Optimal Variational Merton Portfolios; Mean-Variance; Expected Wealth - Articles

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 764 Downloads 1,764 Views Citations
This article belongs to the Special Issue on Financial Modeling
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 138 Downloads 599 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 251 Downloads 1,212 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 190 Downloads 934 Views Citations
Optimal Coordinated Search for a Discrete Random Walker (Articles)

Abd-Elmoneim A. M. Teamah, Asmaa B. Elbery

Applied Mathematics Vol.10 No.5，May 23, 2019

DOI: 10.4236/am.2019.105025 766 Downloads 1,428 Views Citations
Quasi-Coordinate Search for a Randomly Moving Target (Articles)

A. A. M. Teamah, W. A. Afifi

Journal of Applied Mathematics and Physics Vol.7 No.8，August 19, 2019

DOI: 10.4236/jamp.2019.78124 520 Downloads 1,128 Views Citations
Pareto-Optimal Reinsurance Policies under TrTVaR Risk Measure (Articles)

Yadong Li, Ying Fang

Journal of Financial Risk Management Vol.10 No.3，August 30, 2021

DOI: 10.4236/jfrm.2021.103015 276 Downloads 1,029 Views Citations
Parametric Iteration Method for Solving Linear Optimal Control Problems (Articles)

Abdolsaeed Alavi, Aghileh Heidari

Applied Mathematics Vol.3 No.9，September 27, 2012

DOI: 10.4236/am.2012.39155 4,055 Downloads 6,893 Views Citations
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 5,739 Downloads 9,426 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 5,184 Downloads 7,114 Views Citations
Swimmer simulation using robot manipulator dynamics under steady water (Articles)

Kazunori Shinohara

Natural Science Vol.2 No.9，October 8, 2010

DOI: 10.4236/ns.2010.29117 5,019 Downloads 9,790 Views Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs (Articles)

Foad Shokrollahi

Journal of Mathematical Finance Vol.8 No.4，November 7, 2018

DOI: 10.4236/jmf.2018.84040 967 Downloads 1,898 Views Citations
Pricing the Idiosyncratic Risk in the Cost of Capital: A Comprehensive Model (Articles)

Federico Beltrame, Gianni Zorzi

Theoretical Economics Letters Vol.12 No.5，September 9, 2022

DOI: 10.4236/tel.2022.125065 200 Downloads 1,067 Views Citations
Research on Wealth Effect of Asset Reorganization in Tourism Industry: Case Study Based on Holistic Listing of Overseas Chinese Town Group (Articles)

Tingli Liu, Songling Yang, Wei Zhang

Journal of Service Science and Management Vol.5 No.4，December 26, 2012

DOI: 10.4236/jssm.2012.54041 4,596 Downloads 7,200 Views Citations
Rentiers and Workers-Capitalists in a Non-Classical Model (Articles)

Romar Correa

Journal of Mathematical Finance Vol.3 No.2A，April 29, 2013

DOI: 10.4236/jmf.2013.32A002 3,499 Downloads 5,791 Views Citations
This article belongs to the Special Issue on Multi-Agent Based Modelling in Finance
Spin-Offs and Their Impact on Shareholder Wealth: An Empirical Analysis on the German Capital Market (Articles)

Elmar Steurer, Ernst J. Fahling, Vinzenz Danner

Journal of Financial Risk Management Vol.10 No.4，October 29, 2021

DOI: 10.4236/jfrm.2021.104022 452 Downloads 2,903 Views Citations
Interest-Rate Modeling Conundrums (Articles)

Peter C. L. Lin

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

DOI: 10.4236/jmf.2014.45030 4,177 Downloads 5,262 Views Citations
From Rote to Wrote: College Admission via Secure ePortfolios (Articles)

Richard C. Larson, Soheil Sibdari

Creative Education Vol.11 No.9，September 8, 2020

DOI: 10.4236/ce.2020.119116 545 Downloads 1,732 Views Citations
This article belongs to the Special Issue on Creativity, Excellence and Innovation in Education
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico (Articles)

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

Modern Economy Vol.5 No.8，July 18, 2014

DOI: 10.4236/me.2014.58080 3,490 Downloads 5,214 Views Citations
Explaining the Causes of the Black-White Wealth Gap in the United States (Articles)

Amadu Jacky Kaba

Sociology Mind Vol.1 No.3，July 8, 2011

DOI: 10.4236/sm.2011.13017 8,473 Downloads 18,253 Views Citations

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