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Journal of mathematical finance
European journal of operational research : EJOR
669
International journal of theoretical and applied finance
330
Insurance / Mathematics & economics
292
Journal of econometrics
225
Finance and stochastics
204
Journal of economic dynamics & control
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Quantitative finance
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170
International journal of production economics
132
Risks : open access journal
129
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128
Discussion paper / Tinbergen Institute
128
Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
124
Economics letters
108
The journal of computational finance
106
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Mathematical methods of operations research
89
Econometric reviews
86
Economic modelling
86
Energy economics
86
Finance research letters
86
Transportation research / E : an international journal
83
Working paper
83
Journal of economic theory
82
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
80
Annals of operations research
77
Computational Management Science : CMS
76
Journal of banking & finance
76
Omega : the international journal of management science
76
NBER working paper series
70
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ECONIS (ZBW)
92
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1
A liability tracking approach to long term management of pension funds
Ieda, Masashi
;
Yamashita, Takashi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 392-400
Persistent link: https://www.econbiz.de/10010239531
Saved in:
2
Stochastic control for asset management
Kung, James J.
;
Wong, Wing Keung
;
Wu, E.-ching
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10010240225
Saved in:
3
Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
Saved in:
4
Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
Saved in:
5
On steady dividend payment under functional mean reversion speed
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 368-377
Persistent link: https://www.econbiz.de/10011583486
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6
Optimal investment strategy under stochastic interest rates
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 319-332
Persistent link: https://www.econbiz.de/10011673904
Saved in:
7
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
Saved in:
8
Optimal investment and risk control strategies for an insurance fund in stochastic framework
Mwanakatwe, Patrick Kandege
;
Wang, Xiaoguang
;
Su, Yue
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 254-265
Persistent link: https://www.econbiz.de/10012210171
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9
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
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10
Legendre approximation for solving a class of nonlinear optimal control problems
Tohidi, Emran
;
Samadi, Omid Reza Navid
;
Farahi, …
- In:
Journal of mathematical finance
1
(
2011
)
1
,
pp. 8-13
Persistent link: https://www.econbiz.de/10009533129
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