Tactical Asset Allocation - Articles - Scientific Research Publishing

Risk Budgeting: A Tactical Asset Allocation Approach for Retirement Reserve Funds in Morocco (Articles)

Moulay Slimane Kabiri, Cherif El Msiyah, Otheman Nouisser

Journal of Financial Risk Management Vol.12 No.2, June 29, 2023

DOI: 10.4236/jfrm.2023.122011 373 Downloads 2,085 Views Citations
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 6,486 Downloads 12,867 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 5,048 Downloads 7,712 Views Citations
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 321 Downloads 2,202 Views Citations
An Empirical Evaluation of Alternative Asset Allocation Policies for Emerging and Frontier Market Investors in Africa (Articles)

Okwaro Douglas Job

Journal of Financial Risk Management Vol.11 No.3, July 14, 2022

DOI: 10.4236/jfrm.2022.113024 327 Downloads 1,658 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 5,426 Downloads 11,446 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 5,701 Downloads 9,531 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 3,741 Downloads 6,038 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 1,805 Downloads 2,971 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 893 Downloads 2,274 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 1,735 Downloads 6,375 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 851 Downloads 3,539 Views Citations
Improving Portfolio Selection by Balancing Liquidity-Risk-Return: Evidence from Stock Markets (Articles)

Eder Oliveira Abensur, Wesley Pompeu de Carvalho

Theoretical Economics Letters Vol.12 No.2, April 12, 2022

DOI: 10.4236/tel.2022.122027 501 Downloads 2,733 Views Citations
The Vulnerability of Household Finance and Its Effects: A Literature Review and Prospects (Articles)

Bingyao Xie, Jianhong Tao

Open Journal of Business and Management Vol.13 No.2, March 7, 2025

DOI: 10.4236/ojbm.2025.132048 203 Downloads 1,453 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 7,043 Downloads 12,436 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 4,171 Downloads 6,008 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 1,775 Downloads 2,977 Views Citations
A Study on the Influence Mechanism of Chinese Residents’ Willingness to Allocate Assets in the Context of Confucian Culture—An Empirical Analysis Based on Structural Equation Modeling (Articles)

Zhibin Tao, Jiaxiao Chao

Open Journal of Business and Management Vol.11 No.5, September 21, 2023

DOI: 10.4236/ojbm.2023.115131 242 Downloads 898 Views Citations
Is Control Friction Always Hurting Outside Investors? Implications from a Theoretical Study (Articles)

Du Du

Journal of Mathematical Finance Vol.15 No.1, February 10, 2025

DOI: 10.4236/jmf.2025.151006 126 Downloads 616 Views Citations
The Impact of Population Aging on Pension Accounting and Asset Allocation (Articles)

Letong Zhou

Open Journal of Business and Management Vol.13 No.1, December 19, 2024

DOI: 10.4236/ojbm.2025.131007 127 Downloads 1,049 Views Citations

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