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On the stochastic dominance of portfolio insurance strategies
Maalej, Hela; Prigent, Jean-Luc - In: Journal of mathematical finance 6 (2016) 1, pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
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The effects of long memory in price volatility of inventories pledged on portfolio optimization of supply chain finance
Juan, He; Wang, Jian; Xianglin, Jiang - In: Journal of mathematical finance 6 (2016) 1, pp. 134-155
Persistent link: https://www.econbiz.de/10011543832
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Markov-dependent risk model with multi-layer dividend strategy and investment interest under absolute ruin
Li, Bangling; Ma, Shixia - In: Journal of mathematical finance 6 (2016) 2, pp. 260-268
Persistent link: https://www.econbiz.de/10011543937
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Measure of investment optimal strategy
Eghwerido, J. T.; Ekuma-Okereke, E.; Efe-Eyefia, E.; … - In: Journal of mathematical finance 6 (2016) 2, pp. 269-274
Persistent link: https://www.econbiz.de/10011544457
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Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre - In: Journal of mathematical finance 6 (2016) 3, pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
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Good approximation of exponential utility function for optimal futures hedging
Guo, Xu; Lien, Da-hsiang Donald; Wong, Wing Keung - In: Journal of mathematical finance 6 (2016) 3, pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
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Research on the portfolio optimization model under quantitative constraint based on genetic algorithm
Zhu, Shunquan - In: Journal of mathematical finance 6 (2016) 4, pp. 465-470
Persistent link: https://www.econbiz.de/10011656876
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On-line portfolio selection for a currency exchange market
Ren, Panpan; Wu, Jianglun - In: Journal of mathematical finance 6 (2016) 4, pp. 471-488
Persistent link: https://www.econbiz.de/10011656883
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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
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Conditioning the information in portfolio optimization
Sala, Carlo; Barone-Adesi, Giovanni - In: Journal of mathematical finance 6 (2016) 4, pp. 598-625
Persistent link: https://www.econbiz.de/10011656970