Optimal Portfolio Strategy - Articles - Scientific Research Publishing

Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market (Articles)

Yingying Xu, Zhuwu Wu

Journal of Financial Risk Management Vol.3 No.2, June 12, 2014

DOI: 10.4236/jfrm.2014.32003 3,358 Downloads 5,554 Views Citations
The Effects of Transaction Cost and Correlation of Brownian Motions on an Insurer’s Optimal Investment Strategy through Logarithmic Utility Optimization under Modified Constant Elasticity of Variance (M-CEV) Model (Articles)

Silas A. Ihedioha, Gbenga M. Ogungbenle, Philip T. Ajai

Open Access Library Journal Vol.7 No.7, July 13, 2020

DOI: 10.4236/oalib.1106488 248 Downloads 1,171 Views Citations
Portfolio Management of 8 Australian Companies’ Stocks (Articles)

Ke Lyu

Open Journal of Social Sciences Vol.9 No.1, January 28, 2021

DOI: 10.4236/jss.2021.91032 763 Downloads 2,244 Views Citations
A Simple Model of Currency Notes Withdrawal (Articles)

Siddhartha Chattopadhyay, Sohini Sahu

Theoretical Economics Letters Vol.8 No.14, October 26, 2018

DOI: 10.4236/tel.2018.814198 929 Downloads 2,293 Views Citations
Research on Optimal Investment Portfolio of Enterprise Annuity under Investment Constraints (Articles)

Xiaozheng Cao

American Journal of Industrial and Business Management Vol.8 No.12, December 24, 2018

DOI: 10.4236/ajibm.2018.812160 993 Downloads 2,751 Views Citations
An Inquiry into the Optimal Portfolio for Equity and Real Estate in Japan (Articles)

Chikashi Tsuji

iBusiness Vol.16 No.2, May 27, 2024

DOI: 10.4236/ib.2024.162003 135 Downloads 603 Views Citations
Optimization of Dynamic Portfolio Insurance Model (Articles)

Yuan Yao

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22019 9,479 Downloads 15,652 Views Citations
The Optimal Portfolio Model Based on Mean-CVaR (Articles)

Xing Yu, Hongguo Sun, Guohua Chen

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13017 5,549 Downloads 11,139 Views Citations
Energy Portfolio Management with Entry Decisions over an Infinite Horizon (Articles)

Zhen Liu

Applied Mathematics Vol.3 No.7, June 21, 2012

DOI: 10.4236/am.2012.37113 4,495 Downloads 7,319 Views Citations
Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets (Articles)

Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke

Journal of Mathematical Finance Vol.4 No.2, February 19, 2014

DOI: 10.4236/jmf.2014.42010 8,448 Downloads 14,188 Views Citations
Conditioning the Information in Portfolio Optimization (Articles)

Carlo Sala, Giovanni Barone Adesi

Journal of Mathematical Finance Vol.6 No.4, November 7, 2016

DOI: 10.4236/jmf.2016.64045 1,846 Downloads 3,522 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Portfolio Optimization in Jump Model under Inefficiencies in the Market (Articles)

Dereje Bekele, Ananda Kube, Dennis C. Ikpe

Journal of Mathematical Finance Vol.8 No.3, August 9, 2018

DOI: 10.4236/jmf.2018.83036 1,103 Downloads 2,547 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 1,020 Downloads 2,512 Views Citations
Dynamic Optimization for Equity and Dollar Asset: The Case of Japan (Articles)

Chikashi Tsuji

Modern Economy Vol.15 No.4, April 30, 2024

DOI: 10.4236/me.2024.154020 244 Downloads 693 Views Citations
Determining Optimal Portfolio in a Three-Asset Portfolio Mix in Nigeria (Articles)

Amenawo I. Offiong, Hodo B. Riman, Eyoanwan E. Eyo

Journal of Mathematical Finance Vol.6 No.4, October 11, 2016

DOI: 10.4236/jmf.2016.64041 11,084 Downloads 25,173 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Optimal Entry and Exit Strategy under Uncertainty with Stochastic Volatility (Articles)

Jinwu Huang

Journal of Mathematical Finance Vol.10 No.1, February 26, 2020

DOI: 10.4236/jmf.2020.101011 969 Downloads 2,103 Views Citations
Dynamic Reinsurance Strategy (Articles)

Miwaka Yamashita

Journal of Mathematical Finance Vol.13 No.3, August 9, 2023

DOI: 10.4236/jmf.2023.133018 324 Downloads 1,264 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Applications
Multi-Knapsack Model of Collaborative Portfolio Configurations in Multi-Strategy Oriented (Articles)

Shujuan Luo, Sijun Bai, Suike Li

American Journal of Operations Research Vol.5 No.5, September 9, 2015

DOI: 10.4236/ajor.2015.55033 2,499 Downloads 3,533 Views Citations
Statistical Arbitrage Strategy in Multi-Asset Market Using Time Series Analysis (Articles)

Takahiro Imai, Kei Nakagawa

Journal of Mathematical Finance Vol.10 No.2, May 21, 2020

DOI: 10.4236/jmf.2020.102020 1,814 Downloads 6,687 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
Performance of Quantitative Investment Strategies in Different Market Cycles: A Comparative Analysis (Articles)

Jiaxu Li

Open Journal of Social Sciences Vol.12 No.12, December 27, 2024

DOI: 10.4236/jss.2024.1212033 178 Downloads 1,958 Views Citations

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