Volume 6, Number 4, November 2016 (Special Issue on Portfolio Theory and Risk Management)

Cover Page, Table of Contents and Others: PDF (size: 2855KB)

Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows When the Stock Price Is a Semimartingale ()

Onthusitse Baraedi, Elias Offen

Journal of Mathematical Finance Vol.6 No.4,  November 9, 2016

DOI: 10.4236/jmf.2016.64047  1,250 Downloads  1,771 Views   Citations
This article belongs to the Special Issue on

Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management ()

Travis R. A. Sapp

Journal of Mathematical Finance Vol.6 No.4,  November 9, 2016

DOI: 10.4236/jmf.2016.64046  1,168 Downloads  1,715 Views   Citations
This article belongs to the Special Issue on

Conditioning the Information in Portfolio Optimization ()

Carlo Sala, Giovanni Barone Adesi

Journal of Mathematical Finance Vol.6 No.4,  November 7, 2016

DOI: 10.4236/jmf.2016.64045  1,361 Downloads  2,086 Views   Citations
This article belongs to the Special Issue on

Foundations for Wash Sales ()

Phillip G. Bradford

Journal of Mathematical Finance Vol.6 No.4,  October 17, 2016

DOI: 10.4236/jmf.2016.64044  1,219 Downloads  2,092 Views   Citations
This article belongs to the Special Issue on

On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry ()

Mauricio Contreras, Alejandro Llanquihuén, Marcelo Villena

Journal of Mathematical Finance Vol.6 No.4,  October 14, 2016

DOI: 10.4236/jmf.2016.64043  1,574 Downloads  2,578 Views   Citations
This article belongs to the Special Issue on

Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods ()

Mauricio Contreras, Rely Pellicer, Daniel Santiagos, Marcelo Villena

Journal of Mathematical Finance Vol.6 No.4,  October 12, 2016

DOI: 10.4236/jmf.2016.64042  1,162 Downloads  1,709 Views   Citations
This article belongs to the Special Issue on

Determining Optimal Portfolio in a Three-Asset Portfolio Mix in Nigeria ()

Amenawo I. Offiong, Hodo B. Riman, Eyoanwan E. Eyo

Journal of Mathematical Finance Vol.6 No.4,  October 11, 2016

DOI: 10.4236/jmf.2016.64041  6,534 Downloads  10,727 Views   Citations
This article belongs to the Special Issue on

Where Do “Impatient” Mutual Funds Invest? A Special Attraction for Large Proximate Markets and Companies with Strategic Investors ()

Claude Dupuy, Stéphanie Lavigne, Dalila Nicet-Chenaf

Journal of Mathematical Finance Vol.6 No.4,  September 30, 2016

DOI: 10.4236/jmf.2016.64040  1,667 Downloads  2,906 Views   Citations
This article belongs to the Special Issue on

Gerber Shiu Function of Markov Modulated Delayed By-Claim Type Risk Model with Random Incomes ()

G. Shija, M. J. Jacob

Journal of Mathematical Finance Vol.6 No.4,  September 30, 2016

DOI: 10.4236/jmf.2016.64039  1,220 Downloads  1,645 Views   Citations
This article belongs to the Special Issue on

On-Line Portfolio Selection for a Currency Exchange Market ()

Panpan Ren, Jianglun Wu

Journal of Mathematical Finance Vol.6 No.4,  September 26, 2016

DOI: 10.4236/jmf.2016.64038  1,441 Downloads  2,808 Views   Citations
This article belongs to the Special Issue on

Research on the Portfolio Optimization Model under Quantitative Constraint Based on Genetic Algorithm ()

Shunquan Zhu

Journal of Mathematical Finance Vol.6 No.4,  September 16, 2016

DOI: 10.4236/jmf.2016.64037  2,367 Downloads  3,388 Views   Citations
This article belongs to the Special Issue on