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2nd Announcement and Call for Papers Mathematics and Financial Economics Editor-in-Chief: Elyès Jouini, CEREMADE, Université Paris-Dauphine, Paris, France; jouini@ceremade.dauphine.fr

 New from Springer

 1st issue in July 2007

NEW JOURNAL Submit your manuscript online springer.com Mathematics and Financial Economics

In the last twenty years mathematical finance approach. When quantitative methods useful to has developed independently from economic economists are developed by mathematicians theory, and largely as a branch of probability and published in mathematical journals, they theory and stochastic analysis. This has led to often remain unknown and confined to a very important developments e.g. in asset pricing specific readership. More generally, there is a theory, and interest-rate modeling. need for bridges between these disciplines. This direction of research however can be The aim of this new journal is to reconcile these viewed as somewhat removed from real- two approaches and to provide the bridging world considerations and increasingly many links between mathematics, economics and academics in the field agree over the necessity finance. Typical areas of interest include of returning to foundational economic issues. foundational issues in asset pricing, financial Mainstream finance on the other hand has markets equilibrium, insurance models, port- often considered interesting economic folio management, quantitative risk manage- problems, but finance journals typically pay ment, intertemporal economics, uncertainty less attention to the high-level quantitative and information in finance models. ISSN 1862-9679 (Print) ISSN 1862-9660 (Electronic) 4 issues per Year Co-Editors: NJ, USA Abel Cadenillas, University of Alberta, Jaksa Cvitanić, California Institute of Edmonton AB, Canada Technology, Pasadena, CA, USA Pierre Collin-Dufresne, University of California, NEW Rose-Anne Dana, CEREMADE, Université Berkeley, CA, USA JOURNAL Paris-Dauphine, Paris, France Bernard Cornet, Université Paris I, France and Advisory Board: University of Kansas, USA Domenico Cuoco, The Wharton School, George Constantinides, Graduate School of University of Pennsylvania, PA, USA From the contents Business, University of Chicago, IL, USA Hans Föllmer, Humboldt University, Berlin, Darrell Duffie, Graduate School of Business, Germany of the first issue: Stanford University, CA USA Michael F. Gallmeyer, Mays Business School, 1. Optimal derivatives design for Bernard Dumas, INSEAD, Fontainebleau, France Texas A & M University, College Station, TX, USA mean-variance agents under Ivar Ekeland, University of British Columbia, Christian Gollier, GREMAQ, Université de adverse selection Guillaume Vancouver BC, Canada Toulouse I, France Carlier, Ivar Ekeland and Roger Guesnerie, Collège de France, Paris, Thorsten Hens, Zurich University, Switzerland Nizar Touzi France Leonid Kogan, Sloan School of Management, 2. Optimal Compensation Pierre-Louis Lions, Université Paris-Dauphine, MIT, Cambridge, MA, USA with Adverse Selection and Paris, France Ali Lazrak, University of British Columbia, Dynamic Actions, Jakša Andreu Mas Colell, Universidad Pompeu Fabra, Vancouver, BC, Canada Cvitanić and Jianfeng Zhang Barcelona, Spain Michael Magill, University of Southern 3. The consumption-based Jean-Charles Rochet, Université des Sciences California, Los Angeles, CA, USA determinants of the term Sociales, Toulouse, France Walter Schachermayer, University of structure of discount rates, José Scheinkman, Princeton University, Technology, Vienna, Austria Christian Gollier NJ, USA Costis Skiadas, Kellogg School of Management, 4. The equity risk premium Evanston, IL, USA and the riskfree rate in an Editorial Board: Nizar Touzi, CREST, Malakoff, France economy with borrowing Kerry Back, Mays Business School, Texas Dimitry Vayanos, LSE, London, UK constraints, Leonid Kogan, A & M University, College Station, TX, USA Akira Yamazaki, Hitotsubashi University, Igor Makarov and Raman Suleyman Basak, London Business School, UK Tokyo, Japan Uppal Markus K. Brunnermeier, Princeton University, Fernando Zapatero, USC, Los Angeles, USA

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Q8588 http://www.springer.com/journal/11579