Recently published in February 2012 is the new Blackwell Companion to Schopenhauer, edited by Vandenabeele.

See the Wiley-Blackwell page for this anthology here: http://bit.ly/H45n7K
I have yet to delve into this volume as I’ve been in the midst of a busy final semester at Berkeley, but I’d like to mention some articles that look interesting from just glancing at the table of contents.
First of all, Gemes, Janaway, and Reginster are all first-rate Nietzsche scholars, and so I’d expect their articles on Schopenhauer and Nietzsche to be especially insightful.
Both Gemes and Janaway have co-authored the article, “Life-denial versus Life-Affirmation: Schopenhauer and Nietzsche on Pessimism and Asceticism”. Janaway is not only a first-rate Nietzsche scholar but also a first-rate Schopenhauer scholar, so I look forward to what he and his co-author have to say in regard to life-denial and life-affirmation.
Reginster has also provided ingenious insights into the parallels between Schopenhauer and Nietzsche in his monograph The Affirmation of Life: Nietzsche on Overcoming Nihilism, and in this anthology he has authored the article, “Schopenhauer, Nietzsche, Wagner”, which I expect will include more insights into the depth and breadth of Schopenhauer’s influence on the latter two.
Paul Guyer, an exceptional Kant scholar, is also published in the anthology with an article titled, “Perception and Understanding: Schopenhauer, Reid, Kant”.
Read More