Optimal Portfolio Weight - Articles - Scientific Research Publishing

The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance (Articles)

Juan He, Jian Wang, Xianglin Jiang

Journal of Mathematical Finance Vol.6 No.1, February 26, 2016

DOI: 10.4236/jmf.2016.61014 4,524 Downloads 6,558 Views Citations
Evaluating Investments Using Higher Moments (Articles)

Demissew Diro Ejara

Modern Economy Vol.7 No.3, March 24, 2016

DOI: 10.4236/me.2016.73035 2,235 Downloads 3,759 Views Citations
Portfolio Performance Measurement: Review of Literature and Avenues of Future Research (Articles)

Ahmed Marhfor

American Journal of Industrial and Business Management Vol.6 No.4, April 20, 2016

DOI: 10.4236/ajibm.2016.64039 5,654 Downloads 11,764 Views Citations
An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility (Articles)

Albert N. Sandjo, Fabrice Colin, Salissou Moutari

Journal of Mathematical Finance Vol.7 No.1, February 28, 2017

DOI: 10.4236/jmf.2017.71011 2,098 Downloads 4,502 Views Citations
The Arab League: Export Earnings and Economic Development (Articles)

Raul Gouvea, Gautam Vora

Modern Economy Vol.8 No.4, April 27, 2017

DOI: 10.4236/me.2017.84045 1,814 Downloads 5,872 Views Citations
Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model (Articles)

Chunxiang A, Yi Shao

Journal of Mathematical Finance Vol.7 No.3, July 31, 2017

DOI: 10.4236/jmf.2017.73037 1,456 Downloads 3,144 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82029 1,420 Downloads 3,481 Views Citations
The Influence of Margin Trading and Short Selling on the Price Efficiency of China’s Stock Market—Based on Portfolio Perspective (Articles)

Linjie Huang

American Journal of Industrial and Business Management Vol.9 No.1, January 10, 2019

DOI: 10.4236/ajibm.2019.91004 1,279 Downloads 2,740 Views Citations
Multi-Period Mean-Variance Portfolio Selection with State-Dependent Exit Probability and Bankruptcy State (Articles)

Yang Wang, Yonghong Wu, Xinguang Zhang

Journal of Mathematical Finance Vol.9 No.2, May 10, 2019

DOI: 10.4236/jmf.2019.92008 864 Downloads 2,079 Views Citations
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting (Articles)

Baojun Bian, Xinfu Chen, Xudong Zeng

Journal of Mathematical Finance Vol.9 No.3, August 20, 2019

DOI: 10.4236/jmf.2019.93020 1,025 Downloads 2,711 Views Citations
This article belongs to the Special Issue on Financial Econometrics
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 855 Downloads 2,326 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 2,842 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 15,582 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

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