First Passage-Time; Mean-Variance Portfolios; Semi-Infinite Programming - Articles

Bounds for Goal Achieving Probabilities of Mean-Variance Strategies with a No Bankruptcy Constraint (Articles)

Alexandre Scott, Francois Watier

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A278 5,627 Downloads 7,970 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility (Articles)

René Ferland, François Watier

Applied Mathematics Vol.13 No.7，July 19, 2022

DOI: 10.4236/am.2022.137038 124 Downloads 551 Views Citations
Model and Statistical Analysis of the Motion of a Tired Random Walker in Continuum (Articles)

Muktish Acharyya

Journal of Modern Physics Vol.6 No.14，November 16, 2015

DOI: 10.4236/jmp.2015.614208 2,284 Downloads 2,999 Views Citations
On the Reflected Geometric Brownian Motion with Two Barriers (Articles)

Lidong Zhang, Ziping Du

Intelligent Information Management Vol.2 No.4，May 7, 2010

DOI: 10.4236/iim.2010.23034 6,237 Downloads 10,816 Views Citations
An Efficient and Concise Algorithm for Convex Quadratic Programming and Its Application to Markowitz’s Portfolio Selection Model (Articles)

Zhongzhen Zhang, Huayu Zhang

Technology and Investment Vol.2 No.4，November 4, 2011

DOI: 10.4236/ti.2011.24024 9,225 Downloads 13,383 Views Citations
Exit Probability and First Passage Time of a Lazy Pearson Walker: Scaling Behaviour (Articles)

Muktish Acharyya

Applied Mathematics Vol.7 No.12，July 27, 2016

DOI: 10.4236/am.2016.712119 1,462 Downloads 2,713 Views Citations
Analysis of Residence Time in the Measurement of Radon Activity by Passive Diffusion in an Open Volume: A Micro-Statistical Approach (Articles)

M. P. Silverman

World Journal of Nuclear Science and Technology Vol.7 No.4，August 30, 2017

DOI: 10.4236/wjnst.2017.74020 1,007 Downloads 1,844 Views Citations
Optimal Variational Portfolios with Inflation Protection Strategy and Efficient Frontier of Expected Value of Wealth for a Defined Contributory Pension Scheme (Articles)

Joshua O. Okoro, Charles I. Nkeki

Journal of Mathematical Finance Vol.3 No.4，November 27, 2013

DOI: 10.4236/jmf.2013.34050 3,498 Downloads 5,742 Views Citations
Brownian Motion of Radioactive Particles: Derivation and Monte Carlo Test of Spatial and Temporal Distributions (Articles)

M. P. Silverman, Akrit Mudvari

World Journal of Nuclear Science and Technology Vol.8 No.2，April 30, 2018

DOI: 10.4236/wjnst.2018.82009 971 Downloads 2,641 Views Citations
The Mean-Variance Model Revisited with a Cash Account (Articles)

Chonghui Jiang, Yongkai Ma, Yunbi An

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

DOI: 10.4236/jmf.2012.21006 5,832 Downloads 10,649 Views Citations
Continuous-Time Mean-Variance Portfolio Selection with Partial Information (Articles)

Wan-Kai Pang, Yuan-Hua Ni, Xun Li, Ka-Fai Cedric Yiu

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45033 4,174 Downloads 5,825 Views Citations
Portfolio Optimization under Threshold Accepting: Further Evidence from a Frontier Market (Articles)

Josephine M. Masese, Ferdinand Othieno, Carolyn Njenga

Journal of Mathematical Finance Vol.7 No.4，November 28, 2017

DOI: 10.4236/jmf.2017.74052 1,436 Downloads 2,858 Views Citations
Portfolio Optimization of Some Stocks on the Ghana Stock Exchange Using the Markowitz Mean-Variance Approach (Articles)

Anuwoje Ida Logubayom, Togborlo Annani Victor

Journal of Financial Risk Management Vol.8 No.1，March 22, 2019

DOI: 10.4236/jfrm.2019.81003 1,503 Downloads 3,674 Views Citations
Mean-Variance Portfolio Choice with Uncertain Variance-Covariance Matrix (Articles)

Wei Guo, Yichao Wang, Danping Qiu

Journal of Financial Risk Management Vol.9 No.2，April 23, 2020

DOI: 10.4236/jfrm.2020.92004 1,010 Downloads 2,735 Views Citations
Conceptual Analysis of a Time-Dependent Double-Diffusive Flow over a Semi-Infinite Vertical Plate (Articles)

Sunday Ojima Abah, Umar Suleiman, Joseph Enemona Idoko

Journal of Applied Mathematics and Physics Vol.2 No.4，March 5, 2014

DOI: 10.4236/jamp.2014.24002 3,078 Downloads 4,980 Views Citations
Continued Fraction Method for Approximation of Heat Conduction Dynamics in a Semi-Infinite Slab (Articles)

Jietae Lee, Dong Hyun Kim

Applied Mathematics Vol.5 No.7，April 15, 2014

DOI: 10.4236/am.2014.57100 3,702 Downloads 5,298 Views Citations
This article belongs to the Special Issue on Continued Fractions and Geometric Function Theory
Necessary Optimality Conditions for Multi-Objective Semi-Infinite Variational Problem (Articles)

Bharti Sharma, Promila Kumar

American Journal of Operations Research Vol.6 No.1，January 22, 2016

DOI: 10.4236/ajor.2016.61006 4,267 Downloads 5,211 Views Citations
The Strain/Stress Fields of a Subsurface Rectangular Dislocation Loop Parallel to the Surface of a Half Medium: Analytical Solution with Verification (Articles)

Luo Li, Tariq A. Khraishi, Abu Bakar Siddique

Journal of Applied Mathematics and Physics Vol.9 No.1，January 27, 2021

DOI: 10.4236/jamp.2021.91011 417 Downloads 1,252 Views Citations
The Effects of Objects-First and Objects-Late Methods on Achievements of OOP Learners (Articles)

Murat Pasa Uysal

Journal of Software Engineering and Applications Vol.5 No.10，October 31, 2012

DOI: 10.4236/jsea.2012.510094 4,675 Downloads 7,232 Views Citations
On Discrete Cosmology, Gravitation and Mechanics (Articles)

José Alcauza

Journal of High Energy Physics, Gravitation and Cosmology Vol.5 No.4，October 22, 2019

DOI: 10.4236/jhepgc.2019.54066 484 Downloads 1,050 Views Citations

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