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Journal of Mathematical Finance
Volume 6, Number 1, February 2016 (Special Issue on Convergence and Divergence of Capital Markets)
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A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes ()
George M. Mukupa, Elias R. Offen, Douglas Kunda, Edward M. Lungu
Journal of Mathematical Finance Vol.6 No.1, February 29, 2016
DOI: 10.4236/jmf.2016.61020 2,404 Downloads 2,890 Views Citations This article belongs to the Special Issue on
Burr Distribution as an Actuarial Risk Model and the Computation of Some of Its Actuarial Quantities Related to the Probability of Ruin ()
Jagriti Das, Dilip C. Nath
DOI: 10.4236/jmf.2016.61019 3,046 Downloads 3,783 Views Citations This article belongs to the Special Issue on
Empirical Analysis of Dynamic Linkages between China and International Stock Markets ()
Thomas C. Chiang, Xiaoyu Chen
DOI: 10.4236/jmf.2016.61018 3,260 Downloads 4,582 Views Citations This article belongs to the Special Issue on Convergence and Divergence of Capital Markets
Extended Correlations in Finance ()
Mark Burgin, Gunter Meissner
DOI: 10.4236/jmf.2016.61017 2,794 Downloads 3,853 Views Citations This article belongs to the Special Issue on
Statistical Arbitrage in S&P500 ()
Stefanos Drakos
DOI: 10.4236/jmf.2016.61016 3,433 Downloads 5,303 Views Citations This article belongs to the Special Issue on
The Risk Premium of Treasury Bonds in China ()
Xiaowei Wu
Journal of Mathematical Finance Vol.6 No.1, February 26, 2016
DOI: 10.4236/jmf.2016.61015 2,583 Downloads 3,178 Views Citations This article belongs to the Special Issue on
The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance ()
Juan He, Jian Wang, Xianglin Jiang
DOI: 10.4236/jmf.2016.61014 3,074 Downloads 3,886 Views Citations This article belongs to the Special Issue on
Forecasting Outlier Occurrence in Stock Market Time Series Based on Wavelet Transform and Adaptive ELM Algorithm ()
Nargess Hosseinioun
DOI: 10.4236/jmf.2016.61013 2,459 Downloads 3,239 Views Citations This article belongs to the Special Issue on
LPM Density Functions for the Computation of the SD Efficient Set ()
Fred Viole, David Nawrocki
DOI: 10.4236/jmf.2016.61012 2,423 Downloads 3,116 Views Citations This article belongs to the Special Issue on Stochastic Dominance
Modelling Stock Prices with Exponential Weighted Moving Average (EWMA) ()
Adejumo Wahab Adewuyi
DOI: 10.4236/jmf.2016.61011 4,848 Downloads 6,339 Views Citations This article belongs to the Special Issue on
An Econometric Approach to Incorporating Non-Normality in VaR Measurement ()
Victor Gumbo, Simiso Siziba
Journal of Mathematical Finance Vol.6 No.1, February 25, 2016
DOI: 10.4236/jmf.2016.61010 2,377 Downloads 2,894 Views Citations This article belongs to the Special Issue on
Multivariate Stochastic Volatility Estimation with Sparse Grid Integration ()
Halil Erturk Esen
Journal of Mathematical Finance Vol.6 No.1, February 19, 2016
DOI: 10.4236/jmf.2016.61009 3,388 Downloads 3,852 Views Citations This article belongs to the Special Issue on
Investment in Hydrogen Engine Must Be Ended with Failure ()
Tianquan Yun
DOI: 10.4236/jmf.2016.61008 3,862 Downloads 4,301 Views Citations This article belongs to the Special Issue on
Uncertain Volatility Derivative Model Based on the Polynomial Chaos ()
DOI: 10.4236/jmf.2016.61007 3,414 Downloads 4,168 Views Citations This article belongs to the Special Issue on
Liquidity Management at the Zero Lower Bound and an Era of Activism in Central Banking ()
Bodo Herzog
Journal of Mathematical Finance Vol.6 No.1, February 17, 2016
DOI: 10.4236/jmf.2016.61006 3,399 Downloads 3,981 Views Citations This article belongs to the Special Issue on
On Quantum Risk Modelling ()
Christos E. Kountzakis, Maria P. Koutsouraki
DOI: 10.4236/jmf.2016.61005 4,162 Downloads 4,930 Views Citations This article belongs to the Special Issue on
Alternative Alphas from Hedge Fund ETF Speculation ()
Peter C. L. Lin
DOI: 10.4236/jmf.2016.61004 4,315 Downloads 4,862 Views Citations This article belongs to the Special Issue on
Transfer Policies with Discontinuous Lorenz Curves ()
Johan Fellman
Journal of Mathematical Finance Vol.6 No.1, February 5, 2016
DOI: 10.4236/jmf.2016.61003 4,652 Downloads 5,170 Views Citations This article belongs to the Special Issue on Stochastic Dominance
On the Stochastic Dominance of Portfolio Insurance Strategies ()
Hela Maalej, Jean-Luc Prigent
DOI: 10.4236/jmf.2016.61002 4,796 Downloads 5,621 Views Citations This article belongs to the Special Issue on Stochastic Dominance
Income Smoothing, Idiosyncratic Risk & CEO Turnover ()
Xingguo Zhang
DOI: 10.4236/jmf.2016.61001 4,564 Downloads 5,390 Views Citations This article belongs to the Special Issue on
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