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From Normal vs Skew-Normal Portfolios: FSD and SSD Rules
(Articles)
Francesco Blasi
,
Sergio Scarlatti
Journal of Mathematical Finance
Vol.2 No.1
, February 28, 2012
DOI:
10.4236/jmf.2012.21011
6,499
Downloads
11,374
Views
Citations
Dominance-Based Rough Set Approach in Selection of Portfolio of Sustainable Development Projects
(Articles)
Kazimierz Zaras
,
Jean-Charles Marin
,
Bryan Boudreau-Trude
American Journal of Operations Research
Vol.2 No.4
, November 30, 2012
DOI:
10.4236/ajor.2012.24059
4,946
Downloads
8,236
Views
Citations
A Comparative Study of Mean-Variance and Mean Gini Portfolio Selection Using VaR and CVaR
(Articles)
Jamal Agouram
,
Ghizlane Lakhnati
Journal of Financial Risk Management
Vol.4 No.2
, May 25, 2015
DOI:
10.4236/jfrm.2015.42007
5,338
Downloads
7,644
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
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
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
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
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
558
Views
Citations
Uncertainty Theory Based Novel Multi-Objective Optimization Technique Using Embedding Theorem with Application to R & D Project Portfolio Selection
(Articles)
Rupak Bhattacharyya
,
Amitava Chatterjee
,
Samarjit Kar
Applied Mathematics
Vol.1 No.3
, September 29, 2010
DOI:
10.4236/am.2010.13023
5,007
Downloads
9,842
Views
Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model
(Articles)
Hui Zhao
,
Ximin Rong
,
Weiqin Ma
,
Bo Gao
Modern Economy
Vol.3 No.6
, October 31, 2012
DOI:
10.4236/me.2012.36092
4,600
Downloads
8,020
Views
Citations
Sentiment Analysis on the Social Networks Using Stream Algorithms
(Articles)
Nathan Aston
,
Timothy Munson
,
Jacob Liddle
,
Garrett Hartshaw
,
Dane Livingston
,
Wei Hu
Journal of Data Analysis and Information Processing
Vol.2 No.2
, May 30, 2014
DOI:
10.4236/jdaip.2014.22008
4,700
Downloads
8,222
Views
Citations
Urban Water Management: Best Practice Cases
(Articles)
C. R. Ramakrishnaiah
Current Urban Studies
Vol.2 No.2
, June 27, 2014
DOI:
10.4236/cus.2014.22009
3,895
Downloads
6,443
Views
Citations
Playing against Hedge
(Articles)
Miltiades E. Anagnostou
,
Maria A. Lambrou
International Journal of Communications, Network and System Sciences
Vol.7 No.12
, December 3, 2014
DOI:
10.4236/ijcns.2014.712050
2,697
Downloads
3,776
Views
Citations
Identifying Strategic Development Objectives for African Countries Using Dominance-Based Rough Set Approach: The Poverty String Theory
(Articles)
Jean-Charles Marin
,
Bryan Trudel
,
Kazimierz Zaras
Modern Economy
Vol.9 No.7
, July 26, 2018
DOI:
10.4236/me.2018.97082
783
Downloads
1,771
Views
Citations
Identifying Strategic Development Objectives for European Union’s Potential Candidate States Using Dominance-Based Rough Set Approach: Case Study of Bosnia and Herzegovina
(Articles)
Bryan Trudel
,
Jean-Charles Marin
,
Kazimierz Zaras
Modern Economy
Vol.9 No.8
, August 27, 2018
DOI:
10.4236/me.2018.98092
893
Downloads
1,950
Views
Citations
Defining Poverty Using Dominance-Based Rough Set Theory and Proposing Strategic Objectives for the United Nations Developing Countries
(Articles)
Jean-Charles Marin
,
Bryan Trudel
,
Kazimierz Zaras
Modern Economy
Vol.10 No.2
, February 26, 2019
DOI:
10.4236/me.2019.102038
716
Downloads
1,878
Views
Citations
An Alternative Method of Stochastic Optimization: The Portfolio Model
(Articles)
Moawia Alghalith
Applied Mathematics
Vol.2 No.7
, July 15, 2011
DOI:
10.4236/am.2011.27123
4,874
Downloads
9,416
Views
Citations
Generalized Stochastic Processes: The Portfolio Model
(Articles)
Moawia Alghalith
Journal of Mathematical Finance
Vol.2 No.2
, May 23, 2012
DOI:
10.4236/jmf.2012.22022
4,319
Downloads
8,577
Views
Citations
Theoretical Analysis of Financial Portfolio Model
(Articles)
Xingang Wang
iBusiness
Vol.5 No.3B
, November 8, 2013
DOI:
10.4236/ib.2013.53B015
4,580
Downloads
6,715
Views
Citations
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