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~isPartOf:"Journal of mathematical finance"
~subject:"Portfolio-Management"
~subject:"Wohlfahrtsanalyse"
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Portfolio-Management
Wohlfahrtsanalyse
Theorie
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Theory
88
Portfolio selection
31
Stochastic process
15
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Osu, Bright O.
2
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Akpanibah, Edikan E.
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1
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Journal of mathematical finance
Discussion paper / Centre for Economic Policy Research
306
Insurance / Mathematics & economics
177
Working paper / National Bureau of Economic Research, Inc.
170
European journal of operational research : EJOR
161
Finance research letters
157
Quantitative finance
119
Journal of banking & finance
92
Economic modelling
82
Management science : journal of the Institute for Operations Research and the Management Sciences
82
Discussion papers / CEPR
77
SpringerLink / Bücher
76
Economics letters
72
International review of economics & finance : IREF
72
Journal of economic dynamics & control
71
The North American journal of economics and finance : a journal of financial economics studies
66
The journal of portfolio management : JPM
65
Journal of empirical finance
62
International review of financial analysis
58
International journal of theoretical and applied finance
56
Computational economics
55
Journal of financial economics
50
The journal of investing : JOI
49
Finance and stochastics
45
Mathematics and financial economics
45
The European journal of finance
44
Applied economics
42
The journal of asset management
40
Scandinavian actuarial journal
34
Journal of risk
33
Research paper series / Swiss Finance Institute
32
Journal of international economics
31
Operations research
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Operations research letters
30
The journal of investment strategies
30
Journal of the Operational Research Society
29
Annals of finance
28
International journal of financial engineering
27
IMA journal of management mathematics
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Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.
;
Osu, Bright O.
;
Ihedioha, Silas A.
; …
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
Saved in:
2
Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
Njoku, K. N. C.
;
Osu, Bright O.
;
Akpanibah, Edikan E.
; …
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 821-833
Persistent link: https://www.econbiz.de/10011789083
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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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8
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
Saved in:
9
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
Saved in:
10
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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