Portfolio Insurance; Optimization; Dynamic Replication; Investment Strategy - Articles

Optimization of Dynamic Portfolio Insurance Model (Articles)

Yuan Yao

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22019 9,294 Downloads 15,038 Views Citations
An Alternative Method of Stochastic Optimization: The Portfolio Model (Articles)

Moawia Alghalith

Applied Mathematics Vol.2 No.7，July 15, 2011

DOI: 10.4236/am.2011.27123 4,666 Downloads 8,968 Views Citations
Application of Interval Valued Fuzzy Linear Programming for Stock Portfolio Optimization (Articles)

Deyu Yin

Applied Mathematics Vol.9 No.2，February 22, 2018

DOI: 10.4236/am.2018.92007 1,116 Downloads 2,630 Views Citations
Performance of Quantitative Investment Strategies in Different Market Cycles: A Comparative Analysis (Articles)

Jiaxu Li

Open Journal of Social Sciences Vol.12 No.12，December 27, 2024

DOI: 10.4236/jss.2024.1212033 57 Downloads 474 Views Citations
Portfolio Size in Stochastic Portfolio Networks Using Digital Portfolio Theory (Articles)

C. Kenneth Jones

Journal of Mathematical Finance Vol.3 No.2，May 24, 2013

DOI: 10.4236/jmf.2013.32028 6,943 Downloads 12,133 Views Citations
Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk (Articles)

Obonye Doctor

Journal of Mathematical Finance Vol.11 No.2，March 2, 2021

DOI: 10.4236/jmf.2021.112008 696 Downloads 1,463 Views Citations
Control strategy optimization using dynamic programming method for synergic electric system on hybrid electric vehicle (Articles)

Yuan-Bin Yu, Qing-Nian Wang, Hai-Tao Min, Peng-Yu Wang, Chun-Guang Hao

Natural Science Vol.1 No.3，December 15, 2009

DOI: 10.4236/ns.2009.13030 7,162 Downloads 14,071 Views Citations
Generalized Stochastic Processes: The Portfolio Model (Articles)

Moawia Alghalith

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22022 4,152 Downloads 8,146 Views Citations
A New Class of Time-Consistent Dynamic Risk Measures and its Application (Articles)

Rui Gao, Zhiping Chen

Technology and Investment Vol.4 No.1B，January 17, 2013

DOI: 10.4236/ti.2013.41B008 4,983 Downloads 6,818 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 6,143 Downloads 10,054 Views Citations
Dynamic Model for Planning and Business Optimization (Articles)

Sergio A. David, Clivaldo Oliveira, Derick D. Quintino

Modern Economy Vol.3 No.4，July 24, 2012

DOI: 10.4236/me.2012.34049 5,769 Downloads 9,360 Views Citations
Optimal Portfolio Control with Unknown Horizon (Articles)

Moawia Alghalith

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

DOI: 10.4236/jmf.2012.21005 4,025 Downloads 7,995 Views Citations
The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock (Articles)

Paulina Nangolo, Elias Rabson Offen, Othusitse Basmanebothe

Journal of Mathematical Finance Vol.13 No.2，May 25, 2023

DOI: 10.4236/jmf.2023.132012 198 Downloads 1,365 Views Citations
Call and Put Option Pricing with Discrete Linear Investment Strategy (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1，January 29, 2022

DOI: 10.4236/jmf.2022.121005 307 Downloads 1,249 Views Citations
Hybrid Decision Models in Non-Proportional Reinsurance (Articles)

Maik Wagner

Technology and Investment Vol.1 No.1，March 1, 2010

DOI: 10.4236/ti.2010.11008 5,048 Downloads 9,211 Views Citations
New Techniques in Project Management (Articles)

Cameron Fisher

American Journal of Industrial and Business Management Vol.4 No.12，December 9, 2014

DOI: 10.4236/ajibm.2014.412080 8,946 Downloads 14,464 Views Citations
Economic Benefit Estimating of Polydimensional Efficiency Measurement Model Implementation (Articles)

Andrey Aleksandrovich Shishkin, Olga Andreevna Tyugai

Open Journal of Applied Sciences Vol.5 No.3，March 25, 2015

DOI: 10.4236/ojapps.2015.53011 2,692 Downloads 3,743 Views Citations
The Constrained Mean-Semivariance Portfolio Optimization Problem with the Support of a Novel Multiobjective Evolutionary Algorithm (Articles)

K. Liagkouras, K. Metaxiotis

Journal of Software Engineering and Applications Vol.6 No.7B，October 23, 2013

DOI: 10.4236/jsea.2013.67B005 7,764 Downloads 9,735 Views Citations
A New Method of Estimating the Asset Rate of Return (Articles)

Moawia Alghalith, Tracy Polius

Theoretical Economics Letters Vol.1 No.1，June 1, 2011

DOI: 10.4236/tel.2011.11001 4,460 Downloads 10,258 Views Citations
Portfolio Optimization without the Self-Financing Assumption (Articles)

Moawia Alghalith

Advances in Pure Mathematics Vol.1 No.3，June 3, 2011

DOI: 10.4236/apm.2011.13018 4,541 Downloads 10,446 Views Citations

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