Narrow search
Showing 1 - 10 of 64
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Smart beta portfolio optimization
AlMahdi, Saud - In: Journal of mathematical finance 5 (2015) 2, pp. 202-211
Persistent link: https://www.econbiz.de/10011399006
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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