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Content
2025
2024
- 707-733 Irreversible reinsurance: minimization of capital injections in presence of a fixed cost, Volume 18
by Salvatore Federico & Giorgio Ferrari & Maria-Laura Torrente
- 671-705 Robust long-term growth rate of expected utility for leveraged ETFs, Volume 18
by Tim Leung & Hyungbin Park & Heejun Yeo
- 641-670 Age-dependent robust strategic asset allocation with inflation–deflation hedging demand, Volume 18
by Kentaro Kikuchi & Koji Kusuda
- 623-639 Is Kyle’s equilibrium model stable?, Volume 18
by Umut Çetin & Kasper Larsen
- 577-622 A mean field game approach to relative investment–consumption games with habit formation, Volume 18
by Zongxia Liang & Keyu Zhang
- 555-576 Optimal investment and reinsurance strategies for an insurer with regime-switching, Volume 18
by Weiwei Shen
- 515-554 Caballero–Engel meet Lasry–Lions: A uniqueness result, Volume 18
by Fernando Alvarez & Francesco Lippi & Panagiotis Souganidis
- 483-513 On the value of a time-inconsistent mean-field zero-sum Dynkin game, Volume 18
by Boualem Djehiche
- 457-481 Peer effect and dynamic ALM games among insurers, Volume 18
by Chao Deng & Xizhi Su & Chao Zhou
- 429-456 Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria, Volume 18
by Panagiotis E. Souganidis & Thaleia Zariphopoulou
- 413-427 An optimal advertising model with carryover effect and mean field terms, Volume 18
by Fausto Gozzi & Federica Masiero & Mauro Rosestolato
- 379-411 Capital risk, fiscal policy, and the distribution of wealth, Volume 18
by Andrea Modena & Luca Regis
- 333-377 Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation, Volume 18
by Delia Coculescu & Médéric Motte & Huyên Pham
- 313-331 Mean-field ranking games with diffusion control, Volume 18
by S. Ankirchner & N. Kazi-Tani & J. Wendt & C. Zhou
- 275-312 Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise, Volume 18
by Ludovic Tangpi & Shichun Wang
- 233-274 Energy transition under scenario uncertainty: a mean-field game of stopping with common noise, Volume 18
by Roxana Dumitrescu & Marcos Leutscher & Peter Tankov
- 213-232 Countercyclical unemployment benefits: a general equilibrium analysis of transition dynamics, Volume 18
by Erhan Bayraktar & Indrajit Mitra & Jingjie Zhang
- 177-211 A mean field model for the interactions between firms on the markets of their inputs, Volume 18
by Yves Achdou & Guillaume Carlier & Quentin Petit & Daniela Tonon
- 171-175 Foreword to the special issue on “mean-field models and their economic and financial applications”, Volume 18
by Giorgio Ferrari & Guanxing Fu
- 151-170 Are minimum variance portfolios in multi-factor models long in low-beta assets?, Volume 18
by Ansgar Steland
- 113-150 Human capital and portfolio choice: borrowing constraint and reversible retirement, Volume 18
by Junkee Jeon & Hyeng Keun Koo & Minsuk Kwak
- 95-112 The perturbation method applied to a robust optimization problem with constraint, Volume 18
by Peng Luo & Alexander Schied & Xiaole Xue
- 49-94 Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction, Volume 18
by Man Li & Ying Huang & Ya Huang & Jieming Zhou
- 27-48 Nash equilibria for relative investors with (non)linear price impact, Volume 18
by Nicole Bäuerle & Tamara Göll
- 1-25 Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ C I R 3 model, Volume 18
by Claudia Ceci & Michele Bufalo & Giuseppe Orlando
2023
- 721-748 Optimal insurance design under belief-dependent utility and ambiguity, Volume 17
by Yulian Fan
- 695-719 A mean field model for the development of renewable capacities, Volume 17
by Clémence Alasseur & Matteo Basei & Charles Bertucci & Alekos Cecchin
- 663-694 Dynamic debt issuance with jumps, Volume 17
by Andreea Minca & Johannes Wissel
- 655-662 An elementary proof of the dual representation of Expected Shortfall, Volume 17
