Mathematical Finance

RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT
pp. 215-249(35)
Author: Glasserman, Paul

LIQUIDITY IN A BINOMIAL MARKET
pp. 250-276(27)
Authors: Gökay, Selim; Soner, Halil Mete

THE TRACKING ERROR RATE OF THE DELTA-GAMMA HEDGING STRATEGY
pp. 277-309(33)
Authors: Gobet, Emmanuel; Makhlouf, Azmi

SERIES EXPANSION OF THE SABR JOINT DENSITY
pp. 310-345(36)
Author: Wu, Qi

BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
pp. 346-378(33)
Authors: Cui, Xiangyu; Li, Duan; Wang, Shouyang; Zhu, Shushang

SKEWNESS-AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE
pp. 379-410(32)
Authors: Low, Cheekiat; Pachamanova, Dessislava; Sim, Melvyn

SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION
pp. 411-418(8)
Authors: Grechuk, Bogdan; Zabarankin, Michael