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Journal of Mathematical Finance
Volume 3, Number 1A, March 2013 (Special Issue on Forecasting and Portfolio Construction)
Cover Page, Table of Contents and Others: PDF (size: 4137KB)
Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models ()
John Knight, Stephen Satchell, Jessica Qi Zhang
Journal of Mathematical Finance Vol.3 No.1A, March 29, 2013
DOI: 10.4236/jmf.2013.31A022 4,233 Downloads 6,442 Views Citations This article belongs to the Special Issue on
Risk-Sensitive Asset Management under a Wishart Autoregressive Factor Model ()
Hiroaki Hata, Jun Sekine
DOI: 10.4236/jmf.2013.31A021 4,379 Downloads 7,302 Views Citations This article belongs to the Special Issue on
Sensitivity of the Investments of Sub-Saharan Firms to Financial Constraints ()
Elie Ngongang
DOI: 10.4236/jmf.2013.31A020 3,325 Downloads 5,710 Views Citations This article belongs to the Special Issue on
Ex Post Efficient Set Mathematics ()
Christopher Adcock
DOI: 10.4236/jmf.2013.31A019 4,590 Downloads 7,151 Views Citations This article belongs to the Special Issue on
Exploiting Market Integration for Pure Alpha Investments via Probabilistic Principal Factors Analysis ()
George Tzagkarakis, Juliana Caicedo-Llano, Thomas Dionysopoulos
DOI: 10.4236/jmf.2013.31A018 3,170 Downloads 5,626 Views Citations This article belongs to the Special Issue on
Price Forecasting and Analysis of Exchange Traded Fund ()
Ramesh Bollapragada, Igor Savin, Laoucine Kerbache
DOI: 10.4236/jmf.2013.31A017 4,324 Downloads 8,093 Views Citations This article belongs to the Special Issue on
The Effects of Systemic Risk on the Allocation between Value and Growth Portfolios ()
Gabriel Penagos, Gonzalo Rubio
DOI: 10.4236/jmf.2013.31A016 5,208 Downloads 8,390 Views Citations This article belongs to the Special Issue on
Uses and Misuses of the Black-Litterman Model in Portfolio Construction ()
Ludwig B. Chincarini, Daehwan Kim
DOI: 10.4236/jmf.2013.31A015 5,050 Downloads 8,956 Views Citations This article belongs to the Special Issue on
Ethical Investment and Portfolio Theory: Using Factor Analysis to Select a Portfolio ()
John Simister, Richard Whittle
DOI: 10.4236/jmf.2013.31A014 4,438 Downloads 8,891 Views Citations This article belongs to the Special Issue on
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