Mean-Variance Efficient Portfolio - Articles - Scientific Research Publishing

An Ambiguity Measure under EUUP and Its Application to a Portfolio Problem (Articles)

Hideki Iwaki

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

DOI: 10.4236/jmf.2020.102018 742 Downloads 1,784 Views Citations
Portfolio Research Based on Mean-Realized Variance-CVaR and Random Matrix Theory under High-Frequency Data (Articles)

Yajie Yang, Yipin Zhu, Xia Zhao

Journal of Financial Risk Management Vol.9 No.4, December 11, 2020

DOI: 10.4236/jfrm.2020.94026 860 Downloads 2,338 Views Citations
Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk (Articles)

Obonye Doctor

Journal of Mathematical Finance Vol.11 No.2, March 2, 2021

DOI: 10.4236/jmf.2021.112008 808 Downloads 1,798 Views Citations
Analysis of Risk Measures in Portfolio Optimization for the Uganda Securities Exchange (Articles)

Criscent Birungi, Lucy Muthoni

Journal of Financial Risk Management Vol.10 No.2, June 7, 2021

DOI: 10.4236/jfrm.2021.102008 621 Downloads 2,859 Views Citations
A Comprehensive Price Prediction System Based on Inverse Multiquadrics Radial Basis Function for Portfolio Selection (Articles)

Mengmeng Zheng

Applied Mathematics Vol.12 No.12, December 22, 2021

DOI: 10.4236/am.2021.1212076 298 Downloads 1,123 Views Citations
Factors Influencing Loan Portfolio Quality of Microfinance Institutions in Haiti (Articles)

Rocheny Sifrain

Journal of Financial Risk Management Vol.11 No.1, March 4, 2022

DOI: 10.4236/jfrm.2022.111005 951 Downloads 15,614 Views Citations
Online Portfolio Selection Based on Adaptive Kalman Filter through Fuzzy Approach (Articles)

Taksaporn Sirirut, Dawud Thongtha

Journal of Mathematical Finance Vol.12 No.3, August 8, 2022

DOI: 10.4236/jmf.2022.123026 319 Downloads 1,677 Views Citations
Portfolio Management Problem with Stochastic Wage Income and Inflation-Adjusted Wealth (Articles)

Stanley Jere, George Mukupa, Edwin Moyo

Journal of Mathematical Finance Vol.13 No.2, May 23, 2023

DOI: 10.4236/jmf.2023.132010 252 Downloads 1,067 Views Citations
Analysis of Strategy for Extending Patent Protection of Rucaparib (Articles)

Zhifeng Wang

Journal of Biosciences and Medicines Vol.11 No.9, August 30, 2023

DOI: 10.4236/jbm.2023.119002 264 Downloads 1,039 Views Citations
Country-Level Indicators and Foreign Exchange Returns (Articles)

Hongwei Zhai

Modern Economy Vol.14 No.11, November 22, 2023

DOI: 10.4236/me.2023.1411079 186 Downloads 915 Views Citations
Can We Optimize Stock Price?—A Mathematical Driven Stock Price Optimization Model in Finance Based on Desirability Function (Articles)

Jayanta K. Pokharel, Chris P. Tsokos

Journal of Financial Risk Management Vol.13 No.3, July 24, 2024

DOI: 10.4236/jfrm.2024.133021 223 Downloads 965 Views Citations
Semantic Diversification in Equity Portfolios (Articles)

Crina Pungulescu

Theoretical Economics Letters Vol.15 No.1, February 10, 2025

DOI: 10.4236/tel.2025.151011 80 Downloads 436 Views Citations
Portfolios, Stock Market Indices and Investment Strategies (Articles)

Yihan Wu

Open Journal of Business and Management Vol.13 No.3, May 22, 2025

DOI: 10.4236/ojbm.2025.133109 134 Downloads 913 Views Citations
Machine Learning for Financial Risk Management: Modeling Time-Varying Factor Sensitivities Using Factor Variational Autoencoders (Articles)

Simrat Rajpal, Simar Singh

Journal of Financial Risk Management Vol.14 No.3, September 15, 2025

DOI: 10.4236/jfrm.2025.143016 106 Downloads 904 Views Citations
Adaptive Investment Strategies for Transitioning from Fossil-Fuels to Cleaner Energies: An Application of Conjugate Utilities (Articles)

Gaoganwe Sophie Moagi, Obonye Doctor, Edward Lungu

Journal of Mathematical Finance Vol.16 No.2, April 2, 2026

DOI: 10.4236/jmf.2026.162004 42 Downloads 212 Views Citations
The Role of Engineers in Implementing Water-Efficient Technologies in Sustainable Building Projects (Articles)

Nawar Berro

Open Journal of Civil Engineering Vol.15 No.3, September 17, 2025

DOI: 10.4236/ojce.2025.153029 253 Downloads 2,188 Views Citations
A Simple and Highly Efficient Enantioselective Synthesis of (S)-Rivastigmine (Articles)

Veera R. Arava, Laxminarasimhulu Gorentla, Pramod K. Dubey

International Journal of Organic Chemistry Vol.1 No.2, June 30, 2011

DOI: 10.4236/ijoc.2011.12005 8,356 Downloads 17,449 Views Citations
Scheduling Jobs with a Common Due Date via Cooperative Game Theory (Articles)

Irinel Dragan

American Journal of Operations Research Vol.3 No.5, September 18, 2013

DOI: 10.4236/ajor.2013.35042 3,118 Downloads 5,859 Views Citations
Impact Analysis of Genetically Modified (Bt) Cotton Genotypes on Economically Important Natural Enemies under Field Conditions (Articles)

Dalip Kumar, Surender Singh Yadav, Vivek Kumar Saini, Krishan Kumar Dahiya

Advances in Entomology Vol.4 No.2, February 4, 2016

DOI: 10.4236/ae.2016.42008 4,835 Downloads 6,897 Views Citations
A Solution for Scalable Routing in Depth Divisions-Based DUSNs via Adding a Scalable Parameter to Control Depth Clusters: Creating an Energy Efficient and Low Delay NI-Independent Communication Protocol (Articles)

Mohammad Reza Khosravi, Reza Salari, Habib Rostami

Journal of Computer and Communications Vol.4 No.7, May 25, 2016

DOI: 10.4236/jcc.2016.47008 2,577 Downloads 4,115 Views Citations

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