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Home > Journals > Business & Economics | Physics & Mathematics >JMF
Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
Website: https://www.scirp.org/journal/jmf/
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    2016 »
    5 4 3 2 1

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
    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

    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
    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

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

    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

    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
    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

    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
    This article belongs to the Special Issue on

    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

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