Most downloaded papers - Scientific Research Publishing

Journals by Subject

Publish with us

Follow SCIRP

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Most downloaded papers in Journal of Mathematical Finance

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 10,784 Downloads 23,682 Views Citations
On Valuing Constant Maturity Swap Spread Derivatives

Leonard Tchuindjo

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22020 10,530 Downloads 16,194 Views Citations
Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy

Nop Sopipan, Pairote Sattayatham, Bhusana Premanode

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21014 9,549 Downloads 22,241 Views Citations
Optimization of Dynamic Portfolio Insurance Model

Yuan Yao

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22019 9,205 Downloads 14,810 Views Citations
Price Jump Prediction in a Limit Order Book

Ban Zheng, Eric Moulines, Frédéric Abergel

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32024 9,011 Downloads 16,559 Views Citations
Nigerian Commercial Banks and Creative Accounting Practices

Beshiru Sanusi, Prince Famous Izedonmi

Journal of Mathematical Finance Vol.4 No.2, February 19, 2014

DOI: 10.4236/jmf.2014.42007 8,795 Downloads 14,602 Views Citations
Expected Stock Returns and Option-Implied Rate of Return

Samuel Y. M. Ze-To

Journal of Mathematical Finance Vol.2 No.4, November 19, 2012

DOI: 10.4236/jmf.2012.24030 8,622 Downloads 14,054 Views Citations
Risk Aggregation by Using Copulas in Internal Models

Tristan Nguyen, Robert Danilo Molinari

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13007 8,415 Downloads 17,804 Views Citations
Estimating Realistic Implied Correlation Matrix from Option Prices

Kawee Numpacharoen, Nattachai Numpacharoen

Journal of Mathematical Finance Vol.3 No.4, October 17, 2013

DOI: 10.4236/jmf.2013.34041 8,022 Downloads 12,577 Views Citations
Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets

Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke

Journal of Mathematical Finance Vol.4 No.2, February 19, 2014

DOI: 10.4236/jmf.2014.42010 7,814 Downloads 12,390 Views Citations

Follow SCIRP

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Journals by Subject

Publish with us

Home

About SCIRP

Service

Policies