Stochastic Process; Investment; Portfolio - Articles

Generalized Stochastic Processes: The Portfolio Model (Articles)

Moawia Alghalith

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22022 4,143 Downloads 8,111 Views Citations
An Alternative Method of Stochastic Optimization: The Portfolio Model (Articles)

Moawia Alghalith

Applied Mathematics Vol.2 No.7，July 15, 2011

DOI: 10.4236/am.2011.27123 4,655 Downloads 8,923 Views Citations
Optimal Portfolio Control with Unknown Horizon (Articles)

Moawia Alghalith

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21005 4,017 Downloads 7,958 Views Citations
A New Method of Estimating the Asset Rate of Return (Articles)

Moawia Alghalith, Tracy Polius

Theoretical Economics Letters Vol.1 No.1，June 1, 2011

DOI: 10.4236/tel.2011.11001 4,454 Downloads 10,237 Views Citations
Portfolio Optimization without the Self-Financing Assumption (Articles)

Moawia Alghalith

Advances in Pure Mathematics Vol.1 No.3，June 3, 2011

DOI: 10.4236/apm.2011.13018 4,529 Downloads 10,421 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 879 Downloads 2,165 Views Citations
This article belongs to the Special Issue on Financial Econometrics
General Closed-Form Solutions to the Dynamic Optimization Problem in Incomplete Markets (Articles)

Moawia Alghalith

Applied Mathematics Vol.2 No.4，March 31, 2011

DOI: 10.4236/am.2011.24054 4,395 Downloads 8,475 Views Citations
Almost Stochastic Dominance and Efficient Investment Sets (Articles)

Moshe Levy

American Journal of Operations Research Vol.2 No.3，September 19, 2012

DOI: 10.4236/ajor.2012.23038 6,568 Downloads 10,429 Views Citations
Optimization of Dynamic Portfolio Insurance Model (Articles)

Yuan Yao

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22019 9,284 Downloads 14,999 Views Citations
Ethical Investment and Portfolio Theory: Using Factor Analysis to Select a Portfolio (Articles)

John Simister, Richard Whittle

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

DOI: 10.4236/jmf.2013.31A014 5,319 Downloads 10,642 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
Investment Market Environment and Decision Making for Equity Portfolio Selection (Articles)

Paluku Kazimoto

American Journal of Industrial and Business Management Vol.6 No.4，April 26, 2016

DOI: 10.4236/ajibm.2016.64046 2,599 Downloads 3,840 Views Citations
Application of Interval Valued Fuzzy Linear Programming for Stock Portfolio Optimization (Articles)

Deyu Yin

Applied Mathematics Vol.9 No.2，February 22, 2018

DOI: 10.4236/am.2018.92007 1,100 Downloads 2,595 Views Citations
Research on Optimal Investment Portfolio of Enterprise Annuity under Investment Constraints (Articles)

Xiaozheng Cao

American Journal of Industrial and Business Management Vol.8 No.12，December 24, 2018

DOI: 10.4236/ajibm.2018.812160 841 Downloads 2,100 Views Citations
An Improved Portfolio Optimization Model for Oil and Gas Investment Selection Considering Investment Period (Articles)

Siying Huang

Open Journal of Social Sciences Vol.7 No.1，January 16, 2019

DOI: 10.4236/jss.2019.71011 821 Downloads 2,093 Views Citations
Turnover Based Illiquidity Measurement as Investment Strategy on Zagreb Stock Exchange (Articles)

Jelena Vidović

American Journal of Operations Research Vol.10 No.1，December 6, 2019

DOI: 10.4236/ajor.2020.101001 784 Downloads 1,584 Views Citations
Brief Review on Asset Selection and Portfolio Construction: Diversification, Risk and Return (Articles)

Jean Cedric Napon

American Journal of Industrial and Business Management Vol.13 No.11，November 30, 2023

DOI: 10.4236/ajibm.2023.1311074 179 Downloads 768 Views Citations
Bibliometric Analysis of Investment Portfolio Research Based on Web of Science (Articles)

Yutong Xue

Journal of Financial Risk Management Vol.13 No.1，March 27, 2024

DOI: 10.4236/jfrm.2024.131009 126 Downloads 490 Views Citations
Stochastic Modelling on Dynamics of Portfolio Diversifications among the Fixed and Operational Investments through Internal Bivariate Linear Birth, Death and Migration Processes (Articles)

Tirupathi Rao Padi, Chiranjeevi Gudala

Applied Mathematics Vol.8 No.8，August 31, 2017

DOI: 10.4236/am.2017.88091 889 Downloads 1,713 Views Citations
Active vs. Passive Funds—An Empirical Analysis of the German Equity Market (Articles)

Ernst J. Fahling, Elmar Steurer, Sven Sauer

Journal of Financial Risk Management Vol.8 No.2，June 13, 2019

DOI: 10.4236/jfrm.2019.82006 5,351 Downloads 10,182 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 1,237 Downloads 3,748 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance

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