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On the Stochastic Dominance of Portfolio Insurance Strategies (Articles)

Hela Maalej, Jean-Luc Prigent

Journal of Mathematical Finance Vol.6 No.1，February 5, 2016

DOI: 10.4236/jmf.2016.61002 5,283 Downloads 6,819 Views Citations
This article belongs to the Special Issue on Stochastic Dominance
Alternative Alphas from Hedge Fund ETF Speculation (Articles)

Peter C. L. Lin

Journal of Mathematical Finance Vol.6 No.1，February 17, 2016

DOI: 10.4236/jmf.2016.61004 4,732 Downloads 5,878 Views Citations
Do BRIC Countries’ Equity Markets Co-Move in Long Run? (Articles)

Amanjot Singh, Parneet Kaur

Theoretical Economics Letters Vol.6 No.2，March 31, 2016

DOI: 10.4236/tel.2016.62014 2,701 Downloads 4,088 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 2,970 Downloads 4,814 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
FII Ownership in Indian Equity Securities: The Firm-Level Determinants (Articles)

B. Hariprasad

Theoretical Economics Letters Vol.6 No.5，September 19, 2016

DOI: 10.4236/tel.2016.65095 2,016 Downloads 3,788 Views Citations
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 1,686 Downloads 3,075 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows When the Stock Price Is a Semimartingale (Articles)

Onthusitse Baraedi, Elias Offen

Journal of Mathematical Finance Vol.6 No.4，November 9, 2016

DOI: 10.4236/jmf.2016.64047 1,531 Downloads 2,520 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Financial Integration and Portfolio Diversification: Evidence from CIVETS Stock Markets (Articles)

Kashif Saleem, Osama Al-Hares, Sheraz Ahmed

Theoretical Economics Letters Vol.6 No.6，December 14, 2016

DOI: 10.4236/tel.2016.66121 1,519 Downloads 2,772 Views Citations
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 1,305 Downloads 2,518 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 2,137 Downloads 5,672 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 2,935 Downloads 7,821 Views Citations
Value Premium and Portfolio Return Regime: Evidence from European Equities (Articles)

Chikashi Tsuji

Modern Economy Vol.9 No.3，March 20, 2018

DOI: 10.4236/me.2018.93028 842 Downloads 1,667 Views Citations
Demand for Money in a Stochastic Environment (Articles)

Joseph Atta-Mensah

Journal of Mathematical Finance Vol.8 No.2，March 30, 2018

DOI: 10.4236/jmf.2018.82017 844 Downloads 2,621 Views Citations
A Method for Portfolio Selection Based on Joint Probability of Co-Movement of Multi-Assets (Articles)

Tianmin Zhou

Journal of Mathematical Finance Vol.8 No.3，August 7, 2018

DOI: 10.4236/jmf.2018.83034 1,109 Downloads 2,655 Views Citations
Portfolio Optimization in Jump Model under Inefficiencies in the Market (Articles)

Dereje Bekele, Ananda Kube, Dennis C. Ikpe

Journal of Mathematical Finance Vol.8 No.3，August 9, 2018

DOI: 10.4236/jmf.2018.83036 951 Downloads 2,088 Views Citations
Investment Decision Based on Entropy Theory (Articles)

Dechao Yin

Modern Economy Vol.10 No.4，April 19, 2019

DOI: 10.4236/me.2019.104083 1,231 Downloads 2,961 Views Citations
High Order Portfolio Optimization Problem with Transaction Costs (Articles)

Xin Li, Peiai Zhang

Modern Economy Vol.10 No.6，June 12, 2019

DOI: 10.4236/me.2019.106100 944 Downloads 2,149 Views Citations
The Impact of Home Equity and Housing Provident Fund on the Household’s Stock Investment (Articles)

Hanjuan Zhu

Open Journal of Social Sciences Vol.7 No.8，August 20, 2019

DOI: 10.4236/jss.2019.78016 653 Downloads 1,375 Views Citations
Trading Frequency Anomalies in Infant Markets: The Test for Returns and Sensitivity of Shares and Portfolios (Articles)

Shamis Moh’d, Ravindran Ramasamy, Zulkifflee Mohamed

Journal of Financial Risk Management Vol.8 No.4，December 3, 2019

DOI: 10.4236/jfrm.2019.84016 531 Downloads 1,303 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 840 Downloads 1,987 Views Citations

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