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    4,345 Downloads  6,619 Views   Citations
  This article belongs to the Special Issue on
• Risk-Sensitive Asset Management under a Wishart Autoregressive Factor Model ()
  Hiroaki Hata, Jun Sekine
  Journal of Mathematical Finance Vol.3 No.1A,  March 29, 2013
  DOI: 10.4236/jmf.2013.31A021    4,501 Downloads  7,533 Views   Citations
  This article belongs to the Special Issue on
• Sensitivity of the Investments of Sub-Saharan Firms to Financial Constraints ()
  Elie Ngongang
  Journal of Mathematical Finance Vol.3 No.1A,  March 29, 2013
  DOI: 10.4236/jmf.2013.31A020    3,442 Downloads  5,966 Views   Citations
  This article belongs to the Special Issue on
• Ex Post Efficient Set Mathematics ()
  Christopher Adcock
  Journal of Mathematical Finance Vol.3 No.1A,  March 29, 2013
  DOI: 10.4236/jmf.2013.31A019    4,912 Downloads  7,723 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
  Journal of Mathematical Finance Vol.3 No.1A,  March 29, 2013
  DOI: 10.4236/jmf.2013.31A018    3,320 Downloads  5,897 Views   Citations
  This article belongs to the Special Issue on
• Price Forecasting and Analysis of Exchange Traded Fund ()
  Ramesh Bollapragada, Igor Savin, Laoucine Kerbache
  Journal of Mathematical Finance Vol.3 No.1A,  March 29, 2013
  DOI: 10.4236/jmf.2013.31A017    4,842 Downloads  9,111 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
  Journal of Mathematical Finance Vol.3 No.1A,  March 29, 2013
  DOI: 10.4236/jmf.2013.31A016    5,312 Downloads  8,566 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
  Journal of Mathematical Finance Vol.3 No.1A,  March 29, 2013
  DOI: 10.4236/jmf.2013.31A015    5,632 Downloads  10,103 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
  Journal of Mathematical Finance Vol.3 No.1A,  March 29, 2013
  DOI: 10.4236/jmf.2013.31A014    4,718 Downloads  9,609 Views   Citations
  This article belongs to the Special Issue on