As a result of the significant disruption that is being caused by the COVID-19 pandemic we are very aware that many researchers will have difficulty in meeting the timelines associated with our peer review process during normal times. Please do let us know if you need additional time. Our systems will continue to remind you of the original timelines but we intend to be highly flexible at this time.
Guest Editor: Andreas Hamel
Submission Deadline: October 31, 2019
Markets involving transaction costs or illiquidity, multi-utility representations of incomplete preferences, or risk measures and quantiles for multivariate positions can be modelled by means of set-valued functions, and this leads to interesting and mathematically challenging problems. With the goal of fostering activity in these important current developments, Finance and Stochastics will devote a special issue to this area.