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Optimal portfolio strategy with discounted stochastic cash inflows
Nkeki, Charles I. - In: Journal of mathematical finance 3 (2013) 1, pp. 130-137
Persistent link: https://www.econbiz.de/10010240812
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Optimal portfolio allocation among REITs, stocks, and long-term bonds : an empirical analysis of US financial markets
Bhuyan, Rafiqul; Kuhle, James L.; Ikromov, Nuriddin; … - In: Journal of mathematical finance 4 (2014) 2, pp. 104-112
Persistent link: https://www.econbiz.de/10010380907
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Portfolio optimization in jump model under inefficiencies in the market
Bekele, Dereje; Kube, Ananda; Ikpe, Dennis C. - In: Journal of mathematical finance 8 (2018) 3, pp. 562-575
Persistent link: https://www.econbiz.de/10011968723
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Mathematical model of financial investment risk
Yin, Deyu - In: Journal of mathematical finance 8 (2018) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10011846199
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Determining optimal portfolio in a three-asset portfolio mix in Nigeria
Offiong, Amenawo Ikpa; Riman, Hodo B.; Eyo, Eyoanwan E. - In: Journal of mathematical finance 6 (2016) 4, pp. 524-540
Persistent link: https://www.econbiz.de/10011656939