Volume 4, Number 5, November 2014 (Special Issue on )

Cover Page, Table of Contents and Others: PDF (size: 108KB)

• Continuous-Time Mean-Variance Portfolio Selection with Partial Information ()
  Wan-Kai Pang, Yuan-Hua Ni, Xun Li, Ka-Fai Cedric Yiu
  Journal of Mathematical Finance Vol.4 No.5,  November 26, 2014
  DOI: 10.4236/jmf.2014.45033    4,123 Downloads  5,713 Views   Citations
  This article belongs to the Special Issue on
• Implied Idiosyncratic Volatility and Stock Return Predictability ()
  Cesario Mateus, Worawuth Konsilp
  Journal of Mathematical Finance Vol.4 No.5,  November 26, 2014
  DOI: 10.4236/jmf.2014.45032    4,829 Downloads  6,590 Views   Citations
  This article belongs to the Special Issue on
• Credit Rating Modelled with Reflected Stochastic Differential Equations ()
  Adeyemi Adewale Sonubi
  Journal of Mathematical Finance Vol.4 No.5,  November 26, 2014
  DOI: 10.4236/jmf.2014.45031    3,479 Downloads  4,659 Views   Citations
  This article belongs to the Special Issue on
• Interest-Rate Modeling Conundrums ()
  Peter C. L. Lin
  Journal of Mathematical Finance Vol.4 No.5,  November 26, 2014
  DOI: 10.4236/jmf.2014.45030    4,096 Downloads  5,078 Views   Citations
  This article belongs to the Special Issue on
• Intrinsic Prices of Risk ()
  Truc Le
  Journal of Mathematical Finance Vol.4 No.5,  November 19, 2014
  DOI: 10.4236/jmf.2014.45029    4,801 Downloads  6,238 Views   Citations
  This article belongs to the Special Issue on