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The effects of long memory in price volatility of inventories pledged on portfolio optimization of supply chain finance
Juan, He; Wang, Jian; Xianglin, Jiang - In: Journal of mathematical finance 6 (2016) 1, pp. 134-155
Persistent link: https://www.econbiz.de/10011543832
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Markov-dependent risk model with multi-layer dividend strategy and investment interest under absolute ruin
Li, Bangling; Ma, Shixia - In: Journal of mathematical finance 6 (2016) 2, pp. 260-268
Persistent link: https://www.econbiz.de/10011543937
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Measure of investment optimal strategy
Eghwerido, J. T.; Ekuma-Okereke, E.; Efe-Eyefia, E.; … - In: Journal of mathematical finance 6 (2016) 2, pp. 269-274
Persistent link: https://www.econbiz.de/10011544457
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On the stochastic dominance of portfolio insurance strategies
Maalej, Hela; Prigent, Jean-Luc - In: Journal of mathematical finance 6 (2016) 1, pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
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Optimal portfolio management when stocks are driven by mean reverting processes
Mbigili, Lusungu Julius; Mataramvura, Sure; Charles, … - In: Journal of mathematical finance 10 (2020) 1, pp. 10-26
Persistent link: https://www.econbiz.de/10012545303
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An ambiguity measure under EUUP and its application to a portfolio problem
Iwaki, Hideki - In: Journal of mathematical finance 10 (2020) 2, pp. 287-305
Persistent link: https://www.econbiz.de/10012545704
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Statistical arbitrage strategy in multi-asset market using time series analysis
Imai, Takahiro; Nakagawa, Kei - In: Journal of mathematical finance 10 (2020) 2, pp. 334-344
Persistent link: https://www.econbiz.de/10012545730
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Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre - In: Journal of mathematical finance 6 (2016) 3, pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
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Good approximation of exponential utility function for optimal futures hedging
Guo, Xu; Lien, Da-hsiang Donald; Wong, Wing Keung - In: Journal of mathematical finance 6 (2016) 3, pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
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A method for portfolio selection based on joint probability of co-movement of multi-assets
Zhou, Tianmin - In: Journal of mathematical finance 8 (2018) 3, pp. 535-548
Persistent link: https://www.econbiz.de/10011968713