Portfolio Allocation - Articles - Scientific Research Publishing

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 2,700 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 1,633 Downloads 6,345 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 3,747 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 2,775 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 2,199 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 1,684 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 706 Downloads 1,627 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 2,164 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 1,112 Downloads 2,706 Views Citations
An Ambiguity Measure under EUUP and Its Application to a Portfolio Problem (Articles)

Hideki Iwaki

Journal of Mathematical Finance Vol.10 No.2，May 21, 2020

DOI: 10.4236/jmf.2020.102018 535 Downloads 1,295 Views Citations
Portfolio Research Based on Mean-Realized Variance-CVaR and Random Matrix Theory under High-Frequency Data (Articles)

Yajie Yang, Yipin Zhu, Xia Zhao

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

DOI: 10.4236/jfrm.2020.94026 622 Downloads 1,639 Views Citations
Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk (Articles)

Obonye Doctor

Journal of Mathematical Finance Vol.11 No.2，March 2, 2021

DOI: 10.4236/jmf.2021.112008 683 Downloads 1,433 Views Citations
Analysis of Risk Measures in Portfolio Optimization for the Uganda Securities Exchange (Articles)

Criscent Birungi, Lucy Muthoni

Journal of Financial Risk Management Vol.10 No.2，June 7, 2021

DOI: 10.4236/jfrm.2021.102008 496 Downloads 2,337 Views Citations
A Comprehensive Price Prediction System Based on Inverse Multiquadrics Radial Basis Function for Portfolio Selection (Articles)

Mengmeng Zheng

Applied Mathematics Vol.12 No.12，December 22, 2021

DOI: 10.4236/am.2021.1212076 219 Downloads 710 Views Citations
Factors Influencing Loan Portfolio Quality of Microfinance Institutions in Haiti (Articles)

Rocheny Sifrain

Journal of Financial Risk Management Vol.11 No.1，March 4, 2022

DOI: 10.4236/jfrm.2022.111005 773 Downloads 13,496 Views Citations
Online Portfolio Selection Based on Adaptive Kalman Filter through Fuzzy Approach (Articles)

Taksaporn Sirirut, Dawud Thongtha

Journal of Mathematical Finance Vol.12 No.3，August 8, 2022

DOI: 10.4236/jmf.2022.123026 218 Downloads 1,201 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 172 Downloads 685 Views Citations
Analysis of Strategy for Extending Patent Protection of Rucaparib (Articles)

Zhifeng Wang

Journal of Biosciences and Medicines Vol.11 No.9，August 30, 2023

DOI: 10.4236/jbm.2023.119002 118 Downloads 536 Views Citations
Country-Level Indicators and Foreign Exchange Returns (Articles)

Hongwei Zhai

Modern Economy Vol.14 No.11，November 22, 2023

DOI: 10.4236/me.2023.1411079 110 Downloads 448 Views Citations
Can We Optimize Stock Price?—A Mathematical Driven Stock Price Optimization Model in Finance Based on Desirability Function (Articles)

Jayanta K. Pokharel, Chris P. Tsokos

Journal of Financial Risk Management Vol.13 No.3，July 24, 2024

DOI: 10.4236/jfrm.2024.133021 124 Downloads 462 Views Citations

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