Mathematical Finance
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Edited By: Dilip B. Madan
Impact Factor: 1.052
ISI Journal Citation Reports © Ranking: 2010: 20/42 (Social Sciences Mathematical Methods); 25/74 (Business Finance); 44/92 (Mathematics Interdisciplinary Applications); 102/304 (Economics)
Online ISSN: 1467-9965
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- MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION
Tomas Björk, Agatha Murgoci and Xun Yu Zhou
Article first published online: 3 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00515.x
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Ernst Eberlein and Zorana Grbac
Article first published online: 3 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00514.x
- MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO-SHORT-SALES STRATEGIES VIA SIMPLE TRADING
Constantinos Kardaras and Eckhard Platen
Article first published online: 3 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00511.x

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