Portfolio Risk - Articles - Scientific Research Publishing

Performance of Risk Measures in Portfolio Construction on Central and South-East European Emerging Markets (Articles)

Jelena Vidovic

American Journal of Operations Research Vol.1 No.4, December 5, 2011

DOI: 10.4236/ajor.2011.14027 4,370 Downloads 8,421 Views Citations
On the Insignificant Cross-Sectional Risk-Return Relationship (Articles)

Gerald H. L. Cheang, Joseph C. S. Kang, Michael Z. F. Li

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21004 4,991 Downloads 9,081 Views Citations
A New Class of Time-Consistent Dynamic Risk Measures and its Application (Articles)

Rui Gao, Zhiping Chen

Technology and Investment Vol.4 No.1B, January 17, 2013

DOI: 10.4236/ti.2013.41B008 5,246 Downloads 7,315 Views Citations
Analytical Framework for Market-oriented DSR Flexibility Integration and Management (Articles)

Shi You, Junjie Hu, Kai Heussen, Chunyu Zhang

Energy and Power Engineering Vol.5 No.4B, November 20, 2013

DOI: 10.4236/epe.2013.54B259 4,367 Downloads 5,820 Views Citations
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 4,548 Downloads 6,610 Views Citations
Mathematical Model of Financial Investment Risk (Articles)

Deyu Yin

Journal of Mathematical Finance Vol.8 No.1, February 14, 2018

DOI: 10.4236/jmf.2018.81011 1,765 Downloads 7,151 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 255 Downloads 1,074 Views Citations
Evaluating Hierarchical Equal Risk Contribution Portfolios in the Chinese Stock Market (Articles)

Weige Huang, Xiang Gao

Journal of Mathematical Finance Vol.12 No.1, February 21, 2022

DOI: 10.4236/jmf.2022.121011 334 Downloads 2,024 Views Citations
Optimization of Critical Systems for Robustness in a Multistate World (Articles)

Edouard Kujawski

American Journal of Operations Research Vol.3 No.1A, January 30, 2013

DOI: 10.4236/ajor.2013.31A012 4,067 Downloads 7,466 Views Citations
This article belongs to the Special Issue on Complex System
Forecasting Portfolio Market Risk Using Multivariate GARCH-Vine Copula Approach (Articles)

Valentine Wanjiku Mwai, Cyprian Ondieki Omari, Simon Maina Mundia

Journal of Mathematical Finance Vol.15 No.4, November 7, 2025

DOI: 10.4236/jmf.2025.154031 123 Downloads 1,602 Views Citations
Supplier Portfolio Management: Strategies for Design and Growth (Articles)

Cameron Fisher

American Journal of Industrial and Business Management Vol.13 No.12, December 26, 2023

DOI: 10.4236/ajibm.2023.1312078 283 Downloads 1,813 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 4,896 Downloads 9,450 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 4,340 Downloads 8,612 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 4,591 Downloads 6,739 Views Citations
Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios (Articles)

Ruanmin Cao, Zhenya Liu, Shixuan Wang, Weifeng Zhou

Theoretical Economics Letters Vol.7 No.5, August 15, 2017

DOI: 10.4236/tel.2017.75098 1,629 Downloads 3,898 Views Citations
Application of Bitcoin in Investment Strategy (Articles)

Honglin Li

Modern Economy Vol.16 No.2, February 27, 2025

DOI: 10.4236/me.2025.162014 150 Downloads 1,330 Views Citations
Research on the Project Portfolio Technology Based on Functional Objective (Articles)

Jingchun Feng, Xin Zhang, Zhanjun Liu, Haiyang Li

iBusiness Vol.3 No.2, June 28, 2011

DOI: 10.4236/ib.2011.32019 5,463 Downloads 9,017 Views Citations
Smart Beta Portfolio Optimization (Articles)

Saud AlMahdi

Journal of Mathematical Finance Vol.5 No.2, May 26, 2015

DOI: 10.4236/jmf.2015.52019 5,697 Downloads 9,203 Views Citations
Portfolio Optimization under Cardinality Constraints: A Comparative Study (Articles)

Henri Claver Jimbo, Isidore Seraphin Ngongo, Nicolas Gabriel Andjiga, Takeru Suzuki, Charles Awona Onana

Open Journal of Statistics Vol.7 No.4, August 31, 2017

DOI: 10.4236/ojs.2017.74051 2,502 Downloads 6,213 Views Citations
Portfolio Mathematics with General Linear and Quadratic Constraints (Articles)

David L. Stowe

Journal of Mathematical Finance Vol.9 No.4, October 30, 2019

DOI: 10.4236/jmf.2019.94034 1,164 Downloads 3,619 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management

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