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Optimal execution in illiquid market with the absence of price manipulation
Kuno, Seiya; Ohnishi, Masamitsu - In: Journal of mathematical finance 5 (2015) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011398566
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Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market
Mwaniki, Ivivi Joseph - In: Journal of mathematical finance 5 (2015) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10011398581
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On historical value at risk under distribution uncertainty
Iizuka, Atsushi; Nakano, Yumiharu - In: Journal of mathematical finance 5 (2015) 2, pp. 113-118
Persistent link: https://www.econbiz.de/10011398743
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Optimal investment under dual risk model and Markov modulated financial market
Xu, Lin; Zhang, Liming; Zhu, Dongjin - In: Journal of mathematical finance 5 (2015) 2, pp. 157-171
Persistent link: https://www.econbiz.de/10011398985
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Smart beta portfolio optimization
AlMahdi, Saud - In: Journal of mathematical finance 5 (2015) 2, pp. 202-211
Persistent link: https://www.econbiz.de/10011399006
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Continuous-time mean-variance portfolio selection with partial information
Pang, Wan-Kai; Ni, Yuan-Hua; Li, Xun; Yiu, Ka-Fai Cedric - In: Journal of mathematical finance 4 (2014) 5, pp. 353-365
Persistent link: https://www.econbiz.de/10011312406
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Interest-rate modeling conundrums
Lin, Peter C. L. - In: Journal of mathematical finance 4 (2014) 5, pp. 328-332
Persistent link: https://www.econbiz.de/10011312409
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Extending multi-period Pluto and Tasche PD calibration model Using mode LRDF approach
Surzhko, Denis - In: Journal of mathematical finance 4 (2014) 4, pp. 297-303
Persistent link: https://www.econbiz.de/10011312413
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Execution and block trade pricing with optimal constant rate of participation
Guéant, Olivier - In: Journal of mathematical finance 4 (2014) 4, pp. 255-264
Persistent link: https://www.econbiz.de/10011312420
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Variational form of classical portfolio strategy and expected wealth for a defined contributory pension scheme
Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of mathematical finance 2 (2012) 1, pp. 132-139
Persistent link: https://www.econbiz.de/10009668263