Optimal Policy of Variance - Articles - Scientific Research Publishing

Variance Optimization for Continuous-Time Markov Decision Processes (Articles)

Yaqing Fu

Open Journal of Statistics Vol.9 No.2，April 2, 2019

DOI: 10.4236/ojs.2019.92014 1,071 Downloads 2,165 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 8,126 Downloads 12,995 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 740 Downloads 1,677 Views Citations
An Optimal Design of Accelerated Degradation Tests Based on Degradation Performance (Articles)

Yunshun Wu

Open Journal of Statistics Vol.9 No.6，December 16, 2019

DOI: 10.4236/ojs.2019.96044 444 Downloads 1,132 Views Citations
Optimal Price Strategy under Price-Matching Policy (Articles)

Vivian Okere, Wen Chen

Journal of Applied Mathematics and Physics Vol.8 No.12，December 23, 2020

DOI: 10.4236/jamp.2020.812221 602 Downloads 1,821 Views Citations
Policyholder Homogeneity and Equity in the Regulation of Compulsory Health Insurance in Developing Countries (Articles)

Angbonon Eugene Kamalan, Thiedje Omer Kouakou, Kouakou Romaric Kouame

Journal of Mathematical Finance Vol.15 No.1，January 16, 2025

DOI: 10.4236/jmf.2025.151003 51 Downloads 170 Views Citations
Determining Optimal Portfolio in a Three-Asset Portfolio Mix in Nigeria (Articles)

Amenawo I. Offiong, Hodo B. Riman, Eyoanwan E. Eyo

Journal of Mathematical Finance Vol.6 No.4，October 11, 2016

DOI: 10.4236/jmf.2016.64041 10,905 Downloads 24,358 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
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 1,105 Downloads 2,112 Views Citations
Extending the Textbook Dynamic AD-AS Framework with Flexible Inflation Expectations, Optimal Policy Response to Demand Changes, and the Zero-Bound on the Nominal Interest Rate (Articles)

Sami Alpanda, Adam Honig, Geoffrey Woglom

Modern Economy Vol.4 No.3，March 27, 2013

DOI: 10.4236/me.2013.43017 6,157 Downloads 9,657 Views Citations
Backfiring Effect of Uncertain Trade Policy (Articles)

Yasunori Fujita

Modern Economy Vol.7 No.5，May 18, 2016

DOI: 10.4236/me.2016.75067 2,365 Downloads 3,083 Views Citations
This article belongs to the Special Issue on International Economics and Trade
Optimal Portfolio Management When Stocks Are Driven by Mean Reverting Processes (Articles)

Lusungu Julius Mbigili, Sure Mataramvura, Wilson M. Charles

Journal of Mathematical Finance Vol.10 No.1，December 13, 2019

DOI: 10.4236/jmf.2020.101002 849 Downloads 2,014 Views Citations
Research on the Relationship between China’s Economic Policy Uncertainty and Stock Market (Articles)

Donghai Zhou, Yuanying Jiang

Journal of Financial Risk Management Vol.9 No.4，December 11, 2020

DOI: 10.4236/jfrm.2020.94025 720 Downloads 2,333 Views Citations
Minimum MSE Weights of Adjusted Summary Estimator of Risk Difference in Multi-Center Studies (Articles)

Chukiat Viwatwongkasem, Jirawan Jitthavech, Dankmar Bohning, Vichit Lorchirachoonkul

Open Journal of Statistics Vol.2 No.1，January 6, 2012

DOI: 10.4236/ojs.2012.21006 4,648 Downloads 8,352 Views Citations
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 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 840 Views Citations
Construction and Control of Genetic Regulatory Networks:A Multivariate Markov Chain Approach (Articles)

Shu-Qin Zhang, Ling-Yun Wu, Wai-Ki Ching, Yue Jiao, Raymond, H. Chan

Journal of Biomedical Science and Engineering Vol.1 No.1，June 6, 2008

DOI: 10.4236/jbise.2008.11003 5,944 Downloads 11,485 Views Citations
Conditional Value-at-Risk for Random Immediate Reward Variables in Markov Decision Processes (Articles)

Masayuki Kageyama, Takayuki Fujii, Koji Kanefuji, Hiroe Tsubaki

American Journal of Computational Mathematics Vol.1 No.3，September 19, 2011

DOI: 10.4236/ajcm.2011.13021 4,738 Downloads 9,357 Views Citations
On Steady Dividend Payment under Functional Mean Reversion Speed (Articles)

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye

Journal of Mathematical Finance Vol.6 No.3，August 2, 2016

DOI: 10.4236/jmf.2016.63030 1,789 Downloads 3,212 Views Citations
Optimal Water Pipe Replacement Policy (Articles)

Harrison O. Amuji, Chukwudi J. Ogbonna, Geoffrey U. Ugwuanyim, Hycinth C. Iwu, Okechukwu B. Nwanyibuife

Open Journal of Optimization Vol.7 No.2，June 8, 2018

DOI: 10.4236/ojop.2018.72002 1,048 Downloads 2,923 Views Citations
Not Enough R&D? Or Maybe Too Much? Intensity of Knowledge Spillovers and Optimal R&D Policy in Schumpeterian Growth Theory (Articles)

Elie Gray

Theoretical Economics Letters Vol.12 No.6，November 9, 2022

DOI: 10.4236/tel.2022.126084 306 Downloads 811 Views Citations

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