Inverse-Variance Portfolio - Articles - Scientific Research Publishing

Optimal Kelly Portfolio under Risk Constraints (Articles)

Xiaoyu Xing, Ziyue Wang, Mingzhou Zhang

Engineering Vol.17 No.3，March 26, 2025

DOI: 10.4236/eng.2025.173014 35 Downloads 192 Views Citations
Analysing and Optimising Bank Real Estate Portfolio by Using Impulse Response Function, Mahalanobis Distance and Financial Turbulence (Articles)

Ognjen Vukovic

Open Journal of Business and Management Vol.3 No.3，July 28, 2015

DOI: 10.4236/ojbm.2015.33032 2,637 Downloads 3,713 Views Citations
Option Portfolio Management in a Risk-Neutral World (Articles)

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

Journal of Mathematical Finance Vol.8 No.4，November 28, 2018

DOI: 10.4236/jmf.2018.84044 1,235 Downloads 2,978 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Performance of Risk Measures in Portfolio Construction on Central and South-East European Emerging Markets (Articles)

Jelena Vidovic

American Journal of Operations Research Vol.1 No.4，December 5, 2011

DOI: 10.4236/ajor.2011.14027 4,110 Downloads 7,877 Views Citations
Optimal Generator Portfolio in Day-Ahead Market under Uncertain Carbon Tax Policy (Articles)

Shengyuan Chen, Ming Zhao

American Journal of Operations Research Vol.1 No.4，December 5, 2011

DOI: 10.4236/ajor.2011.14031 4,431 Downloads 7,929 Views Citations
On the Insignificant Cross-Sectional Risk-Return Relationship (Articles)

Gerald H. L. Cheang, Joseph C. S. Kang, Michael Z. F. Li

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

DOI: 10.4236/jmf.2012.21004 4,818 Downloads 8,656 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 6,349 Downloads 10,880 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 4,801 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 10,012 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 12,149 Views Citations
Reassessing Export Diversification Strategies: A Cross-Country Comparison (Articles)

Raul Gouvea, Gautam Vora

Modern Economy Vol.6 No.1，January 23, 2015

DOI: 10.4236/me.2015.61009 4,246 Downloads 6,826 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 7,061 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 5,949 Views Citations
Evaluating Investments Using Higher Moments (Articles)

Demissew Diro Ejara

Modern Economy Vol.7 No.3，March 24, 2016

DOI: 10.4236/me.2016.73035 2,119 Downloads 3,287 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 5,362 Downloads 10,698 Views Citations

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