichlin, Christian Utility maximization with a given pricing measure when the utility is not necessarily concave. (English) Zbl 1277.91055 Math. Financ. Econ. 7, No. 4, 531-556 (2013). Reviewer: Krzysztof Piasecki (Poznań) MSC: 91B16 91G10 PDFBibTeX XMLCite \textit{C. Reichlin}, Math. Financ. Econ. 7, No. 4, 531--556 (2013; Zbl 1277.91055) Full Text: DOI Link
Rocha Armada, Manuel J.; Pereira, Paulo J.; Rodrigues, Artur Optimal investment with two-factor uncertainty. (English) Zbl 1273.91444 Math. Financ. Econ. 7, No. 4, 509-530 (2013). MSC: 91G20 91G80 PDFBibTeX XMLCite \textit{M. J. Rocha Armada} et al., Math. Financ. Econ. 7, No. 4, 509--530 (2013; Zbl 1273.91444) Full Text: DOI
Guéant, Olivier; Lehalle, Charles-Albert; Fernandez-Tapia, Joaquin Dealing with the inventory risk: a solution to the market making problem. (English) Zbl 1273.91462 Math. Financ. Econ. 7, No. 4, 477-507 (2013). MSC: 91G80 93E20 PDFBibTeX XMLCite \textit{O. Guéant} et al., Math. Financ. Econ. 7, No. 4, 477--507 (2013; Zbl 1273.91462) Full Text: DOI arXiv
Rosazza Gianin, Emanuela; Sgarra, Carlo Acceptability indexes via \(g\)-expectations: an application to liquidity risk. (English) Zbl 1273.91464 Math. Financ. Econ. 7, No. 4, 457-475 (2013). MSC: 91G80 91G10 91G20 60H15 PDFBibTeX XMLCite \textit{E. Rosazza Gianin} and \textit{C. Sgarra}, Math. Financ. Econ. 7, No. 4, 457--475 (2013; Zbl 1273.91464) Full Text: DOI
Skiadas, Costis Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty. (English) Zbl 1290.91059 Math. Financ. Econ. 7, No. 4, 431-456 (2013). Reviewer: John O’Hara (Wivenhoe Park) MSC: 91B16 91B24 91B25 91G10 PDFBibTeX XMLCite \textit{C. Skiadas}, Math. Financ. Econ. 7, No. 4, 431--456 (2013; Zbl 1290.91059) Full Text: DOI
Del Vigna, Matteo Financial market equilibria with heterogeneous agents: CAPM and market segmentation. (English) Zbl 1273.91303 Math. Financ. Econ. 7, No. 4, 405-429 (2013). MSC: 91B52 91B25 91B69 91G10 PDFBibTeX XMLCite \textit{M. Del Vigna}, Math. Financ. Econ. 7, No. 4, 405--429 (2013; Zbl 1273.91303) Full Text: DOI Link