Mean Reverting Portfolio - Articles - Scientific Research Publishing

Performance of Quantitative Investment Strategies in Different Market Cycles: A Comparative Analysis (Articles)

Jiaxu Li

Open Journal of Social Sciences Vol.12 No.12, December 27, 2024

DOI: 10.4236/jss.2024.1212033 161 Downloads 1,823 Views Citations
Optimal Kelly Portfolio under Risk Constraints (Articles)

Xiaoyu Xing, Ziyue Wang, Mingzhou Zhang

Engineering Vol.17 No.3, March 26, 2025

DOI: 10.4236/eng.2025.173014 123 Downloads 1,410 Views Citations
Clarifying the Assessment of Risk: VUCA (Volatility, Uncertainty, Complexity, and Ambiguity) (Articles)

Mark S. Rzepczynski

Journal of Financial Risk Management Vol.15 No.1, March 30, 2026

DOI: 10.4236/jfrm.2026.151005 94 Downloads 656 Views Citations
Analysing and Optimising Bank Real Estate Portfolio by Using Impulse Response Function, Mahalanobis Distance and Financial Turbulence (Articles)

Ognjen Vukovic

Open Journal of Business and Management Vol.3 No.3, July 28, 2015

DOI: 10.4236/ojbm.2015.33032 2,758 Downloads 4,102 Views Citations
Option Portfolio Management in a Risk-Neutral World (Articles)

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

Journal of Mathematical Finance Vol.8 No.4, November 28, 2018

DOI: 10.4236/jmf.2018.84044 1,359 Downloads 3,444 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Biclustering of time-lagged gene expression data using real number (Articles)

Feng Liu, Lingbing Wang

Journal of Biomedical Science and Engineering Vol.3 No.2, March 2, 2010

DOI: 10.4236/jbise.2010.32029 5,622 Downloads 9,435 Views Citations
On Riesz Mean Inequalities for Subelliptic Laplacian (Articles)

Gao Jia, Jianming Wang, Ya Xiong

Applied Mathematics Vol.2 No.6, June 21, 2011

DOI: 10.4236/am.2011.26091 5,227 Downloads 9,235 Views Citations
A Low Sample Size Estimator for K Distributed Noise (Articles)

Eduardo X. Alban, Mario E. Magaña, Harry Skinner

Journal of Signal and Information Processing Vol.3 No.3, August 31, 2012

DOI: 10.4236/jsip.2012.33039 4,797 Downloads 7,468 Views Citations
Wavelet Density Estimation of Censoring Data and Evaluate of Mean Integral Square Error with Convergence Ratio and Empirical Distribution of Given Estimator (Articles)

Mahmoud Afshari

Applied Mathematics Vol.5 No.13, July 22, 2014

DOI: 10.4236/am.2014.513200 4,135 Downloads 5,739 Views Citations
A Trading Execution Model Based on Mean Field Games and Optimal Control (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Applied Mathematics Vol.5 No.19, November 10, 2014

DOI: 10.4236/am.2014.519294 4,909 Downloads 6,944 Views Citations
Mean Platelet Volume and Prognosis of Unstable Angina (Articles)

Tarek M. Abdel-Rahman

World Journal of Cardiovascular Diseases Vol.5 No.2, February 15, 2015

DOI: 10.4236/wjcd.2015.52005 5,409 Downloads 6,698 Views Citations
On the Value Connotation of MOOC and Value Orientation of Development of Chinese MOOC (Articles)

Zhaoyang Xu

Open Journal of Social Sciences Vol.4 No.1, January 14, 2016

DOI: 10.4236/jss.2016.41002 2,839 Downloads 3,986 Views Citations
Analysis of Variance in an Unbalanced Two-Way Mixed Effect Interactive Model (Articles)

F. C. Eze, E. U. Nwankwo

Open Journal of Statistics Vol.6 No.2, April 26, 2016

DOI: 10.4236/ojs.2016.62027 3,258 Downloads 5,584 Views Citations
Reexamination of Criticality Accident in JCO (Articles)

Sachiko Oshima, Miri Hisada, Yusuke Saito, Takehisa Fujita

Journal of Modern Physics Vol.7 No.12, August 25, 2016

DOI: 10.4236/jmp.2016.712136 2,049 Downloads 3,169 Views Citations
The Effect of Nanometer Size Effect on the Optical Property of Metallic Wire Grid (Articles)

Yulun Wu, Shimeng Feng

Optics and Photonics Journal Vol.6 No.10, October 27, 2016

DOI: 10.4236/opj.2016.610027 1,450 Downloads 2,559 Views Citations
Portfolio Optimization under Threshold Accepting: Further Evidence from a Frontier Market (Articles)

Josephine M. Masese, Ferdinand Othieno, Carolyn Njenga

Journal of Mathematical Finance Vol.7 No.4, November 28, 2017

DOI: 10.4236/jmf.2017.74052 1,618 Downloads 3,550 Views Citations
Research on Dynamic Relationship between Exchange Rate and Stock Price—Based on GARCH-in-Mean Model (Articles)

Weihan Zhang, Peijuan Yang

Journal of Service Science and Management Vol.11 No.6, December 28, 2018

DOI: 10.4236/jssm.2018.116046 1,346 Downloads 3,690 Views Citations
Half-Life Volatility Measure of the Returns of Some Cryptocurrencies (Articles)

Abonongo John, Anuwoje Ida Logubayom, Raymond Nero

Journal of Financial Risk Management Vol.8 No.1, March 13, 2019

DOI: 10.4236/jfrm.2019.81002 1,766 Downloads 5,155 Views Citations
Wrong Use of Averages Implies Wrong Results from Many Heuristic Models (Articles)

Michael Grabinski, Galiya Klinkova

Applied Mathematics Vol.10 No.7, July 24, 2019

DOI: 10.4236/am.2019.107043 1,356 Downloads 3,606 Views Citations
Simple Models for Diffusion in Thin Plates or Membranes (Articles)

Jorge Corrêa de Araújo, Rosa García Márquez

Journal of Applied Mathematics and Physics Vol.7 No.7, July 24, 2019

DOI: 10.4236/jamp.2019.77105 617 Downloads 2,451 Views Citations

First <...789 ...>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