Portfolio Weights - Articles - Scientific Research Publishing

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 2,524 Downloads 6,273 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 1,193 Downloads 3,696 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Portfolio Management of 8 Australian Companies’ Stocks (Articles)

Ke Lyu

Open Journal of Social Sciences Vol.9 No.1, January 28, 2021

DOI: 10.4236/jss.2021.91032 764 Downloads 2,247 Views Citations
Interaction between Portfolios under G2++ Model (Articles)

Leith Uwaydah, Hanan Jaffal

Journal of Mathematical Finance Vol.16 No.3, July 10, 2026

DOI: 10.4236/jmf.2026.163008 13 Downloads 84 Views Citations
Optimal Portfolio Control with Unknown Horizon (Articles)

Moawia Alghalith

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

DOI: 10.4236/jmf.2012.21005 4,168 Downloads 8,409 Views Citations
New Techniques in Project Management (Articles)

Cameron Fisher

American Journal of Industrial and Business Management Vol.4 No.12, December 9, 2014

DOI: 10.4236/ajibm.2014.412080 9,189 Downloads 15,139 Views Citations
Conditional CAPM Using Expected Returns of Brazilian Sustainability Companies (Articles)

Elmo Tambosi Filho

Theoretical Economics Letters Vol.8 No.3, February 12, 2018

DOI: 10.4236/tel.2018.83026 27,604 Downloads 30,183 Views Citations
This article belongs to the Special Issue on Corporate Finance
Exploring the Cointegration Relation among Top Eight Asian Stock Markets (Articles)

Muhammad Rizwanullah, Lizhi Liang, Xiuyuan Yu, Jinan Zhou, Muhammad Nasrullah, Muhammad Uzair Ali

Open Journal of Business and Management Vol.8 No.3, April 21, 2020

DOI: 10.4236/ojbm.2020.83068 1,200 Downloads 2,605 Views Citations
Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice (Articles)

C. Kenneth Jones

American Journal of Industrial and Business Management Vol.7 No.7, July 6, 2017

DOI: 10.4236/ajibm.2017.77059 2,541 Downloads 7,513 Views Citations
This article belongs to the Special Issue on Modern Portfolio Theory and Application
Active vs. Passive Funds—An Empirical Analysis of the German Equity Market (Articles)

Ernst J. Fahling, Elmar Steurer, Sven Sauer

Journal of Financial Risk Management Vol.8 No.2, June 13, 2019

DOI: 10.4236/jfrm.2019.82006 6,019 Downloads 12,045 Views Citations
A Mathematical Approach to a Stocks Portfolio Selection: The Case of Uganda Securities Exchange (USE) (Articles)

Fredrick Mayanja, Sure Mataramvura, Wilson Mahera Charles

Journal of Mathematical Finance Vol.3 No.4, November 27, 2013

DOI: 10.4236/jmf.2013.34051 5,018 Downloads 8,952 Views Citations
Finding the Efficient Frontier for a Mixed Integer Portfolio Choice Problem Using a Multiobjective Algorithm (Articles)

K. P. ANAGNOSTOPOULOS, G. MAMANIS

iBusiness Vol.1 No.2, December 18, 2009

DOI: 10.4236/ib.2009.12013 6,798 Downloads 11,199 Views Citations
A New Method of Estimating the Asset Rate of Return (Articles)

Moawia Alghalith, Tracy Polius

Theoretical Economics Letters Vol.1 No.1, June 1, 2011

DOI: 10.4236/tel.2011.11001 4,729 Downloads 10,793 Views Citations
Portfolio Optimization without the Self-Financing Assumption (Articles)

Moawia Alghalith

Advances in Pure Mathematics Vol.1 No.3, June 3, 2011

DOI: 10.4236/apm.2011.13018 4,774 Downloads 10,967 Views Citations
A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis (Articles)

Theodoros Mavralexakis, Konstantinos Kiriakopoulos, George Kaimakamis, Alexandros Koulis

Journal of Mathematical Finance Vol.1 No.2, August 25, 2011

DOI: 10.4236/jmf.2011.12005 5,835 Downloads 13,459 Views Citations
The Mean-Variance Model Revisited with a Cash Account (Articles)

Chonghui Jiang, Yongkai Ma, Yunbi An

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

DOI: 10.4236/jmf.2012.21006 6,085 Downloads 11,335 Views Citations
Optimization of Dynamic Portfolio Insurance Model (Articles)

Yuan Yao

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22019 9,480 Downloads 15,655 Views Citations
The Policy Role in the Stock Markets (Articles)

Moawia Alghalith, Esha Ramlogan, Martin Franklin

Theoretical Economics Letters Vol.2 No.2, May 24, 2012

DOI: 10.4236/tel.2012.22042 4,932 Downloads 9,275 Views Citations
Asset Pricing with Relative Performance and Heterogeneous Agents (Articles)

Ting Levy, Xiangbo Liu, Zijun Liu, Zhigang Qiu

Theoretical Economics Letters Vol.2 No.5, December 28, 2012

DOI: 10.4236/tel.2012.25096 4,439 Downloads 7,126 Views Citations
Portfolio Selection by Maximizing Omega Function using Differential Evolution (Articles)

PEKÁR Juraj, BREZINA Ivan, ČIČKOVÁ Zuzana, REIFF Marian

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

DOI: 10.4236/ti.2013.41B012 6,064 Downloads 8,339 Views Citations

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