Variance Model - Articles - Scientific Research Publishing

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 5,842 Downloads 10,688 Views Citations
Indirect Inference—A Methodological Essay on Its Role and Applications (Articles)

Patrick Minford, Yongdeng Xu

Theoretical Economics Letters Vol.14 No.2，April 18, 2024

DOI: 10.4236/tel.2024.142028 81 Downloads 327 Views Citations
Distance Measurement Model Based on RSSI in WSN (Articles)

Jiuqiang Xu, Wei Liu, Fenggao Lang, Yuanyuan Zhang, Chenglong Wang

Wireless Sensor Network Vol.2 No.8，August 3, 2010

DOI: 10.4236/wsn.2010.28072 20,169 Downloads 47,045 Views Citations
An Efficient and Concise Algorithm for Convex Quadratic Programming and Its Application to Markowitz’s Portfolio Selection Model (Articles)

Zhongzhen Zhang, Huayu Zhang

Technology and Investment Vol.2 No.4，November 4, 2011

DOI: 10.4236/ti.2011.24024 9,247 Downloads 13,437 Views Citations
On Asymptotic Behaviors of Exponential Hedging in the Basis-Risk Model (Articles)

Kazuhiro Takino

Journal of Mathematical Finance Vol.5 No.2，May 27, 2015

DOI: 10.4236/jmf.2015.52020 3,492 Downloads 4,464 Views Citations
Small Sample Behaviors of the Delete-d Cross Validation Statistic (Articles)

Jude H. Kastens

Open Journal of Statistics Vol.5 No.5，August 5, 2015

DOI: 10.4236/ojs.2015.55040 2,922 Downloads 4,015 Views Citations
Application of Iterative Approaches in Modeling the Efficiency of ARIMA-GARCH Processes in the Presence of Outliers (Articles)

Emmanuel Alphonsus Akpan, K. E. Lasisi, Ali Adamu, Haruna Bakari Rann

Applied Mathematics Vol.10 No.3，March 29, 2019

DOI: 10.4236/am.2019.103012 827 Downloads 1,792 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 1,231 Downloads 2,961 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 752 Downloads 2,012 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 385 Downloads 1,216 Views Citations
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 129 Downloads 568 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 181 Downloads 872 Views Citations
Malliavin Differentiability of CEV-Type Heston Model (Articles)

Shota Tsumurai

Journal of Mathematical Finance Vol.10 No.1，February 26, 2020

DOI: 10.4236/jmf.2020.101012 653 Downloads 1,405 Views Citations
On Modeling and Accuracy Analysis of the Available Bandwidth Measurement Based-on Packet-pair Sampling (Articles)

Jun LIU, Dafang ZHANG, Junhang JIN

Int'l J. of Communications, Network and System Sciences Vol.1 No.2，July 10, 2008

DOI: 10.4236/ijcns.2008.12021 4,349 Downloads 8,579 Views Citations
Robust Parametric Modeling of Speech in Additive White Gaussian Noise (Articles)

Abdelaziz Trabelsi, Otmane Ait Mohamed, Yves Audet

Journal of Signal and Information Processing Vol.6 No.2，April 2, 2015

DOI: 10.4236/jsip.2015.62010 5,163 Downloads 6,134 Views Citations
Valuation of Asian American Option Using a Modified Path Simulation Method (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

World Journal of Engineering and Technology Vol.3 No.3C，October 23, 2015

DOI: 10.4236/wjet.2015.33C044 3,577 Downloads 4,516 Views Citations
Study on the Dynamic Relationship between Housing Price and Land Price in Shenzhen Based on VAR Model (Articles)

Zuqiu Wen

Journal of Service Science and Management Vol.10 No.1，February 24, 2017

DOI: 10.4236/jssm.2017.101003 1,511 Downloads 2,733 Views Citations
The INR/USD Exchange Rate Determination: An Empirical Investigation of the Flexible Price Monetary Model in a Vector Auto Regression Framework (Articles)

Bhargavi Karamcheti, Vaishali Padake, T. Geetha

Theoretical Economics Letters Vol.8 No.5，April 19, 2018

DOI: 10.4236/tel.2018.85074 1,174 Downloads 3,417 Views Citations
Estimating the Variance of the Proportion of Contaminated Soil by Petroleum Spills Using Two-Dimensional Systematic Sampling under Different Approaches (Articles)

Diego Jarquin

Open Journal of Statistics Vol.8 No.4，August 23, 2018

DOI: 10.4236/ojs.2018.84046 946 Downloads 1,814 Views Citations
Function-on-Partially Linear Functional Additive Models (Articles)

Jinyou Huang, Shuang Chen

Journal of Applied Mathematics and Physics Vol.8 No.1，December 26, 2019

DOI: 10.4236/jamp.2020.81001 572 Downloads 1,237 Views Citations

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