Mean-Variance Portfolio Selection Model - Articles

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 113 Downloads 509 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 35 Downloads 188 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 7,173 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 5,642 Downloads 7,998 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Optimal Investment Problem for Life Insurance Company by Considering Health-Level (Articles)

Jiachen Chen, Ximin Rong, Hui Zhao

Modern Economy Vol.10 No.4，April 9, 2019

DOI: 10.4236/me.2019.104075 759 Downloads 1,743 Views Citations
This article belongs to the Special Issue on Financial Modeling
Optimal Asset Allocation for a Mean-Variance-CVaR Insurer under Regulatory Constraints (Articles)

Yu Shi, Xia Zhao, Xin Yan

American Journal of Industrial and Business Management Vol.9 No.7，July 24, 2019

DOI: 10.4236/ajibm.2019.97103 730 Downloads 1,641 Views Citations
On Some Class of Distance Functions for Measuring Portfolio Efficiency (Articles)

Carlos Barros, Walter Briec, Hermann Ratsimbanierana

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

DOI: 10.4236/jmf.2011.12003 5,007 Downloads 36,238 Views Citations
Interest Rate Risk Management and Dynamic Portfolio Selections (Articles)

Hang Sun, Wan-gui Sun

Modern Economy Vol.2 No.4，September 21, 2011

DOI: 10.4236/me.2011.24075 6,685 Downloads 10,873 Views Citations
Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market (Articles)

Yingying Xu, Zhuwu Wu

Journal of Financial Risk Management Vol.3 No.2，June 12, 2014

DOI: 10.4236/jfrm.2014.32003 3,181 Downloads 5,024 Views Citations
FII Ownership in Indian Equity Securities: The Firm-Level Determinants (Articles)

B. Hariprasad

Theoretical Economics Letters Vol.6 No.5，September 19, 2016

DOI: 10.4236/tel.2016.65095 2,016 Downloads 3,789 Views Citations
Optimal Portfolio Selection of Wind Power Plants Using a Stochastic Risk-Averse Optimization Model, Considering the Wind Complementarity of the Sites and a Budget Constraint (Articles)

Luiz A. S. Camargo, Laís D. Leonel, Pedro S. Rosa, Dorel S. Ramos

Energy and Power Engineering Vol.12 No.8，August 12, 2020

DOI: 10.4236/epe.2020.128028 694 Downloads 1,457 Views Citations
This article belongs to the Special Issue on Wind Energy
A Novel Momentum-Based Measure for Online Portfolio Algorithm (Articles)

Xiaoting Lv, Cuiyin Huang, Hongliang Dai

Journal of Computer and Communications Vol.12 No.9，September 6, 2024

DOI: 10.4236/jcc.2024.129001 51 Downloads 274 Views Citations
On-Line Portfolio Selection for a Currency Exchange Market (Articles)

Panpan Ren, Jianglun Wu

Journal of Mathematical Finance Vol.6 No.4，September 26, 2016

DOI: 10.4236/jmf.2016.64038 1,784 Downloads 3,861 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
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
A General Criterion of Choice, with Discussion of Borch Paradox (Articles)

Benito V. Frosini

Theoretical Economics Letters Vol.4 No.8，October 22, 2014

DOI: 10.4236/tel.2014.48087 2,211 Downloads 3,104 Views Citations
Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis (Articles)

Jun Qi, Lan Yi

Journal of Mathematical Finance Vol.7 No.3，August 31, 2017

DOI: 10.4236/jmf.2017.73040 1,092 Downloads 2,080 Views Citations
From Normal vs Skew-Normal Portfolios: FSD and SSD Rules (Articles)

Francesco Blasi, Sergio Scarlatti

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

DOI: 10.4236/jmf.2012.21011 6,349 Downloads 10,879 Views Citations
Dominance-Based Rough Set Approach in Selection of Portfolio of Sustainable Development Projects (Articles)

Kazimierz Zaras, Jean-Charles Marin, Bryan Boudreau-Trude

American Journal of Operations Research Vol.2 No.4，November 30, 2012

DOI: 10.4236/ajor.2012.24059 4,801 Downloads 7,753 Views Citations
Portfolio Performance Measurement: Review of Literature and Avenues of Future Research (Articles)

Ahmed Marhfor

American Journal of Industrial and Business Management Vol.6 No.4，April 20, 2016

DOI: 10.4236/ajibm.2016.64039 5,362 Downloads 10,692 Views Citations
Multi-Period Mean-Variance Portfolio Selection with State-Dependent Exit Probability and Bankruptcy State (Articles)

Yang Wang, Yonghong Wu, Xinguang Zhang

Journal of Mathematical Finance Vol.9 No.2，May 10, 2019

DOI: 10.4236/jmf.2019.92008 767 Downloads 1,690 Views Citations

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