Mean-Variance Portfolio Selection with Margin Requirements

Mean-Variance Portfolio Selection with Margin Requirements

Saved in:

Bibliographic Details
Main Authors:	Yuan Zhou, Zhe Wu
Format:	Article
Language:	English
Published:	Wiley 2013-01-01
Series:	Journal of Mathematics
Online Access:	http://dx.doi.org/10.1155/2013/726297
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate
by: Shuang Li, et al.
Published: (2020-01-01)

Viscosity Solution of Mean-Variance Portfolio Selection of a Jump Markov Process with No-Shorting Constraints
by: Moussa Kounta
Published: (2016-01-01)

Mean-Variance optimal portfolio selection integrated with support vector and fuzzy support vector machines
by: Simrandeep Kaur, et al.
Published: (2024-07-01)

Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint
by: Nebojsa Bacanin, et al.
Published: (2014-01-01)

Fuzzy Neural Network for Fuzzy Quadratic Programming With Penalty Function and Mean-Variance Markowitz Portfolio Model
by: Izaz Ullah Khan, et al.
Published: (2024-01-01)

A Mixed Project-and-Stock Portfolio Optimization Model with Mean-SemiVariance-SemiEntropy Approach
by: Amirhosein Khayyatian, et al.
Published: (2024-07-01)

Dynamic Mean-Variance Model with Borrowing Constraint under the Constant Elasticity of Variance Process
by: Hao Chang, et al.
Published: (2013-01-01)

Dynamics of Mean-Variance-Skewness of Cumulative Crop Yield Impact Temporal Yield Variance
by: Abdullah A. Jaradat
Published: (2011-01-01)

A Novel Online Portfolio Selection Strategy with Multiperiodical Asymmetric Mean Reversion
by: Zijin Peng, et al.
Published: (2020-01-01)

The Possibilistic Mean-Variance Model with Uncertain Possibility Distributions
by: Furkan Göktaş
Published: (2024-06-01)

Mean-Variance Hedging and Forward-Backward Stochastic Differential Filtering Equations
by: Guangchen Wang, et al.
Published: (2011-01-01)

The Study of Mean-Variance Risky Asset Management with State-Dependent Risk Aversion under Regime Switching Market
by: Shuang Li, et al.
Published: (2021-01-01)

Multiperiod Telser’s Safety-First Portfolio Selection with Regime Switching
by: Chuangwei Lin, et al.
Published: (2018-01-01)

On the Computation of the Efficient Frontier of the Portfolio Selection Problem
by: Clara Calvo, et al.
Published: (2012-01-01)

Stochastic Portfolio Selection Problem with Reliability Criteria
by: Xiangsong Meng, et al.
Published: (2016-01-01)

PORTFOLIO AS AN INSTRUMENTAL MEANS OF SELF-EVALUATION OF EDUCATIONAL AND PROFESSIONAL ACHIEVEMENTS OF STUDENTS
by: E. F. Zeer, et al.
Published: (2018-07-01)

Mathematical Analyses of the Upper and Lower Possibilistic Mean – Variance Models and Their Extensions to Multiple Scenarios
by: Furkan Göktaş
Published: (2023-06-01)

An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection
by: Wei Chen
Published: (2014-01-01)

Jesus and the marginalized: attaching pastoral meaning to Luke 4:14-30
by: J. Steyn, et al.
Published: (2010-12-01)

On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach
by: Omid Solaymani Fard, et al.
Published: (2017-01-01)

Continuous Time Portfolio Selection under Conditional Capital at Risk
by: Gordana Dmitrasinovic-Vidovic, et al.
Published: (2010-01-01)

Portfolio Selection with Liability and Affine Interest Rate in the HARA Utility Framework
by: Hao Chang, et al.
Published: (2014-01-01)

The variance-gamma ratio distribution
by: Gaunt, Robert E., et al.
Published: (2023-10-01)

Estimation of variance of complex estimator
by: Jurgita Čimžaitė, et al.
Published: (2004-12-01)

Modeling Injury Severity for Nighttime and Daytime Crashes by Using Random Parameter Logit Models Accounting for Heterogeneity in Means and Variances
by: Chenzhu Wang, et al.
Published: (2022-01-01)

Exploring Factors Influencing Crash Occurrence Involving Autonomous Vehicle: Random Parameters Model With Heterogeneity in Means and Variances Approach
by: Haocheng Li, et al.
Published: (2025-01-01)

THE SELECTION OF SMALL AND MEDIUM CAPITALIZATION ANALYSIS METHODS APPLIED IN INVESTOR PORTFOLIO FORMATION
by: A. Gulyatkin
Published: (2016-10-01)

Numerical Solutions to Optimal Portfolio Selection and Consumption Strategies under Stochastic Volatility
by: Lei Ge, et al.
Published: (2020-01-01)

An Incremental-Hybrid-Yager’s Entropy Model for Dynamic Portfolio Selection with Fuzzy Variable
by: Yin Li, et al.
Published: (2018-01-01)

Marginal Analysis: An Economic Procedure for Selecting Alternative Technologies/Practices
by: Edward A. Evans
Published: (2005-07-01)

Marginal Analysis: An Economic Procedure for Selecting Alternative Technologies/Practices
by: Edward A. Evans
Published: (2005-07-01)

Quantifying observer variance in expansive monitoring program indicator data with heterogeneous-variance mixed-effects models
by: Leah T. Dreesmann, et al.
Published: (2025-03-01)

Analysis of Injury Severity of Drivers Involved Different Types of Two-Vehicle Crashes Using Random-Parameters Logit Models with Heterogeneity in Means and Variances
by: Qiang Wu, et al.
Published: (2023-01-01)

Constructing Multiple-Objective Portfolio Selection for Green Innovation and Dominating Green Innovation Indexes
by: Meng Li, et al.
Published: (2022-01-01)

ESG IN THE REAL ESTATE VALUATIONS. A PORTFOLIO SELECTION MODEL FOR ENERGY RETROFIT PROGRAMS
by: Francesco Tajani, et al.
Published: (2024-11-01)

Estimates for Genetic Variance Components in Reciprocal Recurrent Selection in Populations Derived from Maize Single-Cross Hybrids
by: Matheus Costa dos Reis, et al.
Published: (2014-01-01)

Partitioning the phenotypic and genetic variances of reaction norms
by: de Villemereuil, Pierre, et al.
Published: (2025-01-01)

Scan Statistics for Detecting High-Variance Clusters
by: Lionel Cucala
Published: (2016-01-01)

Testing for a changed segment in variance with application
by: Danas Zuokas
Published: (2023-11-01)

TRADING PARTICIPANTS CONCENTRATION ANALYSIS, AS A SELECTION METHOD OF SMALL AND MEDIUM CAPITALIZATION FOR INVESTORS PORTFOLIOS
by: A. Gulyatkin
Published: (2016-12-01)