Semi-Parametric Specification of Conditional Variance - Articles

Optimal Asset Allocation for a Mean-Variance-CVaR Insurer under Regulatory Constraints (Articles)

Yu Shi, Xia Zhao, Xin Yan

American Journal of Industrial and Business Management Vol.9 No.7, July 24, 2019

DOI: 10.4236/ajibm.2019.97103 908 Downloads 2,425 Views Citations
Forecasting the Impact of Information Security Breaches on Stock Market Returns and VaR Backtest (Articles)

Ilaria Colivicchi, Riccardo Vignaroli

Journal of Mathematical Finance Vol.9 No.3, August 21, 2019

DOI: 10.4236/jmf.2019.93024 1,044 Downloads 3,150 Views Citations
An Optimal Design of Accelerated Degradation Tests Based on Degradation Performance (Articles)

Yunshun Wu

Open Journal of Statistics Vol.9 No.6, December 16, 2019

DOI: 10.4236/ojs.2019.96044 546 Downloads 1,552 Views Citations
Empirical Analysis of Relationship between Per Capita Health Expenditure and Economic Growth Based on Vector Autoregressive Model (VAR) in Mongolia (Articles)

Uranbileg Bayarbat, Yibing Li

Theoretical Economics Letters Vol.10 No.1, February 19, 2020

DOI: 10.4236/tel.2020.101010 872 Downloads 2,519 Views Citations
Analysis on the Development Trends and Differences of Scientific Research in Different Types of Universities (Articles)

Zijuan Ren

Open Journal of Social Sciences Vol.8 No.6, June 12, 2020

DOI: 10.4236/jss.2020.86015 471 Downloads 1,618 Views Citations
Antecedents of Soft-Skills in Higher Education Institutions of Saudi Arabia Study under COVID-19 Pandemic (Articles)

Arif Malik, Waqar Ahmad

Creative Education Vol.11 No.7, July 30, 2020

DOI: 10.4236/ce.2020.117086 841 Downloads 3,101 Views Citations
Influence Functions for Risk and Performance Estimators (Articles)

Shengyu Zhang, R. Douglas Martin, Anthony A. Christidis

Journal of Mathematical Finance Vol.11 No.1, February 4, 2021

DOI: 10.4236/jmf.2021.111002 939 Downloads 3,424 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Approximation of an Integral Markov Process Arising in the Approximation of Stochastic Differential Equation (Articles)

Mohammad Rahman

Advances in Pure Mathematics Vol.12 No.1, January 26, 2022

DOI: 10.4236/apm.2022.121003 380 Downloads 1,442 Views Citations
This article belongs to the Special Issue on Nonlinear Analysis and Differential Equations
Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility (Articles)

René Ferland, François Watier

Applied Mathematics Vol.13 No.7, July 19, 2022

DOI: 10.4236/am.2022.137038 196 Downloads 843 Views Citations
The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market (Articles)

Jiang Ye, Yiwei Wang, Muhammad Wajid Raza

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123030 335 Downloads 1,691 Views Citations
Inflation and Portfolio Management (Articles)

Di Ma

Open Journal of Social Sciences Vol.11 No.3, March 29, 2023

DOI: 10.4236/jss.2023.113022 252 Downloads 1,285 Views Citations
An Analysis of Air Travel Taxes, Fees and Charges for Passengers Traveling to and from Bangladesh in Asia (Articles)

Shohan Ahmed, Mahmud Hussain, Mahbub Jahan Khan, Syed Forkan Uddin, Munshi Asif Sazzad

Advances in Aerospace Science and Technology Vol.10 No.4, December 17, 2025

DOI: 10.4236/aast.2025.104011 78 Downloads 814 Views Citations
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 1,559 Views Citations
Conditional Value-at-Risk for Random Immediate Reward Variables in Markov Decision Processes (Articles)

Masayuki Kageyama, Takayuki Fujii, Koji Kanefuji, Hiroe Tsubaki

American Journal of Computational Mathematics Vol.1 No.3, September 19, 2011

DOI: 10.4236/ajcm.2011.13021 5,021 Downloads 9,895 Views Citations
Hyperbolic Transformation and Average Elasticity in the Framework of the Fixed Effects Logit Model (Articles)

Yoshitsugu Kitazawa

Theoretical Economics Letters Vol.2 No.2, May 23, 2012

DOI: 10.4236/tel.2012.22034 5,574 Downloads 10,916 Views Citations
Tail Quantile Estimation of Heteroskedastic Intraday Increases in Peak Electricity Demand (Articles)

Caston Sigauke, Andréhette Verster, Delson Chikobvu

Open Journal of Statistics Vol.2 No.4, October 31, 2012

DOI: 10.4236/ojs.2012.24054 3,213 Downloads 5,638 Views Citations
A Derivative-Free Optimization Algorithm Using Sparse Grid Integration (Articles)

Shengyuan Chen, Xiaogang Wang

American Journal of Computational Mathematics Vol.3 No.1, March 27, 2013

DOI: 10.4236/ajcm.2013.31003 4,889 Downloads 9,346 Views Citations
Vision-Based Hand Gesture Spotting and Recognition Using CRF and SVM (Articles)

Fayed F. M. Ghaleb, Ebrahim A. Youness, Mahmoud Elmezain, Fatma Sh. Dewdar

Journal of Software Engineering and Applications Vol.8 No.7, July 24, 2015

DOI: 10.4236/jsea.2015.87032 3,017 Downloads 4,640 Views Citations
Conditional Law of the Hitting Time for a Lévy Process in Incomplete Observation (Articles)

Waly Ngom

Journal of Mathematical Finance Vol.5 No.5, November 30, 2015

DOI: 10.4236/jmf.2015.55041 3,929 Downloads 5,276 Views Citations
This article belongs to the Special Issue on Density Estimation in Finance
A Comparison of Two Linear Discriminant Analysis Methods That Use Block Monotone Missing Training Data (Articles)

Phil D. Young, Dean M. Young, Songthip T. Ounpraseuth

Open Journal of Statistics Vol.6 No.1, February 26, 2016

DOI: 10.4236/ojs.2016.61015 3,178 Downloads 4,511 Views Citations

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