Volume 6, Number 1, February 2016 (Special Issue on Convergence and Divergence of Capital Markets)

Cover Page, Table of Contents and Others: PDF (size: 102KB)

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
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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

Journal of Mathematical Finance Vol.6 No.1,  February 29, 2016

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

Journal of Mathematical Finance Vol.6 No.1,  February 29, 2016

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

Journal of Mathematical Finance Vol.6 No.1,  February 29, 2016

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

Journal of Mathematical Finance Vol.6 No.1,  February 29, 2016

DOI: 10.4236/jmf.2016.61016  3,433 Downloads  5,303 Views   Citations
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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
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The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance ()

Juan He, Jian Wang, Xianglin Jiang

Journal of Mathematical Finance Vol.6 No.1,  February 26, 2016

DOI: 10.4236/jmf.2016.61014  3,074 Downloads  3,886 Views   Citations
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Forecasting Outlier Occurrence in Stock Market Time Series Based on Wavelet Transform and Adaptive ELM Algorithm ()

Nargess Hosseinioun

Journal of Mathematical Finance Vol.6 No.1,  February 26, 2016

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

Journal of Mathematical Finance Vol.6 No.1,  February 26, 2016

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

Journal of Mathematical Finance Vol.6 No.1,  February 26, 2016

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
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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
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Investment in Hydrogen Engine Must Be Ended with Failure ()

Tianquan Yun

Journal of Mathematical Finance Vol.6 No.1,  February 19, 2016

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 ()

Stefanos Drakos

Journal of Mathematical Finance Vol.6 No.1,  February 19, 2016

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

Journal of Mathematical Finance Vol.6 No.1,  February 17, 2016

DOI: 10.4236/jmf.2016.61005  4,162 Downloads  4,930 Views   Citations
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Alternative Alphas from Hedge Fund ETF Speculation ()

Peter C. L. Lin

Journal of Mathematical Finance Vol.6 No.1,  February 17, 2016

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

Journal of Mathematical Finance Vol.6 No.1,  February 5, 2016

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

Journal of Mathematical Finance Vol.6 No.1,  February 5, 2016

DOI: 10.4236/jmf.2016.61001  4,564 Downloads  5,390 Views   Citations
This article belongs to the Special Issue on