Mean-Variance Portfolio Selection - Articles - Scientific Research Publishing

Continuous-Time Mean-Variance Portfolio Selection with Partial Information (Articles)

Wan-Kai Pang, Yuan-Hua Ni, Xun Li, Ka-Fai Cedric Yiu

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45033 4,184 Downloads 5,842 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 9,246 Downloads 13,434 Views Citations
A Method for Portfolio Selection Based on Joint Probability of Co-Movement of Multi-Assets (Articles)

Tianmin Zhou

Journal of Mathematical Finance Vol.8 No.3，August 7, 2018

DOI: 10.4236/jmf.2018.83034 1,109 Downloads 2,652 Views Citations
A Comparative Study of Mean-Variance and Mean Gini Portfolio Selection Using VaR and CVaR (Articles)

Jamal Agouram, Ghizlane Lakhnati

Journal of Financial Risk Management Vol.4 No.2，May 25, 2015

DOI: 10.4236/jfrm.2015.42007 5,169 Downloads 7,059 Views Citations
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 5,841 Downloads 10,683 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 3,720 Views Citations
Mean-Variance Portfolio Choice with Uncertain Variance-Covariance Matrix (Articles)

Wei Guo, Yichao Wang, Danping Qiu

Journal of Financial Risk Management Vol.9 No.2，April 23, 2020

DOI: 10.4236/jfrm.2020.92004 1,025 Downloads 2,779 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
The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market (Articles)

Jiang Ye, Yiwei Wang, Muhammad Wajid Raza

Journal of Mathematical Finance Vol.12 No.3，August 25, 2022

DOI: 10.4236/jmf.2022.123030 238 Downloads 1,146 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 865 Views Citations
Portfolio Optimization under Threshold Accepting: Further Evidence from a Frontier Market (Articles)

Josephine M. Masese, Ferdinand Othieno, Carolyn Njenga

Journal of Mathematical Finance Vol.7 No.4，November 28, 2017

DOI: 10.4236/jmf.2017.74052 1,438 Downloads 2,878 Views Citations
Portfolio Optimization under Cardinality Constraints: A Comparative Study (Articles)

Henri Claver Jimbo, Isidore Seraphin Ngongo, Nicolas Gabriel Andjiga, Takeru Suzuki, Charles Awona Onana

Open Journal of Statistics Vol.7 No.4，August 31, 2017

DOI: 10.4236/ojs.2017.74051 2,336 Downloads 5,431 Views Citations
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 6,568 Downloads 10,583 Views Citations
Portfolio Selection by Maximizing Omega Function using Differential Evolution (Articles)

PEKÁR Juraj, BREZINA Ivan, ČIČKOVÁ Zuzana, REIFF Marian

Technology and Investment Vol.4 No.1B，January 17, 2013

DOI: 10.4236/ti.2013.41B012 5,671 Downloads 7,643 Views Citations
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
A Portfolio Selection Method Based on Pattern Matching with Dual Information of Direction and Distance (Articles)

Xinyi He

Applied Mathematics Vol.15 No.5，May 7, 2024

DOI: 10.4236/am.2024.155019 112 Downloads 507 Views Citations
Optimal Kelly Portfolio under Risk Constraints (Articles)

Xiaoyu Xing, Ziyue Wang, Mingzhou Zhang

Engineering Vol.17 No.3，March 26, 2025

DOI: 10.4236/eng.2025.173014 32 Downloads 169 Views Citations
Portfolio Selection under Condition of Variable Weights (Articles)

Reza Keykhaei, Mohammad Taghi Jahandideh

Applied Mathematics Vol.3 No.10A，November 1, 2012

DOI: 10.4236/am.2012.330210 4,617 Downloads 7,171 Views Citations
This article belongs to the Special Issue on Optimization
Bounds for Goal Achieving Probabilities of Mean-Variance Strategies with a No Bankruptcy Constraint (Articles)

Alexandre Scott, Francois Watier

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A278 5,641 Downloads 7,994 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
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 4,463 Views Citations

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