1. A unified framework for robust modelling of financial markets in discrete time

   • Jan Obłój
   • Johannes Wiesel

   OriginalPaper Open access 14 June 2021 Pages: 427 - 468

   

2. Duality theory for robust utility maximisation

   • Daniel Bartl
   • Michael Kupper
   • Ariel Neufeld

   OriginalPaper 14 June 2021 Pages: 469 - 503

3. A quasi-sure optional decomposition and super-hedging result on the Skorokhod space

   • Bruno Bouchard
   • Xiaolu Tan

   OriginalPaper 14 June 2021 Pages: 505 - 528

4. Robust state-dependent mean–variance portfolio selection: a closed-loop approach

   • Bingyan Han
   • Chi Seng Pun
   • Hoi Ying Wong

   OriginalPaper 10 June 2021 Pages: 529 - 561

   

5. Time-dynamic evaluations under non-monotone information generated by marked point processes

   • Marcus C. Christiansen

   OriginalPaper Open access 14 June 2021 Pages: 563 - 596

6. Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions

   • Freddy Delbaen

   OriginalPaper Open access 30 June 2021 Pages: 597 - 614