Portfolio Insurance; Optimization; Dynamic Replication; Investment Strategy - Articles

Optimization of Tracking Error for Robust Portfolio of Risk Assets with Transaction Cost (Articles)

Dong Zheng, Xi-kun Liang

iBusiness Vol.5 No.1B，April 11, 2013

DOI: 10.4236/ib.2013.51B005 6,119 Downloads 8,101 Views Citations
A Novel Evolutionary Algorithm with Neighborhood Search for Project Portfolios Optimization Problem (Articles)

Weidong Lei, Suike Li

American Journal of Industrial and Business Management Vol.5 No.6，June 26, 2015

DOI: 10.4236/ajibm.2015.56040 3,122 Downloads 4,067 Views Citations
Research on the Portfolio Optimization Model under Quantitative Constraint Based on Genetic Algorithm (Articles)

Shunquan Zhu

Journal of Mathematical Finance Vol.6 No.4，September 16, 2016

DOI: 10.4236/jmf.2016.64037 2,973 Downloads 4,838 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Conditioning the Information in Portfolio Optimization (Articles)

Carlo Sala, Giovanni Barone Adesi

Journal of Mathematical Finance Vol.6 No.4，November 7, 2016

DOI: 10.4236/jmf.2016.64045 1,692 Downloads 3,099 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Optimization of Pension Asset Portfolio in Nigeria with Contributors’ Specified Return Rate (Articles)

Bright O. Osu, Godswill A. Egbe

Open Journal of Optimization Vol.5 No.4，December 26, 2016

DOI: 10.4236/ojop.2016.54012 1,309 Downloads 2,543 Views Citations
Investing on the CAPM Pricing Error (Articles)

José Carlos de Souza Santos, Elias Cavalcante Filho

Technology and Investment Vol.8 No.1，February 22, 2017

DOI: 10.4236/ti.2017.81006 2,145 Downloads 5,716 Views Citations
Portfolio Optimization Modelling with R for Enhancing Decision Making and Prediction in Case of Uganda Securities Exchange (Articles)

Ronald Baganzi, Byung-Gyoo Kim, Geon-Cheol Shin

Journal of Financial Risk Management Vol.6 No.4，November 2, 2017

DOI: 10.4236/jfrm.2017.64024 2,949 Downloads 7,876 Views Citations
Optimal Portfolio Management When Stocks Are Driven by Mean Reverting Processes (Articles)

Lusungu Julius Mbigili, Sure Mataramvura, Wilson M. Charles

Journal of Mathematical Finance Vol.10 No.1，December 13, 2019

DOI: 10.4236/jmf.2020.101002 849 Downloads 2,014 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 384 Downloads 2,003 Views Citations
Hybrid Data-Driven and Deep Learning Based Portfolio Optimization (Articles)

Joy Dip Das, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.14 No.3，June 24, 2024

DOI: 10.4236/jmf.2024.143016 140 Downloads 893 Views Citations
Research on the Linguistic Landscape of Shaoxing Museums from the Perspective of International Cultural Communication (Articles)

Yuxuan Chen, Yanfei Shen, Mayi Yang, Chen Huang, Yue Wang

Open Access Library Journal Vol.12 No.4，April 10, 2025

DOI: 10.4236/oalib.1113211 26 Downloads 166 Views Citations
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 3,627 Downloads 5,722 Views Citations
Entrepreneurship Dynamics under Time Inconsistent Preferences (Articles)

Yang Liu, Jinqiang Yang

Journal of Mathematical Finance Vol.5 No.1，February 11, 2015

DOI: 10.4236/jmf.2015.51004 3,088 Downloads 3,965 Views Citations
The Optimal Investment Strategy Based on the DEA Model (Articles)

Yulei Zhang, Shuai Zhang, Xinxin Zhang, Zhenping Li

Open Journal of Modelling and Simulation Vol.4 No.2，April 26, 2016

DOI: 10.4236/ojmsi.2016.42006 2,036 Downloads 2,925 Views Citations
A Study on Overseas Investment Opportunities of Chinese Iron and Steel Enterprises from the Perspective of Globalization Strategy* (Articles)

Wuyi Wang, Caixia Zheng, Peng Liu

Open Journal of Social Sciences Vol.4 No.5，May 16, 2016

DOI: 10.4236/jss.2016.45011 2,239 Downloads 3,991 Views Citations
Optimal Investment-Reinsurance Strategies for Insurers with Mean-Reversion and Mispricing under Variance Premium Principle (Articles)

Yuzhen Wen

Applied Mathematics Vol.9 No.7，July 25, 2018

DOI: 10.4236/am.2018.97056 1,047 Downloads 2,180 Views Citations
Research on the Countermeasures for the High-Quality Development of Government Investment Funds in China (Articles)

Chenzhi Li

American Journal of Industrial and Business Management Vol.13 No.8，August 8, 2023

DOI: 10.4236/ajibm.2023.138044 138 Downloads 600 Views Citations
On a Dynamic Optimization Technique for Resource Allocation Problems in a Production Company (Articles)

Chuma R. Nwozo, Charles I. Nkeki

American Journal of Operations Research Vol.2 No.3，September 19, 2012

DOI: 10.4236/ajor.2012.23043 4,206 Downloads 7,449 Views Citations
Dynamic Optimization of Bioprocesses (Articles)

George Koumpouras, Cleo Kontoravdi

Applied Mathematics Vol.3 No.10A，November 1, 2012

DOI: 10.4236/am.2012.330208 6,346 Downloads 9,429 Views Citations
This article belongs to the Special Issue on Optimization
Hydropower Production Optimization from Inflow: Case Study of Songloulou Hydroplant (Articles)

Daniel Eutyche Mbadjoun Wapet, Salomé Ndjakomo Essiane, René Wamkeue, Patrick Juvet Gnetchejo

Journal of Power and Energy Engineering Vol.8 No.8，August 25, 2020

DOI: 10.4236/jpee.2020.88003 761 Downloads 2,125 Views Citations

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