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type_genre:"Article in journal"
~isPartOf:"Journal of mathematical finance"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Portfolio selection
Stochastic process
Theorie
151
Theory
151
Portfolio-Management
57
Stochastischer Prozess
25
Risiko
24
Risk
24
Mathematical programming
15
Mathematische Optimierung
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Alghalith, Moawia
3
Nkeki, Charles I.
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Charles, Wilson Mahera
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Mataramvura, Sure
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Ohnishi, Masamitsu
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Zhang, Liangliang
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A, Chunxiang
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1
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Journal of mathematical finance
European journal of operational research : EJOR
657
Insurance / Mathematics & economics
378
Finance and stochastics
254
Journal of banking & finance
253
International journal of theoretical and applied finance
232
Journal of economic dynamics & control
224
Mathematical finance : an international journal of mathematics, statistics and financial theory
215
Computers & operations research : and their applications to problems of world concern ; an international journal
178
Finance research letters
173
Operations research
151
Quantitative finance
147
Risks : open access journal
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Journal of econometrics
132
Management science : journal of the Institute for Operations Research and the Management Sciences
128
International journal of production research
127
Economics letters
126
The review of financial studies
120
Economic modelling
115
Journal of economic theory
115
Journal of empirical finance
109
Journal of financial economics
108
The journal of finance : the journal of the American Finance Association
104
Mathematics of operations research
101
Computational economics
100
The journal of portfolio management : a publication of Institutional Investor
99
Mathematical methods of operations research
97
The European journal of finance
89
International journal of production economics
85
Mathematics and financial economics
83
Journal of risk and financial management : JRFM
79
Annals of finance
78
International review of economics & finance : IREF
78
Computational Management Science : CMS
74
International review of financial analysis
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Applied mathematical finance
73
The North American journal of economics and finance : a journal of financial economics studies
73
Applied economics
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ECONIS (ZBW)
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Optimal portfolio management when stocks are driven by mean reverting processes
Mbigili, Lusungu Julius
;
Mataramvura, Sure
;
Charles, …
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 10-26
Persistent link: https://www.econbiz.de/10012545303
Saved in:
2
Optimal entry and exit strategy under uncertainty with stochastic volatility
Huang, Jinwu
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012545586
Saved in:
3
An ambiguity measure under EUUP and its application to a portfolio problem
Iwaki, Hideki
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 287-305
Persistent link: https://www.econbiz.de/10012545704
Saved in:
4
Statistical arbitrage strategy in multi-asset market using time series analysis
Imai, Takahiro
;
Nakagawa, Kei
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 334-344
Persistent link: https://www.econbiz.de/10012545730
Saved in:
5
Multi-period mean-variance portfolio selection with state-dependent exit probability and bankruptcy state
Wang, Yang
;
Wu, Yonghong
;
Zhang, Xinguang
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 152-174
Persistent link: https://www.econbiz.de/10012233377
Saved in:
6
Portfolio mathematics with general linear and quadratic constraints
Stowe, David L.
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 675-690
Persistent link: https://www.econbiz.de/10012433449
Saved in:
7
Asset return prediction via machine learning
Zhang, Liangliang
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 691-697
Persistent link: https://www.econbiz.de/10012433454
Saved in:
8
Bank portfolio management under credit market imperfections
Mallick, Indrajit
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 239-253
Persistent link: https://www.econbiz.de/10012210168
Saved in:
9
Effect of feedback on eBay sellers' business using Markov Chain
Dib, Y. M.
;
Roumieh, N.
;
Saab, G.
;
Maroun, M.
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 325-344
Persistent link: https://www.econbiz.de/10012210203
Saved in:
10
Credit scoring with ego-network data
Sewe, Stanley
;
Ngare, Philip
;
Weke, Patrick
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 522-534
Persistent link: https://www.econbiz.de/10012210386
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