Mathematical Finance

Optimal Portfolios with Bounded Capital at Risk
pp. 365-384(20)
Authors: Emmer, Susanne; Klüppelberg, Claudia; Korn, Ralf

A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
pp. 385-413(29)
Authors: Heath, David; Platen, Eckhard; Schweizer, Martin

Return Dynamics when Persistence is Unobservable
pp. 415-445(31)
Author: Johnson, Timothy C.

The Liquidity Discount
pp. 447-474(28)
Authors: Subramanian, Ajay; Jarrow, Robert A.

A Generalized Cameron-Martin Formula with Applications to Partially Observed Dynamic Portfolio Optimization
pp. 475-494(20)
Author: Zohar, Gady

Cumulative Index, Volumes 8—11
pp. 495-500(6)