by Martin Herdegen & Cosimo Munari
- 615-654 On intermediate marginals in martingale optimal transportation, Volume 17
by Julian Sester
- 573-614 Investment in two alternative projects with multiple switches and the exit option, Volume 17
by Igor V. Kravchenko & Cláudia Nunes & Carlos Oliveira
- 537-572 Moral hazard with excess returns, Volume 17
by Matthias Blonski & Ulf Lilienfeld-Toal
- 499-536 Robust utility maximization with nonlinear continuous semimartingales, Volume 17
by David Criens & Lars Niemann
- 457-497 Traditional and digital currencies in over-the-counter markets, Volume 17
by Christoph Frei & Qianhong Huang
- 429-455 Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment, Volume 17
by Panhong Cheng & Zhihong Xu & Zexing Dai
- 373-427 Optimal design of bank regulation under aggregate risk, Volume 17
by Ahmad Peivandi & Mohammad Abbas Rezaei & Ajay Subramanian
- 335-371 Hunting for superstars, Volume 17
by Martin Meier & Leopold Sögner
- 285-334 Consumption-investment decisions with endogenous reference point and drawdown constraint, Volume 17
by Zongxia Liang & Xiaodong Luo & Fengyi Yuan
- 247-283 Contagion risks and security investment in directed networks, Volume 17
by Hamed Amini
- 239-245 On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost, Volume 17
by Youcheng Lou
- 203-237 Non-concave portfolio optimization with average value-at-risk, Volume 17
by Fangyuan Zhang
- 175-202 A pricing formula for delayed claims: appreciating the past to value the future, Volume 17
by Enrico Biffis & Beniamin Goldys & Cecilia Prosdocimi & Margherita Zanella
- 153-174 Dynamic Cournot-Nash equilibrium: the non-potential case, Volume 17
by Julio Backhoff-Veraguas & Xin Zhang
- 127-152 An optimal portfolio and consumption problem with a benchmark and partial information, Volume 17
by Mondher Bellalah & Detao Zhang & Panpan Zhang
- 101-125 Optimal collective investment: an analysis of individual welfare, Volume 17
by Nicole Branger & An Chen & Antje Mahayni & Thai Nguyen
- 79-99 Mean field portfolio games with consumption, Volume 17
by Guanxing Fu
- 49-77 Insurance guaranty premiums and exchange options, Volume 17
by Hangsuck Lee & Seongjoo Song & Gaeun Lee
- 23-47 A robust consumption model when the intensity of technological progress is ambiguous, Volume 17
by Motoh Tsujimura & Hidekazu Yoshioka
- 1-21 Systemic cascades on inhomogeneous random financial networks, Volume 17
by T. R. Hurd
2022
- 779-809 A two-player portfolio tracking game, Volume 16
by Moritz Voß
- 749-778 A stochastic control approach to public debt management, Volume 16
by M. Brachetta & C. Ceci
- 713-747 Pathwise superhedging under proportional transaction costs, Volume 16
by Mun-Chol Kim & Song-Chol Ryom
- 685-712 Multivariate tempered stable additive subordination for financial models, Volume 16
by Patrizia Semeraro
- 659-683 Informational efficiency and welfare, Volume 16
by Luca Bernardinelli & Paolo Guasoni & Eberhard Mayerhofer
- 615-658 Learning about latent dynamic trading demand $$^*$$ ∗, Volume 16
by Xiao Chen & Jin Hyuk Choi & Kasper Larsen & Duane J. Seppi
- 587-613 The implications of tax loss carryforwards on investment policy, Volume 16
by Hervé Roche
- 539-585 Governmental incentives for green bonds investment, Volume 16
by Bastien Baldacci & Dylan Possamaï
- 509-537 Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk, Volume 16
by Bolorsuvd Batbold & Kentaro Kikuchi & Koji Kusuda
- 481-508 Climate change adaptation under heterogeneous beliefs, Volume 16
by Marcel Nutz & Florian Stebegg
- 447-480 Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity, Volume 16
by Felix-Benedikt Liebrich & Cosimo Munari
- 399-446 Information and dynamic trading with the Gambler’s fallacy, Volume 16
by Si Chen
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