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Journal
Affiliation
ISSN
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Portfolio Management of 8 Australian Companies’ Stocks
(Articles)
Ke Lyu
Open Journal of Social Sciences
Vol.9 No.1
,January 28, 2021
DOI:
10.4236/jss.2021.91032
505
Downloads
1,492
Views
Citations
A Simple Model of Currency Notes Withdrawal
(Articles)
Siddhartha Chattopadhyay
,
Sohini Sahu
Theoretical Economics Letters
Vol.8 No.14
,October 26, 2018
DOI:
10.4236/tel.2018.814198
648
Downloads
1,608
Views
Citations
Research on Optimal Investment Portfolio of Enterprise Annuity under Investment Constraints
(Articles)
Xiaozheng Cao
American Journal of Industrial and Business Management
Vol.8 No.12
,December 24, 2018
DOI:
10.4236/ajibm.2018.812160
780
Downloads
1,983
Views
Citations
The Optimal Portfolio Model Based on Mean-CVaR
(Articles)
Xing Yu
,
Hongguo Sun
,
Guohua Chen
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13017
5,312
Downloads
10,500
Views
Citations
Energy Portfolio Management with Entry Decisions over an Infinite Horizon
(Articles)
Zhen Liu
Applied Mathematics
Vol.3 No.7
,June 21, 2012
DOI:
10.4236/am.2012.37113
4,203
Downloads
6,628
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
7,652
Downloads
13,530
Views
Citations
Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market
(Articles)
Yingying Xu
,
Zhuwu Wu
Journal of Financial Risk Management
Vol.3 No.2
,June 12, 2014
DOI:
10.4236/jfrm.2014.32003
3,088
Downloads
4,881
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
1,617
Downloads
2,907
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
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
881
Downloads
2,036
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
675
Downloads
1,735
Views
Citations
Determining Optimal Portfolio in a Three-Asset Portfolio Mix in Nigeria
(Articles)
Amenawo I. Offiong
,
Hodo B. Riman
,
Eyoanwan E. Eyo
Journal of Mathematical Finance
Vol.6 No.4
,October 11, 2016
DOI:
10.4236/jmf.2016.64041
10,733
Downloads
26,760
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows
(Articles)
Charles I. Nkeki
Journal of Mathematical Finance
Vol.3 No.1
,February 28, 2013
DOI:
10.4236/jmf.2013.31012
5,649
Downloads
9,169
Views
Citations
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
6,025
Downloads
9,825
Views
Citations
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
1,522
Downloads
5,646
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
1,145
Downloads
3,450
Views
Citations
This article belongs to the Special Issue on
Actuarial Science and Finance
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
642
Downloads
1,532
Views
Citations
Optimal Control of Assets Allocation on a Defined Contribution Pension Plan
(Articles)
Oteng Keganneng
,
Othusitse Basimanebotlhe
Open Access Library Journal
Vol.9 No.6
,June 30, 2022
DOI:
10.4236/oalib.1107970
171
Downloads
977
Views
Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model
(Articles)
Hui Zhao
,
Ximin Rong
,
Weiqin Ma
,
Bo Gao
Modern Economy
Vol.3 No.6
,October 31, 2012
DOI:
10.4236/me.2012.36092
4,313
Downloads
7,423
Views
Citations
A Liability Tracking Approach to Long Term Management of Pension Funds
(Articles)
Masashi Ieda
,
Takashi Yamashita
,
Yumiharu Nakano
Journal of Mathematical Finance
Vol.3 No.3
,August 22, 2013
DOI:
10.4236/jmf.2013.33040
4,467
Downloads
6,947
Views
Citations
The Effects of Transaction Cost and Correlation of Brownian Motions on an Insurer’s Optimal Investment Strategy through Logarithmic Utility Optimization under Modified Constant Elasticity of Variance (M-CEV) Model
(Articles)
Silas A. Ihedioha
,
Gbenga M. Ogungbenle
,
Philip T. Ajai
Open Access Library Journal
Vol.7 No.7
,July 13, 2020
DOI:
10.4236/oalib.1106488
138
Downloads
613
Views
Citations
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