Option Portfolio - Articles - Scientific Research Publishing

A General Framework of Optimal Investment (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3, August 27, 2019

DOI: 10.4236/jmf.2019.93028 1,260 Downloads 3,252 Views Citations
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 739 Downloads 1,767 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 854 Downloads 2,325 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 1,794 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 618 Downloads 2,841 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 1,118 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 950 Downloads 15,580 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 318 Downloads 1,668 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 1,061 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 261 Downloads 1,031 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 185 Downloads 911 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 961 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 430 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 905 Views Citations
Applied Investment Research and the CRSP Stock Market Database: Celebrating 60 Years of Financial Research (Articles)

John B. Guerard Jr., Dimitrios Thomakos, Foteini Kyriazi, Bijan Beheshti

Journal of Mathematical Finance Vol.15 No.3, August 25, 2025

DOI: 10.4236/jmf.2025.153026 89 Downloads 557 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 883 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 40 Downloads 201 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2, March 30, 2015

DOI: 10.4236/jmf.2015.52009 4,080 Downloads 5,723 Views Citations
The Method of Real Options to Encourage the R & D Team (Articles)

Junfeng Gao, Lan Jiang

Journal of Service Science and Management Vol.3 No.2, June 29, 2010

DOI: 10.4236/jssm.2010.32029 7,139 Downloads 11,399 Views Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2, May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,173 Downloads 5,103 Views Citations

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