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Analytical Hierarchy Process and Goal Programming Approach for Asset Allocation (Articles)
Komlan Sedzro, Arif Marouane, Tov Assogbavi
Journal of Mathematical Finance Vol.2 No.1，February 28, 2012
DOI: 10.4236/jmf.2012.21012 5,572 Downloads 10,918 Views Citations
The Return-Risk Performance——The Comparison of Asset Portfolio Performance of Institution Fund with That Based on Multifractal Detrended Fluctuation Approach (Articles)
Xiaobo Wen, Hui Wang, Zongfang Zhou, Hua Zhang
Modern Economy Vol.3 No.4，July 24, 2012
DOI: 10.4236/me.2012.34059 4,563 Downloads 6,611 Views Citations
Asset Allocation, Time Diversification and Portfolio Optimization for Retirement (Articles)
Kamphol Panyagometh
Technology and Investment Vol.2 No.2，June 3, 2011
DOI: 10.4236/ti.2011.22010 4,492 Downloads 9,287 Views Citations
The Effects of Systemic Risk on the Allocation between Value and Growth Portfolios (Articles)
Gabriel Penagos, Gonzalo Rubio
Journal of Mathematical Finance Vol.3 No.1A，March 29, 2013
DOI: 10.4236/jmf.2013.31A016 5,206 Downloads 8,388 Views Citations This article belongs to the Special Issue on Forecasting and Portfolio Construction
An Extension of Some Results Due to Cox and Leland (Articles)
Andrew P. Leung, Wen Shi
Journal of Mathematical Finance Vol.3 No.4，October 17, 2013
DOI: 10.4236/jmf.2013.34043 3,336 Downloads 5,090 Views Citations
The Enlightenment to China from UK’s Pension Entering Capital Market (Articles)
Yuting Liu, Qingjun Meng, Yong Ma
American Journal of Industrial and Business Management Vol.6 No.8，August 29, 2016
DOI: 10.4236/ajibm.2016.68084 1,364 Downloads 1,850 Views Citations
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 377 Downloads 637 Views Citations
Statistical Arbitrage Strategy in Multi-Asset Market Using Time Series Analysis (Articles)
Takahiro Imai, Kei Nakagawa
Journal of Mathematical Finance Vol.10 No.2，May 21, 2020
DOI: 10.4236/jmf.2020.102020 434 Downloads 1,070 Views Citations This article belongs to the Special Issue on Finance and Portfolio Management
Asset Allocation Strategy with Non-Hierarchical Clustering Risk Parity Portfolio (Articles)
Kei Nakagawa, Takanobu Kawahara, Akio Ito
Journal of Mathematical Finance Vol.10 No.4，October 10, 2020
DOI: 10.4236/jmf.2020.104031 186 Downloads 652 Views Citations
Portfolio Size in Stochastic Portfolio Networks Using Digital Portfolio Theory (Articles)
C. Kenneth Jones
Journal of Mathematical Finance Vol.3 No.2，May 24, 2013
DOI: 10.4236/jmf.2013.32028 6,522 Downloads 11,241 Views Citations
A Note on a Framework to Assess the Required Equity Risk Premium Using Cumulative Prospect Theory (Articles)
Chris Holdsworth, Eben Maré
Theoretical Economics Letters Vol.4 No.1，February 18, 2014
DOI: 10.4236/tel.2014.41014 3,748 Downloads 4,904 Views Citations
Optimal Asset Allocation Strategy for Defined-Contribution Pension Plans with Different Power Utility Functions (Articles)
Qingping Ma
Open Access Library Journal Vol.1 No.4，July 21, 2014
DOI: 10.4236/oalib.1100754 1,593 Downloads 2,073 Views Citations
The Effects of Social Interaction and Psychological Bias on Trading Behavior: Evidence from a Laboratory Experiment (Articles)
Chi Ming Ho
Journal of Mathematical Finance Vol.8 No.1，February 28, 2018
DOI: 10.4236/jmf.2018.81014 717 Downloads 1,759 Views Citations
Beyond the No Free Lunch Principle: A New Combination of Arbitrage and Investment (Articles)
Yi-Jang Yu
Modern Economy Vol.9 No.4，April 24, 2018
DOI: 10.4236/me.2018.94046 424 Downloads 758 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 4,209 Downloads 6,265 Views Citations This article belongs to the Special Issue on Optimization
Research on the Evaluation of Carbon-Intangible Assets in Business Based on Internal Value Network (Articles)
Yuguo Jiang, Lili Fan, Yanxi Yu, Genghong Shi
Low Carbon Economy Vol.5 No.4，November 21, 2014
DOI: 10.4236/lce.2014.54017 3,989 Downloads 4,490 Views Citations
Schooling and Assets Ownership (Articles)
Barassou Diawara
Modern Economy Vol.3 No.1，January 5, 2012
DOI: 10.4236/me.2012.31018 3,624 Downloads 6,337 Views Citations
Asset Pricing with Stochastic Habit Formation (Articles)
Masao Nakagawa
Journal of Mathematical Finance Vol.2 No.2，May 23, 2012
DOI: 10.4236/jmf.2012.22018 4,584 Downloads 8,384 Views Citations
A Predictive Functional Regression Model for Asset Return (Articles)
Xianhua Dai, Hong Li, Yiwen Wang
DOI: 10.4236/jmf.2013.32030 4,287 Downloads 8,383 Views Citations
Development of a Simulation Software for Plant Asset Depreciation Computation Using Modified Accelerated Cost Recovery System (Articles)
Basil Olufemi Akinnuli, Oluwole Timothy Ojo
Open Access Library Journal Vol.5 No.3，March 22, 2018
DOI: 10.4236/oalib.1104419 579 Downloads 1,061 Views Citations