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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
855
Downloads
2,042
Views
Citations
Statistical Arbitrage Strategy in Multi-Asset Market Using Time Series Analysis
(Articles)
Takahiro Imai
,
Kei Nakagawa
Journal of Mathematical Finance
Vol.10 No.2
,May 21, 2020
DOI:
10.4236/jmf.2020.102020
1,569
Downloads
5,651
Views
Citations
This article belongs to the Special Issue on
Finance and Portfolio Management
The Mean Deviation from the Median of the Dagum Distribution
(Articles)
Marin Claudia
,
Domenico Leogrande
,
Fabio Manca
Applied Mathematics
Vol.11 No.10
,October 14, 2020
DOI:
10.4236/am.2020.1110062
417
Downloads
1,349
Views
Citations
Mean Difference of Truncated Normal Distribution
(Articles)
Giovanni Girone
,
Antonella Massari
,
Fabio Manca
,
Claudia Marin
Applied Mathematics
Vol.11 No.11
,November 20, 2020
DOI:
10.4236/am.2020.1111078
346
Downloads
1,721
Views
Citations
A New Regression Type Estimator and Its Application in Survey Sampling
(Articles)
M. Zahid Hasan
,
M. Sultana
,
K. Fatema
,
Md. Ali Hossain
,
M. Murad Hossain
Open Journal of Statistics
Vol.10 No.6
,December 10, 2020
DOI:
10.4236/ojs.2020.106057
1,517
Downloads
3,172
Views
Citations
Effect of Mulching and/or Watering on Soil Moisture for Growth and Survival of the Transplanted Tree Seedlings in Dry Period
(Articles)
Huruy Frezghi
,
Nitsihti Abay
,
Tadesse Yohannes
American Journal of Plant Sciences
Vol.12 No.2
,February 26, 2021
DOI:
10.4236/ajps.2021.122013
643
Downloads
2,300
Views
Citations
On Maps Preserving Unitarily Invariant Norms of the Spectral Geometric Mean
(Articles)
Hongjie Chen
,
Lei Li
,
Zheng Shi
,
Liguang Wang
Journal of Applied Mathematics and Physics
Vol.9 No.4
,April 15, 2021
DOI:
10.4236/jamp.2021.94041
340
Downloads
856
Views
Citations
A Note on the Mean Value Theorems
(Articles)
Kung Kuen Tse
Advances in Pure Mathematics
Vol.11 No.5
,May 19, 2021
DOI:
10.4236/apm.2021.115026
350
Downloads
1,548
Views
Citations
Response of Permafrost Thermal Regime to Climate Change over Northern Hemisphere in the 21st Century
(Articles)
Wenhao Yang
,
Hongxia Shi
Journal of Geoscience and Environment Protection
Vol.9 No.9
,September 28, 2021
DOI:
10.4236/gep.2021.99006
218
Downloads
960
Views
Citations
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
141
Downloads
608
Views
Citations
Study on the Dynamics of an SIR Epidemic Model with Saturated Growth Rate
(Articles)
Yiting Lu
,
Wenwen Wang
,
Hui Chen
,
Yuming Yan
,
Xiaoliang Zhou
Journal of Applied Mathematics and Physics
Vol.10 No.7
,July 20, 2022
DOI:
10.4236/jamp.2022.107148
187
Downloads
877
Views
Citations
Optimizing the Computation of Many-Pair Density Matrix in VDPC
(Articles)
Jin Li
,
Wanli Ma
Journal of Applied Mathematics and Physics
Vol.10 No.7
,July 28, 2022
DOI:
10.4236/jamp.2022.107157
157
Downloads
555
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
253
Downloads
1,233
Views
Citations
Propagation Model Optimization Based on Ion Motion Optimization Algorithm for Efficient Deployment of eLTE Network
(Articles)
Deussom Djomadji Eric Michel
,
Tsague Njatsa Austene Beldine
,
Tonye Emmanuel
Journal of Computer and Communications
Vol.10 No.11
,November 30, 2022
DOI:
10.4236/jcc.2022.1011012
145
Downloads
639
Views
Citations
COST 231-Hata Propagation Model Optimization in 1800 MHz Band Based on Magnetic Optimization Algorithm: Application to the City of Limbé
(Articles)
Eric Michel Deussom Djomadji
,
Kabiena Ivan Basile
,
Fobasso Segnou Thierry
,
Tonye Emanuel
Journal of Computer and Communications
Vol.11 No.2
,February 27, 2023
DOI:
10.4236/jcc.2023.112005
163
Downloads
1,184
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
193
Downloads
943
Views
Citations
Okumura Hata Propagation Model Optimization in 400 MHz Band Based on Differential Evolution Algorithm: Application to the City of Bertoua
(Articles)
Eric Michel Deussom Djomadji
,
Ivan Basile Kabiena
,
Joel Thibaut Mandengue
,
Felix Watching
,
Emmanuel Tonye
Journal of Computer and Communications
Vol.11 No.5
,May 29, 2023
DOI:
10.4236/jcc.2023.115005
179
Downloads
881
Views
Citations
Temporal Variability of Extreme Precipitation in Jiangxi during 1961-2018
(Articles)
Kaimei Zhang
,
Fengen Huang
,
Zijie Huang
,
Hua Yang
Open Journal of Geology
Vol.13 No.5
,May 31, 2023
DOI:
10.4236/ojg.2023.135022
124
Downloads
525
Views
Citations
Wind Speed and Power Density Analysis for Sustainable Energy in Batouri, East Region of Cameroon
(Articles)
Pierre Pokem
,
Elie Bertrand Kengne Signe
,
Jean Nganhou
,
Yaouba
Journal of Power and Energy Engineering
Vol.11 No.6
,June 29, 2023
DOI:
10.4236/jpee.2023.116005
161
Downloads
646
Views
Citations
Evolutive Trend of Water Level in the Ebrie Lagoon by Reconstitution of the Tide Gauge Time Series in Front of the Abidjan Coastline (Côte d’Ivoire)
(Articles)
Samassy Rokyatou Yéo
,
Kokoa Chia Marie Reine Allialy
,
Tano Anoumou Rene
,
Mondé Sylvain
,
Sangaré Seydou
,
Kouadio Affian
Journal of Water Resource and Protection
Vol.15 No.10
,October 20, 2023
DOI:
10.4236/jwarp.2023.1510029
169
Downloads
700
Views
Citations
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