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Dominance-Based Rough Set Approach in Selection of Portfolio of Sustainable Development Projects (Articles)

Kazimierz Zaras, Jean-Charles Marin, Bryan Boudreau-Trude

American Journal of Operations Research Vol.2 No.4，November 30, 2012

DOI: 10.4236/ajor.2012.24059 4,801 Downloads 7,754 Views Citations
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 4,975 Downloads 6,789 Views Citations
Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows (Articles)

Charles I. Nkeki

Journal of Mathematical Finance Vol.3 No.1，February 28, 2013

DOI: 10.4236/jmf.2013.31012 5,734 Downloads 9,389 Views Citations
Ex Post Efficient Set Mathematics (Articles)

Christopher Adcock

Journal of Mathematical Finance Vol.3 No.1A，March 29, 2013

DOI: 10.4236/jmf.2013.31A019 5,506 Downloads 8,518 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
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 6,129 Downloads 10,010 Views Citations
Analytical Framework for Market-oriented DSR Flexibility Integration and Management (Articles)

Shi You, Junjie Hu, Kai Heussen, Chunyu Zhang

Energy and Power Engineering Vol.5 No.4B，November 20, 2013

DOI: 10.4236/epe.2013.54B259 4,124 Downloads 5,297 Views Citations
Evolution of a Prevention Program in Mental Health in a Municipal Therapeutic Service (Articles)

Milagros de la Rosa Hormiga, Juan Manuel Herrera Hernández, Candelaria de la Merced Díaz-González, Inmaculada Rodríguez Matos, María Sandra Marrero Morales

Psychology Vol.5 No.8，June 23, 2014

DOI: 10.4236/psych.2014.58108 3,914 Downloads 4,950 Views Citations
Product Portfolio Management—Governance for Commercial and Technical Portfolios over Life Cycle (Articles)

Arto Tolonen, Janne Harkonen, Harri Haapasalo

Technology and Investment Vol.5 No.4，November 10, 2014

DOI: 10.4236/ti.2014.54016 9,597 Downloads 12,147 Views Citations
A Comparative Study of Mean-Variance and Mean Gini Portfolio Selection Using VaR and CVaR (Articles)

Jamal Agouram, Ghizlane Lakhnati

Journal of Financial Risk Management Vol.4 No.2，May 25, 2015

DOI: 10.4236/jfrm.2015.42007 5,169 Downloads 7,059 Views Citations
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 4,382 Downloads 5,948 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 1,952 Downloads 3,974 Views Citations
Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model (Articles)

Chunxiang A, Yi Shao

Journal of Mathematical Finance Vol.7 No.3，July 31, 2017

DOI: 10.4236/jmf.2017.73037 1,327 Downloads 2,702 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
Mathematical Model of Financial Investment Risk (Articles)

Deyu Yin

Journal of Mathematical Finance Vol.8 No.1，February 14, 2018

DOI: 10.4236/jmf.2018.81011 1,634 Downloads 6,351 Views Citations
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach (Articles)

Marina Di Giacinto

Journal of Mathematical Finance Vol.8 No.2，April 4, 2018

DOI: 10.4236/jmf.2018.82019 1,237 Downloads 3,751 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi

Journal of Mathematical Finance Vol.8 No.2，May 31, 2018

DOI: 10.4236/jmf.2018.82029 1,267 Downloads 2,776 Views Citations
The Influence of Margin Trading and Short Selling on the Price Efficiency of China’s Stock Market—Based on Portfolio Perspective (Articles)

Linjie Huang

American Journal of Industrial and Business Management Vol.9 No.1，January 10, 2019

DOI: 10.4236/ajibm.2019.91004 1,165 Downloads 2,200 Views Citations
Multi-Period Mean-Variance Portfolio Selection with State-Dependent Exit Probability and Bankruptcy State (Articles)

Yang Wang, Yonghong Wu, Xinguang Zhang

Journal of Mathematical Finance Vol.9 No.2，May 10, 2019

DOI: 10.4236/jmf.2019.92008 767 Downloads 1,690 Views Citations
Portfolio Selection in Mean-Minimum Return Level-Expected Bounded First Passage Time Framework (Articles)

Tsotne Kutalia

Journal of Mathematical Finance Vol.9 No.3，June 20, 2019

DOI: 10.4236/jmf.2019.93012 707 Downloads 1,629 Views Citations
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting (Articles)

Baojun Bian, Xinfu Chen, Xudong Zeng

Journal of Mathematical Finance Vol.9 No.3，August 20, 2019

DOI: 10.4236/jmf.2019.93020 879 Downloads 2,168 Views Citations
This article belongs to the Special Issue on Financial Econometrics
A General Framework of Optimal Investment (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3，August 27, 2019

DOI: 10.4236/jmf.2019.93028 1,113 Downloads 2,711 Views Citations

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