Inverse-Variance Portfolio - Articles - Scientific Research Publishing

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 1,952 Downloads 3,974 Views Citations
The Arab League: Export Earnings and Economic Development (Articles)

Raul Gouvea, Gautam Vora

Modern Economy Vol.8 No.4，April 27, 2017

DOI: 10.4236/me.2017.84045 1,695 Downloads 5,214 Views Citations
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 2,706 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 1,634 Downloads 6,353 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 3,751 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 1,268 Downloads 2,779 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 1,166 Downloads 2,201 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 1,690 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 707 Downloads 1,629 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 880 Downloads 2,170 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 1,113 Downloads 2,711 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 1,300 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 624 Downloads 1,643 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 684 Downloads 1,437 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 2,342 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 220 Downloads 713 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 774 Downloads 13,537 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 1,206 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 173 Downloads 690 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 119 Downloads 541 Views Citations

<...789 >

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies