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    2,537 Downloads  3,140 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    3,242 Downloads  4,412 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    3,413 Downloads  5,102 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    2,957 Downloads  4,253 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    3,653 Downloads  6,165 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    2,702 Downloads  3,490 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    3,209 Downloads  4,296 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    2,617 Downloads  3,680 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    2,527 Downloads  3,498 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    5,302 Downloads  7,680 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    2,525 Downloads  3,233 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    3,489 Downloads  4,127 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    3,960 Downloads  4,467 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    3,513 Downloads  4,416 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    3,570 Downloads  4,417 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    4,285 Downloads  5,178 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    4,522 Downloads  5,312 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    4,781 Downloads  5,423 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    5,009 Downloads  6,203 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    4,699 Downloads  5,763 Views   Citations
  This article belongs to the Special Issue on