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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
4,065
Downloads
5,637
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
9,149
Downloads
13,419
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
1,007
Downloads
2,506
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
5,052
Downloads
6,964
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
5,705
Downloads
11,121
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
1,369
Downloads
3,564
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
872
Downloads
2,605
Views
Citations
Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets
(Articles)
Rafiqul Bhuyan
,
James Kuhle
,
Nuriddin Ikromov
,
Charles Chiemeke
Journal of Mathematical Finance
Vol.4 No.2
,February 19, 2014
DOI:
10.4236/jmf.2014.42010
7,667
Downloads
13,562
Views
Citations
The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market
(Articles)
Jiang Ye
,
Yiwei Wang
,
Muhammad Wajid Raza
Journal of Mathematical Finance
Vol.12 No.3
,August 25, 2022
DOI:
10.4236/jmf.2022.123030
154
Downloads
820
Views
Citations
Inflation and Portfolio Management
(Articles)
Di Ma
Open Journal of Social Sciences
Vol.11 No.3
,March 29, 2023
DOI:
10.4236/jss.2023.113022
105
Downloads
519
Views
Citations
Portfolio Optimization under Cardinality Constraints: A Comparative Study
(Articles)
Henri Claver Jimbo
,
Isidore Seraphin Ngongo
,
Nicolas Gabriel Andjiga
,
Takeru Suzuki
,
Charles Awona Onana
Open Journal of Statistics
Vol.7 No.4
,August 31, 2017
DOI:
10.4236/ojs.2017.74051
2,211
Downloads
5,003
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
1,360
Downloads
2,840
Views
Citations
Finding the Efficient Frontier for a Mixed Integer Portfolio Choice Problem Using a Multiobjective Algorithm
(Articles)
K. P. ANAGNOSTOPOULOS
,
G. MAMANIS
iBusiness
Vol.1 No.2
,December 18, 2009
DOI:
10.4236/ib.2009.12013
6,446
Downloads
10,747
Views
Citations
Portfolio Selection by Maximizing Omega Function using Differential Evolution
(Articles)
PEKÁR Juraj
,
BREZINA Ivan
,
ČIČKOVÁ Zuzana
,
REIFF Marian
Technology and Investment
Vol.4 No.1B
,January 17, 2013
DOI:
10.4236/ti.2013.41B012
5,509
Downloads
7,485
Views
Citations
Investment Market Environment and Decision Making for Equity Portfolio Selection
(Articles)
Paluku Kazimoto
American Journal of Industrial and Business Management
Vol.6 No.4
,April 26, 2016
DOI:
10.4236/ajibm.2016.64046
2,522
Downloads
3,695
Views
Citations
Portfolio Selection under Condition of Variable Weights
(Articles)
Reza Keykhaei
,
Mohammad Taghi Jahandideh
Applied Mathematics
Vol.3 No.10A
,November 1, 2012
DOI:
10.4236/am.2012.330210
4,540
Downloads
7,087
Views
Citations
This article belongs to the Special Issue on
Optimization
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
5,559
Downloads
7,841
Views
Citations
This article belongs to the Special Issue on
Probability and Its Applications
On Asymptotic Behaviors of Exponential Hedging in the Basis-Risk Model
(Articles)
Kazuhiro Takino
Journal of Mathematical Finance
Vol.5 No.2
,May 27, 2015
DOI:
10.4236/jmf.2015.52020
3,424
Downloads
4,354
Views
Citations
Optimal Investment Problem for Life Insurance Company by Considering Health-Level
(Articles)
Jiachen Chen
,
Ximin Rong
,
Hui Zhao
Modern Economy
Vol.10 No.4
,April 9, 2019
DOI:
10.4236/me.2019.104075
708
Downloads
1,599
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
Optimal Asset Allocation for a Mean-Variance-CVaR Insurer under Regulatory Constraints
(Articles)
Yu Shi
,
Xia Zhao
,
Xin Yan
American Journal of Industrial and Business Management
Vol.9 No.7
,July 24, 2019
DOI:
10.4236/ajibm.2019.97103
653
Downloads
1,494
Views
Citations
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