Portfolio Model - Articles - Scientific Research Publishing

Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows (Articles)

Charles I. Nkeki

Journal of Mathematical Finance Vol.3 No.1, February 28, 2013

DOI: 10.4236/jmf.2013.31012 5,896 Downloads 9,889 Views Citations
Ex Post Efficient Set Mathematics (Articles)

Christopher Adcock

Journal of Mathematical Finance Vol.3 No.1A, March 29, 2013

DOI: 10.4236/jmf.2013.31A019 5,775 Downloads 9,213 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
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 4,456 Downloads 5,930 Views Citations
Evolution of a Prevention Program in Mental Health in a Municipal Therapeutic Service (Articles)

Milagros de la Rosa Hormiga, Juan Manuel Herrera Hernández, Candelaria de la Merced Díaz-González, Inmaculada Rodríguez Matos, María Sandra Marrero Morales

Psychology Vol.5 No.8, June 23, 2014

DOI: 10.4236/psych.2014.58108 4,087 Downloads 5,483 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 5,385 Downloads 7,742 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 4,570 Downloads 6,682 Views Citations
Evaluating Investments Using Higher Moments (Articles)

Demissew Diro Ejara

Modern Economy Vol.7 No.3, March 24, 2016

DOI: 10.4236/me.2016.73035 2,263 Downloads 3,832 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 5,683 Downloads 11,882 Views Citations
Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model (Articles)

Chunxiang A, Yi Shao

Journal of Mathematical Finance Vol.7 No.3, July 31, 2017

DOI: 10.4236/jmf.2017.73037 1,489 Downloads 3,215 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
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 1,784 Downloads 7,214 Views Citations
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach (Articles)

Marina Di Giacinto

Journal of Mathematical Finance Vol.8 No.2, April 4, 2018

DOI: 10.4236/jmf.2018.82019 1,408 Downloads 4,403 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
The Influence of Margin Trading and Short Selling on the Price Efficiency of China’s Stock Market—Based on Portfolio Perspective (Articles)

Linjie Huang

American Journal of Industrial and Business Management Vol.9 No.1, January 10, 2019

DOI: 10.4236/ajibm.2019.91004 1,308 Downloads 2,823 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 900 Downloads 2,149 Views Citations
Portfolio Selection in Mean-Minimum Return Level-Expected Bounded First Passage Time Framework (Articles)

Tsotne Kutalia

Journal of Mathematical Finance Vol.9 No.3, June 20, 2019

DOI: 10.4236/jmf.2019.93012 835 Downloads 2,079 Views Citations
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting (Articles)

Baojun Bian, Xinfu Chen, Xudong Zeng

Journal of Mathematical Finance Vol.9 No.3, August 20, 2019

DOI: 10.4236/jmf.2019.93020 1,075 Downloads 2,826 Views Citations
This article belongs to the Special Issue on Financial Econometrics
A General Framework of Optimal Investment (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3, August 27, 2019

DOI: 10.4236/jmf.2019.93028 1,299 Downloads 3,345 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 782 Downloads 1,856 Views Citations
Portfolio Research Based on Mean-Realized Variance-CVaR and Random Matrix Theory under High-Frequency Data (Articles)

Yajie Yang, Yipin Zhu, Xia Zhao

Journal of Financial Risk Management Vol.9 No.4, December 11, 2020

DOI: 10.4236/jfrm.2020.94026 916 Downloads 2,382 Views Citations
Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk (Articles)

Obonye Doctor

Journal of Mathematical Finance Vol.11 No.2, March 2, 2021

DOI: 10.4236/jmf.2021.112008 832 Downloads 1,837 Views Citations
Analysis of Risk Measures in Portfolio Optimization for the Uganda Securities Exchange (Articles)

Criscent Birungi, Lucy Muthoni

Journal of Financial Risk Management Vol.10 No.2, June 7, 2021

DOI: 10.4236/jfrm.2021.102008 652 Downloads 2,936 Views Citations

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