Online Portfolio Selection - Articles - Scientific Research Publishing

Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model (Articles)

Chunxiang A, Yi Shao

Journal of Mathematical Finance Vol.7 No.3，July 31, 2017

DOI: 10.4236/jmf.2017.73037 1,342 Downloads 2,753 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
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 1,650 Downloads 6,455 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 1,251 Downloads 3,821 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi

Journal of Mathematical Finance Vol.8 No.2，May 31, 2018

DOI: 10.4236/jmf.2018.82029 1,283 Downloads 2,857 Views Citations
The Influence of Margin Trading and Short Selling on the Price Efficiency of China’s Stock Market—Based on Portfolio Perspective (Articles)

Linjie Huang

American Journal of Industrial and Business Management Vol.9 No.1，January 10, 2019

DOI: 10.4236/ajibm.2019.91004 1,179 Downloads 2,270 Views Citations
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 714 Downloads 1,658 Views Citations
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting (Articles)

Baojun Bian, Xinfu Chen, Xudong Zeng

Journal of Mathematical Finance Vol.9 No.3，August 20, 2019

DOI: 10.4236/jmf.2019.93020 893 Downloads 2,226 Views Citations
This article belongs to the Special Issue on Financial Econometrics
A General Framework of Optimal Investment (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3，August 27, 2019

DOI: 10.4236/jmf.2019.93028 1,125 Downloads 2,764 Views Citations
Portfolio Research Based on Mean-Realized Variance-CVaR and Random Matrix Theory under High-Frequency Data (Articles)

Yajie Yang, Yipin Zhu, Xia Zhao

Journal of Financial Risk Management Vol.9 No.4，December 11, 2020

DOI: 10.4236/jfrm.2020.94026 649 Downloads 1,716 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 698 Downloads 1,473 Views Citations
Analysis of Risk Measures in Portfolio Optimization for the Uganda Securities Exchange (Articles)

Criscent Birungi, Lucy Muthoni

Journal of Financial Risk Management Vol.10 No.2，June 7, 2021

DOI: 10.4236/jfrm.2021.102008 509 Downloads 2,406 Views Citations
Factors Influencing Loan Portfolio Quality of Microfinance Institutions in Haiti (Articles)

Rocheny Sifrain

Journal of Financial Risk Management Vol.11 No.1，March 4, 2022

DOI: 10.4236/jfrm.2022.111005 805 Downloads 13,897 Views Citations
Portfolio Management Problem with Stochastic Wage Income and Inflation-Adjusted Wealth (Articles)

Stanley Jere, George Mukupa, Edwin Moyo

Journal of Mathematical Finance Vol.13 No.2，May 23, 2023

DOI: 10.4236/jmf.2023.132010 180 Downloads 731 Views Citations
Analysis of Strategy for Extending Patent Protection of Rucaparib (Articles)

Zhifeng Wang

Journal of Biosciences and Medicines Vol.11 No.9，August 30, 2023

DOI: 10.4236/jbm.2023.119002 139 Downloads 592 Views Citations
Country-Level Indicators and Foreign Exchange Returns (Articles)

Hongwei Zhai

Modern Economy Vol.14 No.11，November 22, 2023

DOI: 10.4236/me.2023.1411079 115 Downloads 491 Views Citations
Can We Optimize Stock Price?—A Mathematical Driven Stock Price Optimization Model in Finance Based on Desirability Function (Articles)

Jayanta K. Pokharel, Chris P. Tsokos

Journal of Financial Risk Management Vol.13 No.3，July 24, 2024

DOI: 10.4236/jfrm.2024.133021 139 Downloads 534 Views Citations
Semantic Diversification in Equity Portfolios (Articles)

Crina Pungulescu

Theoretical Economics Letters Vol.15 No.1，February 10, 2025

DOI: 10.4236/tel.2025.151011 37 Downloads 184 Views Citations
Portfolios, Stock Market Indices and Investment Strategies (Articles)

Yihan Wu

Open Journal of Business and Management Vol.13 No.3，May 22, 2025

DOI: 10.4236/ojbm.2025.133109 48 Downloads 302 Views Citations
Q-Learning-Based Adaptive Waveform Selection in Cognitive Radar (Articles)

Bin WANG, Jinkuan WANG, Xin SONG, Fulai LIU

Int'l J. of Communications, Network and System Sciences Vol.2 No.7，October 21, 2009

DOI: 10.4236/ijcns.2009.27077 5,479 Downloads 9,832 Views Citations
Radio Access Selection in Integrated UMTS/WLAN Networks (Articles)

I. MODEAS, A. KALOXYLOS, G. LAMPROPOULOS, N. PASSAS, L. MERAKOS

Int'l J. of Communications, Network and System Sciences Vol.2 No.9，December 21, 2009

DOI: 10.4236/ijcns.2009.29094 5,108 Downloads 9,658 Views Citations

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