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Implementation of Stochastic Yield Curve Duration and Portfolio Immunization Strategies
(Articles)
Sindre Duedahl
Journal of Mathematical Finance
Vol.6 No.3
,August 24, 2016
DOI:
10.4236/jmf.2016.63032
1,827
Downloads
2,925
Views
Citations
Managing Real Estate Exposure: An Empirical Analysis on Interest Rate Risk
(Articles)
Cem Berk
Journal of Financial Risk Management
Vol.6 No.3
,August 16, 2017
DOI:
10.4236/jfrm.2017.63019
1,749
Downloads
4,591
Views
Citations
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model
(Articles)
K. N. C. Njoku
,
Bright O. Osu
,
Edikan E. Akpanibah
,
Rosemary N. Ujumadu
Journal of Mathematical Finance
Vol.7 No.4
,October 25, 2017
DOI:
10.4236/jmf.2017.74043
908
Downloads
1,888
Views
Citations
Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities
(Articles)
Nguyen Quang Chung
Journal of Mathematical Finance
Vol.7 No.4
,November 29, 2017
DOI:
10.4236/jmf.2017.74053
914
Downloads
1,920
Views
Citations
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate
(Articles)
Xin Zhang
,
Huisheng Shu
,
Xiu Kan
,
Yingyi Fang
,
Zhiwei Zheng
Journal of Mathematical Finance
Vol.8 No.1
,January 29, 2018
DOI:
10.4236/jmf.2018.81004
1,346
Downloads
3,635
Views
Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes
(Articles)
Raj Jagannathan
Journal of Mathematical Finance
Vol.8 No.1
,February 28, 2018
DOI:
10.4236/jmf.2018.81013
973
Downloads
2,453
Views
Citations
An Assessment of the Market Risk Solvency Capital Requirement Simplifications for Insurance Undertakings
(Articles)
Thomas Poufinas
,
Panagiota Tsitsika
Theoretical Economics Letters
Vol.8 No.11
,August 15, 2018
DOI:
10.4236/tel.2018.811153
1,434
Downloads
6,502
Views
Citations
Money and Economic Growth Revisited: A Note
(Articles)
Eric Kam
,
John Smithin
Theoretical Economics Letters
Vol.12 No.1
,January 6, 2022
DOI:
10.4236/tel.2022.121001
195
Downloads
869
Views
Citations
The Effect of Excluding Interest, in an Islamic Economy, on the Rate of Growth of Output and Achieving a Fair Return for Monetary Capital
(Articles)
Nagah Abdul Alim Abdul Wahab Abul Fotouh
Open Journal of Social Sciences
Vol.11 No.11
,November 22, 2023
DOI:
10.4236/jss.2023.1111013
57
Downloads
212
Views
Citations
Capital Market Development and Economic Growth in Nigeria
(Articles)
Bamishe Omotayo Olusegun
,
Owolabi Sunday Ajao
Open Access Library Journal
Vol.11 No.2
,February 29, 2024
DOI:
10.4236/oalib.1110891
54
Downloads
486
Views
Citations
Cyclical Consumption, Real Interest Rate Deviations and Output Gaps in a Large Emerging Economy: Expected and Unexpected Responses under Different Regimes
(Articles)
Ricardo Ramalhete Moreira
Modern Economy
Vol.15 No.5
,May 11, 2024
DOI:
10.4236/me.2024.155025
13
Downloads
76
Views
Citations
Exploiting Virtual Elasticity of Production Systems to Respect OTD—Part 3: Basic Considerations for Modelling CPPS Characterized by Non-Ergodic Order Entry and Non-Deterministic Product-Mix for Fully Flexible Addressable Workstations
(Articles)
Bruno G. Rüttimann
,
Martin T. Stöckli
American Journal of Operations Research
Vol.12 No.2
,February 25, 2022
DOI:
10.4236/ajor.2022.122003
107
Downloads
452
Views
Citations
Will the EU Policy of the Increasing Interest Rate Be Able to Reduce Inflation? Do We Need Keynes to Win the Battle against the 2023-2029 Continuing Depression?
(Articles)
Alexandros M. Goulielmos
Modern Economy
Vol.14 No.9
,September 18, 2023
DOI:
10.4236/me.2023.149063
63
Downloads
270
Views
Citations
Piketty’s Capital-Income Theory Reconsidered for a Small Open Economy with Increasing Savings Rate
(Articles)
Yasunori Fujita
Open Journal of Statistics
Vol.6 No.1
,February 14, 2016
DOI:
10.4236/ojs.2016.61004
4,308
Downloads
5,159
Views
Citations
Risk-Sensitive Asset Management under a Wishart Autoregressive Factor Model
(Articles)
Hiroaki Hata
,
Jun Sekine
Journal of Mathematical Finance
Vol.3 No.1A
,March 29, 2013
DOI:
10.4236/jmf.2013.31A021
4,659
Downloads
7,972
Views
Citations
This article belongs to the Special Issue on
Forecasting and Portfolio Construction
Examining the Effect of Exchange Rate and Overseas Employment on Remittances: An Evidence from Bangladesh
(Articles)
Mohammad Raselar Rahman
,
Md. Muhaiminul Islam Selim
,
Md. Ahsan Ul Haque
,
Dilruba Yesmin Smrity
,
Md. Shafiqul Islam
Theoretical Economics Letters
Vol.9 No.7
,October 16, 2019
DOI:
10.4236/tel.2019.97163
552
Downloads
2,548
Views
Citations
This article belongs to the Special Issue on
Economics and Management Strategies
An Empirical Investigation into the Effect of Financial Sector Development on Consumption and Inflation in Nigeria: 1986-2012
(Articles)
M. N. G. Omofa
Open Journal of Business and Management
Vol.5 No.1
,December 1, 2016
DOI:
10.4236/ojbm.2017.51002
1,483
Downloads
2,501
Views
Citations
An Assessment of the Effect of Financial Sector Development on Growth and Unemployment in Nigeria: 1986-2012
(Articles)
M. N. G. Omofa
Open Journal of Business and Management
Vol.5 No.1
,December 8, 2016
DOI:
10.4236/ojbm.2017.51004
1,614
Downloads
3,110
Views
Citations
Note on Nominal Rigidities and News-Driven Business Cycles
(Articles)
Kengo Nutahara
Theoretical Economics Letters
Vol.2 No.5
,December 19, 2012
DOI:
10.4236/tel.2012.25079
3,558
Downloads
6,103
Views
Citations
The Eurozone’s Future: Is There a Difference between “North” and “South”?
(Articles)
Antonin Rusek
Modern Economy
Vol.6 No.10
,October 9, 2015
DOI:
10.4236/me.2015.610100
2,164
Downloads
3,093
Views
Citations
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