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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
7,666
Downloads
13,560
Views
Citations
A General Criterion of Choice, with Discussion of Borch Paradox
(Articles)
Benito V. Frosini
Theoretical Economics Letters
Vol.4 No.8
,October 22, 2014
DOI:
10.4236/tel.2014.48087
2,132
Downloads
3,028
Views
Citations
Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors
(Articles)
Séverine Plunus
,
Roland Gillet
,
Georges Hübner
American Journal of Industrial and Business Management
Vol.5 No.6
,June 9, 2015
DOI:
10.4236/ajibm.2015.56035
4,152
Downloads
5,129
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
819
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
5,051
Downloads
6,962
Views
Citations
The Effect of Prices on Risk Aversion
(Articles)
Richard Watt
,
Francisco J. Vázquez
Theoretical Economics Letters
Vol.2 No.1
,February 23, 2012
DOI:
10.4236/tel.2012.21007
6,718
Downloads
11,515
Views
Citations
Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis
(Articles)
Jun Qi
,
Lan Yi
Journal of Mathematical Finance
Vol.7 No.3
,August 31, 2017
DOI:
10.4236/jmf.2017.73040
1,009
Downloads
1,837
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
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
4,064
Downloads
5,636
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
1,367
Downloads
3,561
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
869
Downloads
2,601
Views
Citations
Quantum Mechanics Approach for Risk Aversion, Prudence, and Temperance
(Articles)
Miwaka Yamashita
Journal of Mathematical Finance
Vol.14 No.1
,February 29, 2024
DOI:
10.4236/jmf.2024.141007
46
Downloads
165
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
13,417
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
2,503
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
Hedge Fund Investing or Mutual Fund Investing: An Application of Multi-Attribute Utility Theory
(Articles)
Rebecca Abraham
Theoretical Economics Letters
Vol.9 No.4
,March 28, 2019
DOI:
10.4236/tel.2019.94042
999
Downloads
2,716
Views
Citations
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
651
Downloads
1,490
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
682
Downloads
1,750
Views
Citations
On Some Class of Distance Functions for Measuring Portfolio Efficiency
(Articles)
Carlos Barros
,
Walter Briec
,
Hermann Ratsimbanierana
Journal of Mathematical Finance
Vol.1 No.2
,August 25, 2011
DOI:
10.4236/jmf.2011.12003
4,921
Downloads
9,907
Views
Citations
Optimal Portfolio Selection of Wind Power Plants Using a Stochastic Risk-Averse Optimization Model, Considering the Wind Complementarity of the Sites and a Budget Constraint
(Articles)
Luiz A. S. Camargo
,
Laís D. Leonel
,
Pedro S. Rosa
,
Dorel S. Ramos
Energy and Power Engineering
Vol.12 No.8
,August 12, 2020
DOI:
10.4236/epe.2020.128028
569
Downloads
1,260
Views
Citations
This article belongs to the Special Issue on
Wind Energy
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