Assessing the Risks of Trading Strategies Using Acceptability Indices (Articles)

Masimba E. Sonono, Hopolang P. Mashele

Journal of Mathematical Finance Vol.3 No.4，November 27, 2013

DOI: 10.4236/jmf.2013.34049   3,017 Downloads  4,710 Views  Citations

Market Microstructure and Price Discovery (Articles)

Paul Carlisle Kettler, Aleh L. Yablonski, Frank Proske

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31001   4,484 Downloads  10,064 Views  Citations

Intrinsic Prices of Risk (Articles)

Truc Le

Journal of Mathematical Finance Vol.4 No.5，November 19, 2014

DOI: 10.4236/jmf.2014.45029   4,471 Downloads  5,440 Views  Citations

Contingent Claims in Incomplete Markets: A Case Study (Articles)

Sure Mataramvura

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

DOI: 10.4236/jmf.2013.34044   2,931 Downloads  4,946 Views  Citations

Financial Time Series Modelling of Trends and Patterns in the Energy Markets (Articles)

Jane Aduda, Patrick Weke, Philip Ngare, Joseph Mwaniki

Journal of Mathematical Finance Vol.6 No.2，May 23, 2016

DOI: 10.4236/jmf.2016.62027   2,487 Downloads  3,470 Views  Citations

A Short-Term Electricity Price Forecasting Scheme for Power Market (Articles)

Gao Gao, Kwoklun Lo, Jianfeng Lu, Fulin Fan

World Journal of Engineering and Technology Vol.4 No.3B，October 20, 2016

DOI: 10.4236/wjet.2016.43D008   1,193 Downloads  1,920 Views  Citations

General Markowitz Optimization Problems (Articles)

George Stoica

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A281   5,608 Downloads  7,700 Views  Citations
This article belongs to the Special Issue on Probability and Its Applications

On Quantum Risk Modelling (Articles)

Christos E. Kountzakis, Maria P. Koutsouraki

Journal of Mathematical Finance Vol.6 No.1，February 17, 2016

DOI: 10.4236/jmf.2016.61005   4,140 Downloads  4,883 Views  Citations

Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets (Articles)

João Amaro de Matos, Ana Lacerda

Journal of Mathematical Finance Vol.6 No.5，November 18, 2016

DOI: 10.4236/jmf.2016.65057   1,105 Downloads  1,596 Views  Citations

New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR (Articles)

Chuancun Yin, Dan Zhu

Journal of Financial Risk Management Vol.7 No.1，March 6, 2018

DOI: 10.4236/jfrm.2018.71002   691 Downloads  1,193 Views  Citations

Comparison of ARIMA and ANN Models Used in Electricity Price Forecasting for Power Market (Articles)

Gao Gao, Kwoklun Lo, Fulin Fan

Energy and Power Engineering Vol.9 No.4B，April 6, 2017

DOI: 10.4236/epe.2017.94B015   2,648 Downloads  3,483 Views  Citations

General Closed-Form Solutions to the Dynamic Optimization Problem in Incomplete Markets (Articles)

Moawia Alghalith

Applied Mathematics Vol.2 No.4，March 31, 2011

DOI: 10.4236/am.2011.24054   3,941 Downloads  7,469 Views  Citations

Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model (Articles)

Jamal Ouenniche, Bing Xu, Kaoru Tone

American Journal of Operations Research Vol.4 No.4，July 10, 2014

DOI: 10.4236/ajor.2014.44023   3,021 Downloads  4,075 Views  Citations

The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance (Articles)

Juan He, Jian Wang, Xianglin Jiang

Journal of Mathematical Finance Vol.6 No.1，February 26, 2016

DOI: 10.4236/jmf.2016.61014   3,044 Downloads  3,830 Views  Citations

Risk Measures and Nonlinear Expectations (Articles)

Zengjing Chen, Kun He, Reg Kulperger

Journal of Mathematical Finance Vol.3 No.3，August 22, 2013

DOI: 10.4236/jmf.2013.33039   3,671 Downloads  6,304 Views  Citations

On the Contribution of the Stochastic Integrals to Econometrics (Articles)

Lewis N. K. Mambo, Rostin M. M. Mabela, Isaac K. Kanyama, Eugène M. Mbuyi

Applied Mathematics Vol.10 No.12，December 23, 2019

DOI: 10.4236/am.2019.1012073   300 Downloads  529 Views  Citations

Competitive market forces and trends in US hospital spending, 2001-2009 (Articles)

Vivian Y. Wu, Yu-Chu Shen, Glenn Melnick

Health Vol.5 No.7，July 24, 2013

DOI: 10.4236/health.2013.57161   3,995 Downloads  5,367 Views  Citations

Time and Equilibrium: 2 Important, But Invisible, Concepts of Economics, with Application to Shipping Industry (Articles)

Alexandros M. Goulielmos

Modern Economy Vol.9 No.3，March 27, 2018

DOI: 10.4236/me.2018.93035   453 Downloads  881 Views  Citations

Contribution of Finance to the Low Carbon Economy (Articles)

Constancio Zamora Ramírez, José María González González

Low Carbon Economy Vol.2 No.2，June 24, 2011

DOI: 10.4236/lce.2011.22010   7,041 Downloads  14,195 Views  Citations

On Information Creation and Its Effect in Incomplete Financial Markets (Articles)

Mingren Chen

Technology and Investment Vol.3 No.3，August 31, 2012

DOI: 10.4236/ti.2012.33020   3,476 Downloads  5,265 Views  Citations