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    2,629 Downloads  3,393 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    3,338 Downloads  4,835 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    3,487 Downloads  5,399 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    3,040 Downloads  4,534 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    3,875 Downloads  7,110 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    2,788 Downloads  3,741 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    3,294 Downloads  4,606 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    2,690 Downloads  4,280 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    2,601 Downloads  3,832 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    5,729 Downloads  9,005 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    2,621 Downloads  3,487 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    3,547 Downloads  4,339 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    4,022 Downloads  4,646 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    3,572 Downloads  4,603 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    3,643 Downloads  4,646 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    4,345 Downloads  5,383 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    4,595 Downloads  5,596 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    4,826 Downloads  5,588 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    5,107 Downloads  6,516 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    4,768 Downloads  6,077 Views   Citations
  This article belongs to the Special Issue on