Optimal Asset Allocation - Articles - Scientific Research Publishing

Optimal Asset Allocation for a Mean-Variance-CVaR Insurer under Regulatory Constraints (Articles)

Yu Shi, Xia Zhao, Xin Yan

American Journal of Industrial and Business Management Vol.9 No.7，July 24, 2019

DOI: 10.4236/ajibm.2019.97103 708 Downloads 1,586 Views Citations
Optimal Asset Allocation Strategy for Defined-Contribution Pension Plans with Different Power Utility Functions (Articles)

Qingping Ma

Open Access Library Journal Vol.1 No.4，July 21, 2014

DOI: 10.4236/oalib.1100754 1,710 Downloads 2,668 Views Citations
Analytical Hierarchy Process and Goal Programming Approach for Asset Allocation (Articles)

Komlan Sedzro, Arif Marouane, Tov Assogbavi

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

DOI: 10.4236/jmf.2012.21012 6,272 Downloads 12,199 Views Citations
The Return-Risk Performance——The Comparison of Asset Portfolio Performance of Institution Fund with That Based on Multifractal Detrended Fluctuation Approach (Articles)

Xiaobo Wen, Hui Wang, Zongfang Zhou, Hua Zhang

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

DOI: 10.4236/me.2012.34059 4,867 Downloads 7,259 Views Citations
Combining Upside and Downside Volatility in Investment Decision (Articles)

Riccardo Bramante, Silvia Facchinetti

Journal of Mathematical Finance Vol.12 No.1，February 9, 2022

DOI: 10.4236/jmf.2022.121006 208 Downloads 1,666 Views Citations
An Empirical Evaluation of Alternative Asset Allocation Policies for Emerging and Frontier Market Investors in Africa (Articles)

Okwaro Douglas Job

Journal of Financial Risk Management Vol.11 No.3，July 14, 2022

DOI: 10.4236/jfrm.2022.113024 175 Downloads 928 Views Citations
Risk Budgeting: A Tactical Asset Allocation Approach for Retirement Reserve Funds in Morocco (Articles)

Moulay Slimane Kabiri, Cherif El Msiyah, Otheman Nouisser

Journal of Financial Risk Management Vol.12 No.2，June 29, 2023

DOI: 10.4236/jfrm.2023.122011 222 Downloads 1,268 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 699 Downloads 1,691 Views Citations
Asset Allocation, Time Diversification and Portfolio Optimization for Retirement (Articles)

Kamphol Panyagometh

Technology and Investment Vol.2 No.2，June 3, 2011

DOI: 10.4236/ti.2011.22010 5,130 Downloads 10,726 Views Citations
The Effects of Systemic Risk on the Allocation between Value and Growth Portfolios (Articles)

Gabriel Penagos, Gonzalo Rubio

Journal of Mathematical Finance Vol.3 No.1A，March 29, 2013

DOI: 10.4236/jmf.2013.31A016 5,521 Downloads 9,092 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
An Extension of Some Results Due to Cox and Leland (Articles)

Andrew P. Leung, Wen Shi

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34043 3,563 Downloads 5,626 Views Citations
The Enlightenment to China from UK’s Pension Entering Capital Market (Articles)

Yuting Liu, Qingjun Meng, Yong Ma

American Journal of Industrial and Business Management Vol.6 No.8，August 29, 2016

DOI: 10.4236/ajibm.2016.68084 1,674 Downloads 2,572 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 1,421 Downloads 5,045 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
Asset Allocation Strategy with Non-Hierarchical Clustering Risk Parity Portfolio (Articles)

Kei Nakagawa, Takanobu Kawahara, Akio Ito

Journal of Mathematical Finance Vol.10 No.4，October 10, 2020

DOI: 10.4236/jmf.2020.104031 683 Downloads 2,804 Views Citations
Improving Portfolio Selection by Balancing Liquidity-Risk-Return: Evidence from Stock Markets (Articles)

Eder Oliveira Abensur, Wesley Pompeu de Carvalho

Theoretical Economics Letters Vol.12 No.2，April 12, 2022

DOI: 10.4236/tel.2022.122027 318 Downloads 1,774 Views Citations
Optimal Allocation of Radio Resource in Cellular LTE Downlink Based on Truncated Dynamic Programming under Uncertainty (Articles)

Abayomi M. Ajofoyinbo, Kehinde O. Orolu

Int'l J. of Communications, Network and System Sciences Vol.5 No.2，February 28, 2012

DOI: 10.4236/ijcns.2012.52015 4,990 Downloads 9,287 Views Citations
An Optimal Assignment Schedule of Staff-Subject Allocation (Articles)

Suleiman Kabiru, Bello Malam Saidu, Abdullahi Zubairu Abdul, Uba Ahmad Ali

Journal of Mathematical Finance Vol.7 No.4，September 30, 2017

DOI: 10.4236/jmf.2017.74042 3,901 Downloads 10,106 Views Citations
Research on the Laboratory Management Mode Based on the Optimal Allocation of Resources (Articles)

Bo Yang

Open Access Library Journal Vol.8 No.1，January 21, 2021

DOI: 10.4236/oalib.1107119 411 Downloads 1,552 Views Citations
Optimal Placement of Distribution Generation Sources in Hybrid Generation Network (Articles)

Danish Ali, Ward Ul Hijaz Paul, Md Safdar Ali, Mubassir Ahmad, Haroon Ashfaq

Smart Grid and Renewable Energy Vol.12 No.5，May 31, 2021

DOI: 10.4236/sgre.2021.125005 334 Downloads 1,905 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 6,891 Downloads 12,026 Views Citations

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