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~isPartOf:"Journal of mathematical finance"
~subject:"Share price"
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Portfolio selection
86
Portfolio-Management
86
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15
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Nkeki, Charles I.
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Charles, Wilson Mahera
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Mataramvura, Sure
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Journal of mathematical finance
Insurance / Mathematics & economics
278
Journal of banking & finance
269
European journal of operational research : EJOR
267
Finance research letters
182
Journal of economic dynamics & control
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
152
International journal of theoretical and applied finance
147
Quantitative finance
120
Journal of financial economics
116
The journal of finance : the journal of the American Finance Association
111
Journal of empirical finance
110
Management science : journal of the Institute for Operations Research and the Management Sciences
106
The review of financial studies
106
Risks : open access journal
103
The journal of portfolio management : a publication of Institutional Investor
102
International review of financial analysis
97
International review of economics & finance : IREF
86
The journal of asset management
86
Economics letters
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Economic modelling
83
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
80
Journal of risk and financial management : JRFM
74
Computational economics
72
Mathematics and financial economics
72
Applied economics
70
Mathematical methods of operations research
69
The journal of portfolio management : JPM
63
Annals of finance
62
Journal of economic theory
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Journal of financial and quantitative analysis : JFQA
59
Applied economics letters
55
Journal of investment management : JOIM
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Applied mathematical finance
51
Financial markets and portfolio management
51
Investment management and financial innovations
51
Review of quantitative finance and accounting
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A general framework of optimal investment
Zhang, Liangliang
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 535-560
Persistent link: https://www.econbiz.de/10012210442
Saved in:
9
Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach
Orlando, Albina
;
Parker, Gary
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10011874781
Saved in:
10
Currency portfolio risk measurement with generalized autoregressive conditional heteroscedastic-extreme value theory-Copula Model
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Gichuhi, Antony W.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10011875347
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