Portfolio Insurance; Optimization; Dynamic Replication; Investment Strategy - Articles

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 10,645 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 3,842 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 2,104 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 2,095 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 785 Downloads 1,586 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 181 Downloads 778 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 130 Downloads 497 Views Citations
On the Stochastic Dominance of Portfolio Insurance Strategies (Articles)

Hela Maalej, Jean-Luc Prigent

Journal of Mathematical Finance Vol.6 No.1，February 5, 2016

DOI: 10.4236/jmf.2016.61002 5,284 Downloads 6,822 Views Citations
This article belongs to the Special Issue on Stochastic Dominance
Mixed Band Control of Mutual Proportional Reinsurance (Articles)

Michael Taksar, John Liu, Jiguang Yuan

Journal of Mathematical Finance Vol.3 No.2，May 24, 2013

DOI: 10.4236/jmf.2013.32025 3,254 Downloads 5,669 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 5,358 Downloads 10,204 Views Citations
Dynamic Fiscal Competition with Public Infrastructure Investment: Austerity and Attracting Capital Inflow (Articles)

Yang Chen, Weihong Huang, Simon Rudkin

Theoretical Economics Letters Vol.8 No.11，August 22, 2018

DOI: 10.4236/tel.2018.811159 753 Downloads 1,607 Views Citations
Smart Beta Portfolio Optimization (Articles)

Saud AlMahdi

Journal of Mathematical Finance Vol.5 No.2，May 26, 2015

DOI: 10.4236/jmf.2015.52019 5,465 Downloads 8,387 Views Citations
Portfolio Mathematics with General Linear and Quadratic Constraints (Articles)

David L. Stowe

Journal of Mathematical Finance Vol.9 No.4，October 30, 2019

DOI: 10.4236/jmf.2019.94034 958 Downloads 2,896 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Finding the Efficient Frontier for a Mixed Integer Portfolio Choice Problem Using a Multiobjective Algorithm (Articles)

K. P. ANAGNOSTOPOULOS, G. MAMANIS

iBusiness Vol.1 No.2，December 18, 2009

DOI: 10.4236/ib.2009.12013 6,570 Downloads 10,588 Views Citations
A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis (Articles)

Theodoros Mavralexakis, Konstantinos Kiriakopoulos, George Kaimakamis, Alexandros Koulis

Journal of Mathematical Finance Vol.1 No.2，August 25, 2011

DOI: 10.4236/jmf.2011.12005 5,528 Downloads 12,882 Views Citations
Portfolio Optimization of Some Stocks on the Ghana Stock Exchange Using the Markowitz Mean-Variance Approach (Articles)

Anuwoje Ida Logubayom, Togborlo Annani Victor

Journal of Financial Risk Management Vol.8 No.1，March 22, 2019

DOI: 10.4236/jfrm.2019.81003 1,521 Downloads 3,726 Views Citations
Combining Upside and Downside Volatility in Investment Decision (Articles)

Riccardo Bramante, Silvia Facchinetti

Journal of Mathematical Finance Vol.12 No.1，February 9, 2022

DOI: 10.4236/jmf.2022.121006 242 Downloads 1,812 Views Citations
An Empirical Evaluation of Alternative Asset Allocation Policies for Emerging and Frontier Market Investors in Africa (Articles)

Okwaro Douglas Job

Journal of Financial Risk Management Vol.11 No.3，July 14, 2022

DOI: 10.4236/jfrm.2022.113024 210 Downloads 1,069 Views Citations
Application and Effect Analysis of Financial Engineering Tools in Portfolio Optimization (Articles)

Fangyuan Cai

Modern Economy Vol.15 No.5，May 14, 2024

DOI: 10.4236/me.2024.155027 130 Downloads 515 Views Citations
Modeling and Analysis of COVID-19 Optimizated Vaccination Strategies with Age Structure (Articles)

Lu Wang, Linhua Zhou

Journal of Applied Mathematics and Physics Vol.11 No.12，December 29, 2023

DOI: 10.4236/jamp.2023.1112258 125 Downloads 440 Views Citations

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