Quantitative Finance

Investment management accessible to all
pp. 172-173(2)
Author: Spedding, Vanessa

Research on alternative investments at Princeton
pp. 174-176(3)
Author: Mulvey, John

Risk with reservations
pp. 177-178(2)
Author: Shalizi, Cosma

Martingales for (normal) profit
pp. 179-179(1)
Author: Shalizi, Cosma

Calendar
pp. 180-180(1)

Optimal design of derivatives in illiquid markets*
pp. 181-188(8)
Authors: Barrieu, Pauline; El Karoui, Nicole

Optimal design of derivatives in illiquid markets*
pp. 181-188(8)
Authors: P. Barrieu; N.E. Karoui

Dynamical pricing of weather derivatives
pp. 189-198(10)
Authors: Brody, Dorje; Syroka, Joanna; Zervos, Mihail

Dynamical pricing of weather derivatives
pp. 189-198(10)
Authors: D.C. Brody; J. Syroka; M. Zervos

A comparison of transaction costs on Xetra and on Nasdaq
pp. 199-216(18)
Authors: Loistl, Otto; Schossmann, Bernd; Vetter, Olaf; Veverka, Alexander

A comparison of transaction costs on Xetra and on Nasdaq
pp. 199-216(18)
Authors: O. Loistl; B. Schossmann; O. Vetter; A. Veverka

On the foundation of performance measures under asymmetric returns
pp. 217-223(7)
Authors: Pedersen, Christian; Satchell, Stephen

On the foundation of performance measures under asymmetric returns
pp. 217-223(7)
Authors: C.S. Pedersen; S.E. Satchell

Economies of scale in innovations with block-busters
pp. 224-227(4)
Author: Sornette, D

Economies of scale in innovations with block-busters
pp. 224-227(4)
Author: D. Sornette