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~isPartOf:"Journal of mathematical finance"
~subject:"Portfolio selection"
~subject:"Risk measure"
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Portfolio selection
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Portfolio-Management
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Journal of mathematical finance
Insurance / Mathematics & economics
359
European journal of operational research : EJOR
311
Journal of banking & finance
275
NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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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2
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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3
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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4
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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5
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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6
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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7
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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8
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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9
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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10
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
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