M. Alghalith, “An Alter-native Method of Stochastic Optimization: The Portfolio Model,” Applied Mathematics, Vol. 2, No. 7, 2011, pp. 912-913. doi:10.4236/am.2011.27123

has been cited by the following article:

• TITLE: Generalized Stochastic Processes: The Portfolio Model

  AUTHORS: Moawia Alghalith

  KEYWORDS: Stochastic Process; Investment; Portfolio

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

  ABSTRACT: Using the portfolio model, we introduce a general stochastic process that is not necessarily a diffusion/jump process and the random variable is not necessarily normally distributed.