Utility Functions and Optimal Policy - Articles - Scientific Research Publishing

Optimal Portfolio Management When Stocks Are Driven by Mean Reverting Processes (Articles)

Lusungu Julius Mbigili, Sure Mataramvura, Wilson M. Charles

Journal of Mathematical Finance Vol.10 No.1，December 13, 2019

DOI: 10.4236/jmf.2020.101002 840 Downloads 1,986 Views Citations
A Theoretical Model of Competitive Equilibria in the New Car Market (Articles)

Rebecca Abraham, Mark W. Zikiye, Charles Harrington

Theoretical Economics Letters Vol.5 No.2，March 30, 2015

DOI: 10.4236/tel.2015.52024 3,664 Downloads 4,717 Views Citations
Measure of Investment Optimal Strategy (Articles)

J. T. Eghwerido, E. Ekuma-Okereke, E. Ekuma-Okereke, E. Efe-Eyefia, Edwin Iguodala, T. O. Obilade

Journal of Mathematical Finance Vol.6 No.2，May 12, 2016

DOI: 10.4236/jmf.2016.62023 2,737 Downloads 3,837 Views Citations
Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets (Articles)

Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke

Journal of Mathematical Finance Vol.4 No.2，February 19, 2014

DOI: 10.4236/jmf.2014.42010 8,082 Downloads 12,873 Views Citations
Optimal Investment-Reinsurance Strategies for Insurers with Mean-Reversion and Mispricing under Variance Premium Principle (Articles)

Yuzhen Wen

Applied Mathematics Vol.9 No.7，July 25, 2018

DOI: 10.4236/am.2018.97056 1,040 Downloads 2,156 Views Citations
Optimal Price Strategy under Price-Matching Policy (Articles)

Vivian Okere, Wen Chen

Journal of Applied Mathematics and Physics Vol.8 No.12，December 23, 2020

DOI: 10.4236/jamp.2020.812221 594 Downloads 1,787 Views Citations
Policyholder Homogeneity and Equity in the Regulation of Compulsory Health Insurance in Developing Countries (Articles)

Angbonon Eugene Kamalan, Thiedje Omer Kouakou, Kouakou Romaric Kouame

Journal of Mathematical Finance Vol.15 No.1，January 16, 2025

DOI: 10.4236/jmf.2025.151003 47 Downloads 145 Views Citations
Optimal Control of Assets Allocation on a Defined Contribution Pension Plan (Articles)

Oteng Keganneng, Othusitse Basimanebotlhe

Open Access Library Journal Vol.9 No.6，June 30, 2022

DOI: 10.4236/oalib.1107970 223 Downloads 1,142 Views Citations
Optimal Asset Allocation Strategy for Defined-Contribution Pension Plans with Different Power Utility Functions (Articles)

Qingping Ma

Open Access Library Journal Vol.1 No.4，July 21, 2014

DOI: 10.4236/oalib.1100754 1,729 Downloads 2,699 Views Citations
Optimal Portfolios of an Insurer and a Reinsurer under Proportional Reinsurance and Power Utility Preference (Articles)

Silas A. Ihedioha, Bright O. Osu

Open Access Library Journal Vol.2 No.12，December 29, 2015

DOI: 10.4236/oalib.1102033 1,060 Downloads 1,967 Views Citations
Extending the Textbook Dynamic AD-AS Framework with Flexible Inflation Expectations, Optimal Policy Response to Demand Changes, and the Zero-Bound on the Nominal Interest Rate (Articles)

Sami Alpanda, Adam Honig, Geoffrey Woglom

Modern Economy Vol.4 No.3，March 27, 2013

DOI: 10.4236/me.2013.43017 6,145 Downloads 9,604 Views Citations
Backfiring Effect of Uncertain Trade Policy (Articles)

Yasunori Fujita

Modern Economy Vol.7 No.5，May 18, 2016

DOI: 10.4236/me.2016.75067 2,361 Downloads 3,063 Views Citations
This article belongs to the Special Issue on International Economics and Trade
The Effects of Transaction Cost and Correlation of Brownian Motions on an Insurer’s Optimal Investment Strategy through Logarithmic Utility Optimization under Modified Constant Elasticity of Variance (M-CEV) Model (Articles)

Silas A. Ihedioha, Gbenga M. Ogungbenle, Philip T. Ajai

Open Access Library Journal Vol.7 No.7，July 13, 2020

DOI: 10.4236/oalib.1106488 196 Downloads 809 Views Citations
Variance Optimization for Continuous-Time Markov Decision Processes (Articles)

Yaqing Fu

Open Journal of Statistics Vol.9 No.2，April 2, 2019

DOI: 10.4236/ojs.2019.92014 1,065 Downloads 2,133 Views Citations
Regression Optimal Functional Control for a Kind of Unsymmetrical System (Articles)

Xixi Yue, Baili Su

Applied Mathematics Vol.11 No.5，May 13, 2020

DOI: 10.4236/am.2020.115026 412 Downloads 933 Views Citations
Solution of Combined Heat and Power Economic Dispatch Problem Using Direct Optimization Algorithm (Articles)

Dedacus N. Ohaegbuchi, Olaniyi S. Maliki, Chinedu P. A. Okwaraoka, Hillary Erondu Okwudiri

Energy and Power Engineering Vol.14 No.12，December 21, 2022

DOI: 10.4236/epe.2022.1412040 177 Downloads 935 Views Citations
Construction and Control of Genetic Regulatory Networks:A Multivariate Markov Chain Approach (Articles)

Shu-Qin Zhang, Ling-Yun Wu, Wai-Ki Ching, Yue Jiao, Raymond, H. Chan

Journal of Biomedical Science and Engineering Vol.1 No.1，June 6, 2008

DOI: 10.4236/jbise.2008.11003 5,930 Downloads 11,456 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 4,725 Downloads 9,320 Views Citations
On Steady Dividend Payment under Functional Mean Reversion Speed (Articles)

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye

Journal of Mathematical Finance Vol.6 No.3，August 2, 2016

DOI: 10.4236/jmf.2016.63030 1,779 Downloads 3,169 Views Citations
Optimal Water Pipe Replacement Policy (Articles)

Harrison O. Amuji, Chukwudi J. Ogbonna, Geoffrey U. Ugwuanyim, Hycinth C. Iwu, Okechukwu B. Nwanyibuife

Open Journal of Optimization Vol.7 No.2，June 8, 2018

DOI: 10.4236/ojop.2018.72002 1,038 Downloads 2,883 Views Citations

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