Exponential Utility Constant Elasticity of Variance - Articles

Correlation of Brownian Motions and Its Impact on a Reinsurer’s Optimal Investment Strategy and Reinsured Proportion under Exponential Utility Maximization and Constant Elasticity of Variance Model (Articles)

Silas A. Ihedioha

Open Access Library Journal Vol.5 No.10，October 30, 2018

DOI: 10.4236/oalib.1104954 376 Downloads 1,004 Views Citations
The Effects of Transaction Cost and Correlation of Brownian Motions on an Insurer’s Optimal Investment Strategy through Logarithmic Utility Optimization under Modified Constant Elasticity of Variance (M-CEV) Model (Articles)

Silas A. Ihedioha, Gbenga M. Ogungbenle, Philip T. Ajai

Open Access Library Journal Vol.7 No.7，July 13, 2020

DOI: 10.4236/oalib.1106488 203 Downloads 843 Views Citations
The Sum and Difference of Two Constant Elasticity of Variance Stochastic Variables (Articles)

Chi-Fai Lo

Applied Mathematics Vol.4 No.11，November 5, 2013

DOI: 10.4236/am.2013.411203 4,520 Downloads 6,500 Views Citations
Malliavin Differentiability of CEV-Type Heston Model (Articles)

Shota Tsumurai

Journal of Mathematical Finance Vol.10 No.1，February 26, 2020

DOI: 10.4236/jmf.2020.101012 670 Downloads 1,471 Views Citations
A Unified Stochastic Volatility—Stochastic Correlation Model (Articles)

Xiang Lu, Gunter Meissner, Hong Sherwin

Journal of Mathematical Finance Vol.10 No.4，November 25, 2020

DOI: 10.4236/jmf.2020.104039 655 Downloads 2,394 Views Citations
This article belongs to the Special Issue on Financial Statistics
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6，October 31, 2012

DOI: 10.4236/me.2012.36092 4,411 Downloads 7,576 Views Citations
The Quantification of Model Risk According to the Principle of Relative Entropy with Case Studies (Articles)

Michael Jacobs Jr.

Journal of Financial Risk Management Vol.14 No.2，April 15, 2025

DOI: 10.4236/jfrm.2025.142007 65 Downloads 690 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 8,128 Downloads 13,005 Views Citations
Measure of Investment Optimal Strategy (Articles)

J. T. Eghwerido, E. Ekuma-Okereke, E. Ekuma-Okereke, E. Efe-Eyefia, Edwin Iguodala, T. O. Obilade

Journal of Mathematical Finance Vol.6 No.2，May 12, 2016

DOI: 10.4236/jmf.2016.62023 2,743 Downloads 3,859 Views Citations
Revealing the Essence of Electric Permittivity Constant (Articles)

Nader Butto

Journal of High Energy Physics, Gravitation and Cosmology Vol.7 No.1，January 18, 2021

DOI: 10.4236/jhepgc.2021.71011 1,049 Downloads 3,389 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 2,216 Downloads 3,123 Views Citations
The Impact of Asset Price Bubbles on Credit Risk Measures (Articles)

Michael Jacobs Jr.

Journal of Financial Risk Management Vol.4 No.4，November 30, 2015

DOI: 10.4236/jfrm.2015.44019 4,941 Downloads 6,568 Views Citations
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 3,499 Downloads 4,484 Views Citations
An Inventory Model for Deteriorating Items with Exponential Declining Demand and Time-Varying Holding Cost (Articles)

Bhanu Priya Dash, Trailokyanath Singh, Hadibandhu Pattnayak

American Journal of Operations Research Vol.4 No.1，January 6, 2014

DOI: 10.4236/ajor.2014.41001 6,348 Downloads 12,246 Views Citations
Solutions of the Exponential Equation y^x/y = x or lnx/x = lny/y and Fine Structure Constant (Articles)

Sabaratnasingam Gnanarajan

Journal of Applied Mathematics and Physics Vol.5 No.2，February 17, 2017

DOI: 10.4236/jamp.2017.52034 1,402 Downloads 2,439 Views Citations
An Inventory Model for Deteriorating Items with Generalised Exponential Decreasing Demand, Constant Holding Cost and Time-Varying Deterioration Rate (Articles)

Isiyaku Aliyu, Babangida Sani

American Journal of Operations Research Vol.8 No.1，January 4, 2018

DOI: 10.4236/ajor.2018.81001 1,583 Downloads 3,788 Views Citations
Optimal Expected Utility of Wealth for Two Dependent Classes of Insurance Business (Articles)

Cristina Gosio, Ester C. Lari, Marina Ravera

Theoretical Economics Letters Vol.3 No.2，April 30, 2013

DOI: 10.4236/tel.2013.32015 4,652 Downloads 7,315 Views Citations
Identifying Unusual Observations in Ridge Regression Linear Model Using Box-Cox Power Transformation Technique (Articles)

Aboobacker Jahufer

Open Journal of Statistics Vol.4 No.1，January 27, 2014

DOI: 10.4236/ojs.2014.41003 9,609 Downloads 17,227 Views Citations
A “Hard to Die” Series Expansion and Lucas Polynomials of the Second Kind (Articles)

Pierpaolo Natalini, Paolo E. Ricci

Applied Mathematics Vol.6 No.8，July 14, 2015

DOI: 10.4236/am.2015.68116 3,278 Downloads 4,196 Views Citations
Solutions for Series of Exponential Equations in Terms of Lambert-W Function and Fundamental Constants (Articles)

S. Gnanarajan

Journal of Applied Mathematics and Physics Vol.6 No.4，April 20, 2018

DOI: 10.4236/jamp.2018.64065 711 Downloads 2,024 Views Citations

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