Mean-Variance Portfolio Selection - Articles - Scientific Research Publishing

Optimal Investment Problem for Life Insurance Company by Considering Health-Level (Articles)

Jiachen Chen, Ximin Rong, Hui Zhao

Modern Economy Vol.10 No.4，April 9, 2019

DOI: 10.4236/me.2019.104075 770 Downloads 1,789 Views Citations
This article belongs to the Special Issue on Financial Modeling
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 749 Downloads 1,714 Views Citations
Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility (Articles)

René Ferland, François Watier

Applied Mathematics Vol.13 No.7，July 19, 2022

DOI: 10.4236/am.2022.137038 143 Downloads 614 Views Citations
On Some Class of Distance Functions for Measuring Portfolio Efficiency (Articles)

Carlos Barros, Walter Briec, Hermann Ratsimbanierana

Journal of Mathematical Finance Vol.1 No.2，August 25, 2011

DOI: 10.4236/jmf.2011.12003 5,026 Downloads 36,302 Views Citations
Interest Rate Risk Management and Dynamic Portfolio Selections (Articles)

Hang Sun, Wan-gui Sun

Modern Economy Vol.2 No.4，September 21, 2011

DOI: 10.4236/me.2011.24075 6,697 Downloads 10,929 Views Citations
Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market (Articles)

Yingying Xu, Zhuwu Wu

Journal of Financial Risk Management Vol.3 No.2，June 12, 2014

DOI: 10.4236/jfrm.2014.32003 3,201 Downloads 5,091 Views Citations
FII Ownership in Indian Equity Securities: The Firm-Level Determinants (Articles)

B. Hariprasad

Theoretical Economics Letters Vol.6 No.5，September 19, 2016

DOI: 10.4236/tel.2016.65095 2,032 Downloads 3,852 Views Citations
Optimal Portfolio Selection of Wind Power Plants Using a Stochastic Risk-Averse Optimization Model, Considering the Wind Complementarity of the Sites and a Budget Constraint (Articles)

Luiz A. S. Camargo, Laís D. Leonel, Pedro S. Rosa, Dorel S. Ramos

Energy and Power Engineering Vol.12 No.8，August 12, 2020

DOI: 10.4236/epe.2020.128028 712 Downloads 1,540 Views Citations
This article belongs to the Special Issue on Wind Energy
A Novel Momentum-Based Measure for Online Portfolio Algorithm (Articles)

Xiaoting Lv, Cuiyin Huang, Hongliang Dai

Journal of Computer and Communications Vol.12 No.9，September 6, 2024

DOI: 10.4236/jcc.2024.129001 62 Downloads 349 Views Citations
On-Line Portfolio Selection for a Currency Exchange Market (Articles)

Panpan Ren, Jianglun Wu

Journal of Mathematical Finance Vol.6 No.4，September 26, 2016

DOI: 10.4236/jmf.2016.64038 1,793 Downloads 3,922 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
A Dynamic Model of Strategic Allocation of Sovereign Wealth Funds (Articles)

Kouakou Thiédjé Gaudens-Omer

Theoretical Economics Letters Vol.9 No.1，February 1, 2019

DOI: 10.4236/tel.2019.91013 1,341 Downloads 2,808 Views Citations
A General Criterion of Choice, with Discussion of Borch Paradox (Articles)

Benito V. Frosini

Theoretical Economics Letters Vol.4 No.8，October 22, 2014

DOI: 10.4236/tel.2014.48087 2,224 Downloads 3,155 Views Citations
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 1,110 Downloads 2,141 Views Citations
From Normal vs Skew-Normal Portfolios: FSD and SSD Rules (Articles)

Francesco Blasi, Sergio Scarlatti

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21011 6,365 Downloads 10,943 Views Citations
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 4,818 Downloads 7,813 Views Citations
Portfolio Performance Measurement: Review of Literature and Avenues of Future Research (Articles)

Ahmed Marhfor

American Journal of Industrial and Business Management Vol.6 No.4，April 20, 2016

DOI: 10.4236/ajibm.2016.64039 5,392 Downloads 10,860 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 1,983 Downloads 4,076 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 776 Downloads 1,741 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 554 Downloads 1,374 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 232 Downloads 765 Views Citations

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