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DOI
Author
Journal
Affiliation
ISSN
Subject
A New Class of Time-Consistent Dynamic Risk Measures and its Application
(Articles)
Rui Gao
,
Zhiping Chen
Technology and Investment
Vol.4 No.1B
,January 17, 2013
DOI:
10.4236/ti.2013.41B008
4,849
Downloads
6,622
Views
Citations
Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications
(Articles)
Jingtao Shi
American Journal of Operations Research
Vol.3 No.6
,October 24, 2013
DOI:
10.4236/ajor.2013.36043
6,025
Downloads
9,825
Views
Citations
An Alternative Method of Stochastic Optimization: The Portfolio Model
(Articles)
Moawia Alghalith
Applied Mathematics
Vol.2 No.7
,July 15, 2011
DOI:
10.4236/am.2011.27123
4,514
Downloads
8,814
Views
Citations
An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility
(Articles)
Albert N. Sandjo
,
Fabrice Colin
,
Salissou Moutari
Journal of Mathematical Finance
Vol.7 No.1
,February 28, 2017
DOI:
10.4236/jmf.2017.71011
1,860
Downloads
3,744
Views
Citations
Option Portfolio Management in a Risk-Neutral World
(Articles)
Dmitry Jurievich Golembiovsky
,
Anatoly Markovich Abramov
Journal of Mathematical Finance
Vol.8 No.4
,November 28, 2018
DOI:
10.4236/jmf.2018.84044
1,160
Downloads
2,844
Views
Citations
This article belongs to the Special Issue on
Stochastic Methods and Finance
The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance
(Articles)
Juan He
,
Jian Wang
,
Xianglin Jiang
Journal of Mathematical Finance
Vol.6 No.1
,February 26, 2016
DOI:
10.4236/jmf.2016.61014
4,264
Downloads
5,743
Views
Citations
Portfolio Management Problem with Stochastic Wage Income and Inflation-Adjusted Wealth
(Articles)
Stanley Jere
,
George Mukupa
,
Edwin Moyo
Journal of Mathematical Finance
Vol.13 No.2
,May 23, 2023
DOI:
10.4236/jmf.2023.132010
94
Downloads
436
Views
Citations
Optimization of Dynamic Portfolio Insurance Model
(Articles)
Yuan Yao
Journal of Mathematical Finance
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/jmf.2012.22019
9,153
Downloads
14,825
Views
Citations
Optimal Reservoir Operation Using Stochastic Dynamic Programming
(Articles)
Pan Liu
,
Jingfei Zhao
,
Liping Li
,
Yan Shen
Journal of Water Resource and Protection
Vol.4 No.6
,June 20, 2012
DOI:
10.4236/jwarp.2012.46038
5,799
Downloads
10,708
Views
Citations
Optimization of Critical Systems for Robustness in a Multistate World
(Articles)
Edouard Kujawski
American Journal of Operations Research
Vol.3 No.1A
,January 30, 2013
DOI:
10.4236/ajor.2013.31A012
3,767
Downloads
6,744
Views
Citations
This article belongs to the Special Issue on
Complex System
Combining Upside and Downside Volatility in Investment Decision
(Articles)
Riccardo Bramante
,
Silvia Facchinetti
Journal of Mathematical Finance
Vol.12 No.1
,February 9, 2022
DOI:
10.4236/jmf.2022.121006
164
Downloads
1,429
Views
Citations
Hydropower Production Optimization from Inflow: Case Study of Songloulou Hydroplant
(Articles)
Daniel Eutyche Mbadjoun Wapet
,
Salomé Ndjakomo Essiane
,
René Wamkeue
,
Patrick Juvet Gnetchejo
Journal of Power and Energy Engineering
Vol.8 No.8
,August 25, 2020
DOI:
10.4236/jpee.2020.88003
592
Downloads
1,788
Views
Citations
Randomized Constraint Limit Linear Programming in Risk Management
(Articles)
Dennis Ridley
,
Abdullah Khan
Journal of Applied Mathematics and Physics
Vol.8 No.11
,November 30, 2020
DOI:
10.4236/jamp.2020.811199
342
Downloads
1,197
Views
Citations
Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice
(Articles)
C. Kenneth Jones
American Journal of Industrial and Business Management
Vol.7 No.7
,July 6, 2017
DOI:
10.4236/ajibm.2017.77059
2,183
Downloads
6,394
Views
Citations
This article belongs to the Special Issue on
Modern Portfolio Theory and Application
Using Return and Risk Model for Choosing Perfect Portfolio Applied Study in Cairo Stock Exchange
(Articles)
Essam Al Arbed
American Journal of Operations Research
Vol.14 No.1
,January 22, 2024
DOI:
10.4236/ajor.2024.141002
67
Downloads
687
Views
Citations
A Novel Evolutionary Algorithm with Neighborhood Search for Project Portfolios Optimization Problem
(Articles)
Weidong Lei
,
Suike Li
American Journal of Industrial and Business Management
Vol.5 No.6
,June 26, 2015
DOI:
10.4236/ajibm.2015.56040
3,029
Downloads
3,885
Views
Citations
Research on the Portfolio Optimization Model under Quantitative Constraint Based on Genetic Algorithm
(Articles)
Shunquan Zhu
Journal of Mathematical Finance
Vol.6 No.4
,September 16, 2016
DOI:
10.4236/jmf.2016.64037
2,889
Downloads
4,838
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
An Optimal Shape Design Problem for Fan Noise Reduction
(Articles)
Bahram Farhadinia
Journal of Software Engineering and Applications
Vol.3 No.6
,June 24, 2010
DOI:
10.4236/jsea.2010.36071
4,289
Downloads
8,046
Views
Citations
First Order Convergence Analysis for Sparse Grid Method in Stochastic Two-Stage Linear Optimization Problem
(Articles)
Shengyuan Chen
American Journal of Computational Mathematics
Vol.1 No.4
,December 9, 2011
DOI:
10.4236/ajcm.2011.14036
7,594
Downloads
11,335
Views
Citations
Mixed Band Control of Mutual Proportional Reinsurance
(Articles)
Michael Taksar
,
John Liu
,
Jiguang Yuan
Journal of Mathematical Finance
Vol.3 No.2
,May 24, 2013
DOI:
10.4236/jmf.2013.32025
3,173
Downloads
5,521
Views
Citations
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