Portfolio Management - Articles - Scientific Research Publishing

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
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 6,828 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 7,063 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 5,950 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 5,363 Downloads 10,702 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 1,952 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 1,696 Downloads 5,217 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 1,638 Downloads 6,358 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 3,752 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 2,202 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 1,630 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 2,171 Views Citations
This article belongs to the Special Issue on Financial Econometrics
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 1,302 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

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