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
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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  4,379 Downloads  7,302 Views   Citations
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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  3,325 Downloads  5,710 Views   Citations
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Ex Post Efficient Set Mathematics ()

Christopher Adcock

Journal of Mathematical Finance Vol.3 No.1A,  March 29, 2013

DOI: 10.4236/jmf.2013.31A019  4,590 Downloads  7,151 Views   Citations
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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  3,170 Downloads  5,626 Views   Citations
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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  4,324 Downloads  8,093 Views   Citations
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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  5,208 Downloads  8,390 Views   Citations
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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  5,050 Downloads  8,956 Views   Citations
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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  4,438 Downloads  8,891 Views   Citations
This article belongs to the Special Issue on