Portfolio Theory - Articles - Scientific Research Publishing

Bibliometric Analysis of Investment Portfolio Research Based on Web of Science (Articles)

Yutong Xue

Journal of Financial Risk Management Vol.13 No.1，March 27, 2024

DOI: 10.4236/jfrm.2024.131009 139 Downloads 544 Views Citations
A Portfolio Selection Method Based on Pattern Matching with Dual Information of Direction and Distance (Articles)

Xinyi He

Applied Mathematics Vol.15 No.5，May 7, 2024

DOI: 10.4236/am.2024.155019 119 Downloads 536 Views Citations
Application and Effect Analysis of Financial Engineering Tools in Portfolio Optimization (Articles)

Fangyuan Cai

Modern Economy Vol.15 No.5，May 14, 2024

DOI: 10.4236/me.2024.155027 138 Downloads 557 Views Citations
An Inquiry into the Optimal Portfolio for Equity and Real Estate in Japan (Articles)

Chikashi Tsuji

iBusiness Vol.16 No.2，May 27, 2024

DOI: 10.4236/ib.2024.162003 70 Downloads 272 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 6,948 Downloads 12,145 Views Citations
How Do Principal-Agent Effects in Delegated Portfolio Management Affect Asset Prices? (Articles)

Petter N. Kolm

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34042 4,594 Downloads 7,802 Views Citations
High Dimensionality Effects on the Efficient Frontier: A Tri-Nation Study (Articles)

Rituparna Sen, Pulkit Gupta, Debanjana Dey

Journal of Data Analysis and Information Processing Vol.4 No.1，February 15, 2016

DOI: 10.4236/jdaip.2016.41002 3,932 Downloads 5,552 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 1,790 Downloads 3,909 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
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 10,908 Downloads 24,396 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Paradoxes of Portfolio Performance Calculation for Wealth Management: Avoiding Reporting Pitfalls (Articles)

Claude Diserens, Emmanuel Fragnière, Christophe Holenstein, Stephen Rufino

Journal of Financial Risk Management Vol.7 No.3，September 21, 2018

DOI: 10.4236/jfrm.2018.73014 1,154 Downloads 3,741 Views Citations
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 1,338 Downloads 2,786 Views Citations
An Analytical Portfolio Credit Risk Model Based on the Extended Binomial Distribution (Articles)

Sven Fischer

Journal of Financial Risk Management Vol.8 No.3，September 26, 2019

DOI: 10.4236/jfrm.2019.83012 974 Downloads 3,635 Views Citations
The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock (Articles)

Paulina Nangolo, Elias Rabson Offen, Othusitse Basmanebothe

Journal of Mathematical Finance Vol.13 No.2，May 25, 2023

DOI: 10.4236/jmf.2023.132012 199 Downloads 1,375 Views Citations
A Distributed Event-Triggered Approach for Decentralized Multi-Period Portfolio Optimization via the Alternating Direction Method of Multipliers (Articles)

Hongjie Wang, Wu Ai

American Journal of Industrial and Business Management Vol.14 No.4，April 28, 2024

DOI: 10.4236/ajibm.2024.144030 96 Downloads 449 Views Citations
An Analytical Optimal Strategy of the Forest Asset Dynamic Management under Stochastic Timber Price and Growth: A Portfolio Approach (Articles)

Jianwu Xiao, Wenxing Kang, Shaohua Yin, Hong Zhai

Low Carbon Economy Vol.1 No.1，October 22, 2010

DOI: 10.4236/lce.2010.11004 4,593 Downloads 9,508 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 5,189 Downloads 10,913 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 5,016 Downloads 36,273 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 6,692 Downloads 10,908 Views Citations
An Efficient and Concise Algorithm for Convex Quadratic Programming and Its Application to Markowitz’s Portfolio Selection Model (Articles)

Zhongzhen Zhang, Huayu Zhang

Technology and Investment Vol.2 No.4，November 4, 2011

DOI: 10.4236/ti.2011.24024 9,258 Downloads 13,492 Views Citations
The Optimal Portfolio Model Based on Mean-CVaR (Articles)

Xing Yu, Hongguo Sun, Guohua Chen

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13017 5,394 Downloads 10,731 Views Citations

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