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Journal of Mathematical Finance
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
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
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
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