Geometric Mean Reversion - Articles - Scientific Research Publishing

Modeling Botswana Beef-Cattle Price Dynamics (Articles)

Paul Kundai Ziwakaya, Edward M. Lungu

Journal of Mathematical Finance Vol.11 No.1, February 24, 2021

DOI: 10.4236/jmf.2021.111004 710 Downloads 2,414 Views Citations
Optimal Portfolio Management When Stocks Are Driven by Mean Reverting Processes (Articles)

Lusungu Julius Mbigili, Sure Mataramvura, Wilson M. Charles

Journal of Mathematical Finance Vol.10 No.1, December 13, 2019

DOI: 10.4236/jmf.2020.101002 1,017 Downloads 2,503 Views Citations
Half-Life Volatility Measure of the Returns of Some Cryptocurrencies (Articles)

Abonongo John, Anuwoje Ida Logubayom, Raymond Nero

Journal of Financial Risk Management Vol.8 No.1, March 13, 2019

DOI: 10.4236/jfrm.2019.81002 1,799 Downloads 5,282 Views Citations
Do the Indian Agricultural Commodities’ Prices Exhibit Non-Linear Mean Reversion? An Empirical Evidence (Articles)

Aviral Kumar Tiwari, Mothkuri Aruna, Aruna Kumar Dash

Theoretical Economics Letters Vol.5 No.2, April 28, 2015

DOI: 10.4236/tel.2015.52039 3,474 Downloads 4,880 Views Citations
On Some Properties of the Norm of the Spectral Geometric Mean (Articles)

Xiangrui Kong

Journal of Applied Mathematics and Physics Vol.10 No.12, December 21, 2022

DOI: 10.4236/jamp.2022.1012241 285 Downloads 945 Views Citations
Like a Sum Is Generalized into an Integral, a Product May Be Generalized into an Inteduct (Articles)

Michael Grabinski, Galiya Klinkova

Applied Mathematics Vol.14 No.5, May 29, 2023

DOI: 10.4236/am.2023.145017 426 Downloads 1,537 Views Citations
An Optimal Inequality for One-Parameter Mean (Articles)

Hongya Gao, Yanjie Zhang, Tian Wang

Journal of Applied Mathematics and Physics Vol.1 No.5, October 22, 2013

DOI: 10.4236/jamp.2013.15006 3,394 Downloads 6,136 Views Citations
An Optimal Double Inequality among the One-Parameter, Arithmetic and Geometric Means (Articles)

Hongya Gao, Shuangli Li, Yanjie Zhang, Hong Tian

Journal of Applied Mathematics and Physics Vol.1 No.7, December 12, 2013

DOI: 10.4236/jamp.2013.17001 3,105 Downloads 5,631 Views Citations
An Elementary Proof of the Mean Inequalities (Articles)

Ilhan M. Izmirli

Advances in Pure Mathematics Vol.3 No.3, May 13, 2013

DOI: 10.4236/apm.2013.33047 6,445 Downloads 10,604 Views Citations
Risk Return Relationship in the Portfolio Selection Models (Articles)

Ken Hung, C. W. Yang, Yifan Zhao, Kuo-Hao Lee

Theoretical Economics Letters Vol.8 No.3, February 12, 2018

DOI: 10.4236/tel.2018.83025 1,294 Downloads 4,118 Views Citations
Study on Stock Index Futures’ Mean Reversion Effect and Arbitrage in China Based on High-Frequency Data (Articles)

Wei Zhuo, Xiujuan Zhao, Zhou Zhou, Shouyang Wang

iBusiness Vol.4 No.1, March 31, 2012

DOI: 10.4236/ib.2012.41009 7,437 Downloads 13,675 Views Citations
On Steady Dividend Payment under Functional Mean Reversion Speed (Articles)

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye

Journal of Mathematical Finance Vol.6 No.3, August 2, 2016

DOI: 10.4236/jmf.2016.63030 1,939 Downloads 3,768 Views Citations
Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice (Articles)

C. Kenneth Jones

American Journal of Industrial and Business Management Vol.7 No.7, July 6, 2017

DOI: 10.4236/ajibm.2017.77059 2,539 Downloads 7,502 Views Citations
This article belongs to the Special Issue on Modern Portfolio Theory and Application
Mean Reversion in Auction Markets (Articles)

Moon Hoe Lee

Journal of Mathematical Finance Vol.15 No.4, November 13, 2025

DOI: 10.4236/jmf.2025.154032 91 Downloads 516 Views Citations
Assessment and Potential Survey of Lands in Khuzestan Province Using the Buckley Geometric Mean Model and Geographic Information System (GIS) (Articles)

Mohammad Ali Firoozi, Majid Goodarzi, Rahman Shirali

Open Journal of Geology Vol.7 No.3, March 21, 2017

DOI: 10.4236/ojg.2017.73016 1,638 Downloads 2,783 Views Citations
On Maps Preserving Unitarily Invariant Norms of the Spectral Geometric Mean (Articles)

Hongjie Chen, Lei Li, Zheng Shi, Liguang Wang

Journal of Applied Mathematics and Physics Vol.9 No.4, April 15, 2021

DOI: 10.4236/jamp.2021.94041 451 Downloads 1,205 Views Citations
The Hubble Frequency and the Hawking Temperature (Articles)

Espen Gaarder Haug, Eugene Terry Tatum

Journal of Applied Mathematics and Physics Vol.13 No.12, December 24, 2025

DOI: 10.4236/jamp.2025.1312247 73 Downloads 424 Views Citations
Mean Reversion and Self-Valuation of European Common Stocks (Articles)

Moon Hoe Lee

Journal of Mathematical Finance Vol.15 No.3, July 16, 2025

DOI: 10.4236/jmf.2025.153020 134 Downloads 638 Views Citations
Some Improvement on Convergence Rates of Kernel Density Estimator (Articles)

Xiaoran Xie, Jingjing Wu

Applied Mathematics Vol.5 No.11, June 20, 2014

DOI: 10.4236/am.2014.511161 5,635 Downloads 7,955 Views Citations
This article belongs to the Special Issue on Survival Analysis
An Alternative Approach to the Solution of Multi-Objective Geometric Programming Problems (Articles)

Ersoy Öz, Nuran Güzel, Selçuk Alp

Open Journal of Optimization Vol.6 No.1, March 7, 2017

DOI: 10.4236/ojop.2017.61002 2,116 Downloads 4,852 Views Citations

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