I became motivated to ask this question after seeing the inspiring "© The Author(s) 2013 " in the header of this very interesting article, published in Compositio Mathematica.
Apart from open access math journals, which (math!) journals allow authors to retain copyrights of a published article? (this question can be seen as a follow-up to this post).
I deem this question does have many possible answers, so I hope it's not closed like this other post.
I do want to exclude comments/answers of the sort "give up your ethical ideals", since it's not advice what I'm looking for, just journal names.
Oh and feel free to set community wiki.
Best Answer
Based on the previous answers, it's not entirely clear how big a difference there is between retaining copyright but transferring an exclusive right to publish, and handing over the copyright. That said, here's a list of places that do, as a standard practice, allow the option of authors retaining copyright.
$\bullet$ Journals published by or affiliated with MSP (including Annals of Mathematics, Algebra and Number Theory, Geometry & Topology, Analysis & PDE, Pacific Journal of Mathematics, etc., a total of 11)
$\bullet$ AMS journals (for most of those the AMS is involved with, but not all)
$\bullet$ Compositio (as the OP noticed)
$\bullet$ SIAM journals (16 journals)
$\bullet$ International Mathematics Research Notices (maybe a few other Oxford journals too). I noticed that I hold the copyright on an article I published there.
$\bullet$ Some of the journals published by the Institute of Mathematical Statistics (like Probability Surveys and Statisical Surveys).
$\bullet$ Some electronic journals, like Integers, and the Electronic Journal of Combinatorics, Theory and Applications of Categories.
$\bullet$ Proceedings of the National Academy of Sciences. Mathematicians occasionally publish here, but it's not a math journal.