Portfolio Reliability - Articles - Scientific Research Publishing

Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows When the Stock Price Is a Semimartingale (Articles)

Onthusitse Baraedi, Elias Offen

Journal of Mathematical Finance Vol.6 No.4, November 9, 2016

DOI: 10.4236/jmf.2016.64047 1,671 Downloads 2,984 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Financial Integration and Portfolio Diversification: Evidence from CIVETS Stock Markets (Articles)

Kashif Saleem, Osama Al-Hares, Sheraz Ahmed

Theoretical Economics Letters Vol.6 No.6, December 14, 2016

DOI: 10.4236/tel.2016.66121 1,701 Downloads 3,358 Views Citations
Optimization of Pension Asset Portfolio in Nigeria with Contributors’ Specified Return Rate (Articles)

Bright O. Osu, Godswill A. Egbe

Open Journal of Optimization Vol.5 No.4, December 26, 2016

DOI: 10.4236/ojop.2016.54012 1,470 Downloads 2,998 Views Citations
Investing on the CAPM Pricing Error (Articles)

José Carlos de Souza Santos, Elias Cavalcante Filho

Technology and Investment Vol.8 No.1, February 22, 2017

DOI: 10.4236/ti.2017.81006 2,323 Downloads 6,335 Views Citations
Portfolio Optimization Modelling with R for Enhancing Decision Making and Prediction in Case of Uganda Securities Exchange (Articles)

Ronald Baganzi, Byung-Gyoo Kim, Geon-Cheol Shin

Journal of Financial Risk Management Vol.6 No.4, November 2, 2017

DOI: 10.4236/jfrm.2017.64024 3,132 Downloads 8,603 Views Citations
Value Premium and Portfolio Return Regime: Evidence from European Equities (Articles)

Chikashi Tsuji

Modern Economy Vol.9 No.3, March 20, 2018

DOI: 10.4236/me.2018.93028 993 Downloads 2,174 Views Citations
Demand for Money in a Stochastic Environment (Articles)

Joseph Atta-Mensah

Journal of Mathematical Finance Vol.8 No.2, March 30, 2018

DOI: 10.4236/jmf.2018.82017 992 Downloads 3,305 Views Citations
A Method for Portfolio Selection Based on Joint Probability of Co-Movement of Multi-Assets (Articles)

Tianmin Zhou

Journal of Mathematical Finance Vol.8 No.3, August 7, 2018

DOI: 10.4236/jmf.2018.83034 1,291 Downloads 3,261 Views Citations
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 2,546 Views Citations
Investment Decision Based on Entropy Theory (Articles)

Dechao Yin

Modern Economy Vol.10 No.4, April 19, 2019

DOI: 10.4236/me.2019.104083 1,395 Downloads 3,702 Views Citations
High Order Portfolio Optimization Problem with Transaction Costs (Articles)

Xin Li, Peiai Zhang

Modern Economy Vol.10 No.6, June 12, 2019

DOI: 10.4236/me.2019.106100 1,122 Downloads 2,758 Views Citations
The Impact of Home Equity and Housing Provident Fund on the Household’s Stock Investment (Articles)

Hanjuan Zhu

Open Journal of Social Sciences Vol.7 No.8, August 20, 2019

DOI: 10.4236/jss.2019.78016 796 Downloads 1,927 Views Citations
Trading Frequency Anomalies in Infant Markets: The Test for Returns and Sensitivity of Shares and Portfolios (Articles)

Shamis Moh’d, Ravindran Ramasamy, Zulkifflee Mohamed

Journal of Financial Risk Management Vol.8 No.4, December 3, 2019

DOI: 10.4236/jfrm.2019.84016 659 Downloads 1,756 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 1,019 Downloads 2,509 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 6,681 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
Optimal Portfolio Selection of Wind Power Plants Using a Stochastic Risk-Averse Optimization Model, Considering the Wind Complementarity of the Sites and a Budget Constraint (Articles)

Luiz A. S. Camargo, Laís D. Leonel, Pedro S. Rosa, Dorel S. Ramos

Energy and Power Engineering Vol.12 No.8, August 12, 2020

DOI: 10.4236/epe.2020.128028 842 Downloads 1,952 Views Citations
This article belongs to the Special Issue on Wind Energy
A Case for Real Estate Inclusion in Pension Funds Mixed-Asset Portfolios in Tanzania (Articles)

Moses Mpogole Kusiluka, Sophia Marcian Kongela

Current Urban Studies Vol.8 No.3, September 16, 2020

DOI: 10.4236/cus.2020.83024 910 Downloads 3,744 Views Citations
Challenges of Design and Implementation of Program Governance
—Cases from Government Bodies in UAE (Articles)

Mounir El Khatib, Fatma Al Qurashi, Salhah Al Brieki

American Journal of Industrial and Business Management Vol.11 No.5, May 27, 2021

DOI: 10.4236/ajibm.2021.115036 517 Downloads 2,437 Views Citations
Improving Portfolio Selection by Balancing Liquidity-Risk-Return: Evidence from Stock Markets (Articles)

Eder Oliveira Abensur, Wesley Pompeu de Carvalho

Theoretical Economics Letters Vol.12 No.2, April 12, 2022

DOI: 10.4236/tel.2022.122027 557 Downloads 2,921 Views Citations
The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market (Articles)

Jiang Ye, Yiwei Wang, Muhammad Wajid Raza

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123030 374 Downloads 1,773 Views Citations

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