Mean-Variance Portfolio Selection Model - Articles

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 896 Downloads 2,141 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 781 Downloads 1,845 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 306 Downloads 1,152 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 335 Downloads 1,724 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 121 Downloads 668 Views Citations
The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock (Articles)

Paulina Nangolo, Elias Rabson Offen, Othusitse Basmanebothe

Journal of Mathematical Finance Vol.13 No.2, May 25, 2023

DOI: 10.4236/jmf.2023.132012 313 Downloads 2,049 Views Citations
Effects of Bayesian Model Selection on Frequentist Performances: An Alternative Approach (Articles)

Georges Nguefack-Tsague, Walter Zucchini

Applied Mathematics Vol.7 No.10, June 22, 2016

DOI: 10.4236/am.2016.710098 2,116 Downloads 3,887 Views Citations
Multi-Knapsack Model of Collaborative Portfolio Configurations in Multi-Strategy Oriented (Articles)

Shujuan Luo, Sijun Bai, Suike Li

American Journal of Operations Research Vol.5 No.5, September 9, 2015

DOI: 10.4236/ajor.2015.55033 2,498 Downloads 3,527 Views Citations
Value Premium and Portfolio Return Regime: Evidence from European Equities (Articles)

Chikashi Tsuji

Modern Economy Vol.9 No.3, March 20, 2018

DOI: 10.4236/me.2018.93028 993 Downloads 2,172 Views Citations
Portfolio Optimization in Jump Model under Inefficiencies in the Market (Articles)

Dereje Bekele, Ananda Kube, Dennis C. Ikpe

Journal of Mathematical Finance Vol.8 No.3, August 9, 2018

DOI: 10.4236/jmf.2018.83036 1,102 Downloads 2,544 Views Citations
Investment Decision Based on Entropy Theory (Articles)

Dechao Yin

Modern Economy Vol.10 No.4, April 19, 2019

DOI: 10.4236/me.2019.104083 1,394 Downloads 3,695 Views Citations
When Strategies Work Too Well: Volatility-Based Investing, Overfitting and the Limits of Empirical Finance (Articles)

Francisco Bogado Valls, Elmar Steurer

Journal of Financial Risk Management Vol.15 No.3, July 13, 2026

DOI: 10.4236/jfrm.2026.153012 14 Downloads 95 Views Citations
Frequentist Model Averaging and Applications to Bernoulli Trials (Articles)

Georges Nguefack-Tsague, Walter Zucchini, Siméon Fotso

Open Journal of Statistics Vol.6 No.3, June 28, 2016

DOI: 10.4236/ojs.2016.63046 2,586 Downloads 4,705 Views Citations
A Universal Selection Method in Linear Regression Models (Articles)

Eckhard Liebscher

Open Journal of Statistics Vol.2 No.2, April 23, 2012

DOI: 10.4236/ojs.2012.22017 5,766 Downloads 11,259 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 5,049 Downloads 9,922 Views Citations
Regularization by Intrinsic Plasticity and Its Synergies with Recurrence for Random Projection Methods (Articles)

Klaus Neumann, Christian Emmerich, Jochen J. Steil

Journal of Intelligent Learning Systems and Applications Vol.4 No.3, August 30, 2012

DOI: 10.4236/jilsa.2012.43024 4,463 Downloads 7,676 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 1,880 Downloads 6,011 Views Citations
A Theory of Ratio Selection—Lattice Model for Obligate Mutualism (Articles)

Kei-Ichi Tainaka, Tsuyoshi Hashimoto

Open Journal of Ecology Vol.6 No.6, May 13, 2016

DOI: 10.4236/oje.2016.66030 2,628 Downloads 4,143 Views Citations
MultiDMet: Designing a Hybrid Multidimensional Metrics Framework to Predictive Modeling for Performance Evaluation and Feature Selection (Articles)

Tesfay Gidey Hailu, Taye Abdulkadir Edris

Intelligent Information Management Vol.15 No.6, November 24, 2023

DOI: 10.4236/iim.2023.156019 286 Downloads 1,158 Views Citations
Optimal Variational Portfolios with Inflation Protection Strategy and Efficient Frontier of Expected Value of Wealth for a Defined Contributory Pension Scheme (Articles)

Joshua O. Okoro, Charles I. Nkeki

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

DOI: 10.4236/jmf.2013.34050 3,740 Downloads 6,300 Views Citations

First <...234 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies