Journal of Mathematical Finance

Journal of Mathematical Finance

Publisher: Scientific Research Publishing Inc.
Editor: Prof.Moawia Alghalith
Online ISSN: 2162-2442, Print ISSN: 2162-2434
Frequency: Quarterly

Description:

Journal of Mathematical Finance (JMF) aims at presenting the latest developments in pure and applied financial mathematics. It considers important theoretical , empirical and review papers.

Table of Contents

Vol 6, No 1 (2016)

Articles

Income Smoothing, Idiosyncratic Risk & CEO Turnover
Xingguo Zhang
 Vol 6, No 1 (2016), Pagination: 1-13
ABSTRACT |  PDF Abstract Views: 76  |  PDF Views: 1
On the Stochastic Dominance of Portfolio Insurance Strategies
Hela Maalej, Jean-Luc Prigent
 Vol 6, No 1 (2016), Pagination: 14-27
ABSTRACT |  PDF Abstract Views: 68  |  PDF Views: 1
Transfer Policies with Discontinuous Lorenz Curves
Johan Fellman
 Vol 6, No 1 (2016), Pagination: 28-33
ABSTRACT |  PDF Abstract Views: 60  |  PDF Views: 1
Alternative Alphas from Hedge Fund ETF Speculation
Peter C. L. Lin
 Vol 6, No 1 (2016), Pagination: 34-42
ABSTRACT |  PDF Abstract Views: 63  |  PDF Views: 1
On Quantum Risk Modelling
Christos E. Kountzakis, Maria P. Koutsouraki
 Vol 6, No 1 (2016), Pagination: 43-47
ABSTRACT |  PDF Abstract Views: 90  |  PDF Views: 1
Liquidity Management at the Zero Lower Bound and an Era of Activism in Central Banking
Bodo Herzog
 Vol 6, No 1 (2016), Pagination: 48-54
ABSTRACT |  PDF Abstract Views: 49  |  PDF Views: 1
Uncertain Volatility Derivative Model based on the Polynomial Chaos
Stefanos Drakos
 Vol 6, No 1 (2016), Pagination: 55-63
ABSTRACT |  PDF Abstract Views: 66  |  PDF Views: 1
Investment in Hydrogen Engine must be Ended with Failure
Tianquan Yun
 Vol 6, No 1 (2016), Pagination: 64-67
ABSTRACT |  PDF Abstract Views: 91  |  PDF Views: 1
Multivariate Stochastic Volatility Estimation with Sparse Grid Integration
Halil Erturk Esen
 Vol 6, No 1 (2016), Pagination: 68-81
ABSTRACT |  PDF Abstract Views: 79  |  PDF Views: 1
An Econometric Approach to Incorporating Non-Normality in VaR Measurement
Victor Gumbo, Simiso Siziba
 Vol 6, No 1 (2016), Pagination: 82-98
ABSTRACT |  PDF Abstract Views: 64  |  PDF Views: 1
Modelling Stock Prices with Exponential Weighted Moving Average (EWMA)
Adejumo Wahab Adewuyi
 Vol 6, No 1 (2016), Pagination: 99-104
ABSTRACT |  PDF Abstract Views: 51  |  PDF Views: 1
LPM Density Functions for the Computation of the SD Efficient Set
Fred Viole, David Nawrocki
 Vol 6, No 1 (2016), Pagination: 105-126
ABSTRACT |  PDF Abstract Views: 72  |  PDF Views: 1
Forecasting Outlier Occurrence in Stock Market Time Series based on Wavelet Transform and Adaptive ELM Algorithm
Nargess Hosseinioun
 Vol 6, No 1 (2016), Pagination: 127-133
ABSTRACT |  PDF Abstract Views: 59  |  PDF Views: 1
The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance
Juan He, Jian Wang, Xianglin Jiang
 Vol 6, No 1 (2016), Pagination: 134-155
ABSTRACT |  PDF Abstract Views: 84  |  PDF Views: 1
The Risk Premium of Treasury Bonds in China
Xiaowei Wu
 Vol 6, No 1 (2016), Pagination: 156-165
ABSTRACT |  PDF Abstract Views: 63  |  PDF Views: 1
Statistical Arbitrage in S&P500
Stefanos Drakos
 Vol 6, No 1 (2016), Pagination: 166-177
ABSTRACT |  PDF Abstract Views: 80  |  PDF Views: 1
Extended Correlations in Finance
Mark Burgin, Gunter Meissner
 Vol 6, No 1 (2016), Pagination: 178-188
ABSTRACT |  PDF Abstract Views: 75  |  PDF Views: 1
Empirical Analysis of Dynamic Linkages between China and International Stock Markets
Thomas C. Chiang, Xiaoyu Chen
 Vol 6, No 1 (2016), Pagination: 189-212
ABSTRACT |  PDF Abstract Views: 54  |  PDF Views: 1
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
 Vol 6, No 1 (2016), Pagination: 213-231
ABSTRACT |  PDF Abstract Views: 67  |  PDF Views: 1
A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes
George M. Mukupa, Elias R. Offen, Douglas Kunda, Edward M. Lungu
 Vol 6, No 1 (2016), Pagination: 232-246
ABSTRACT |  PDF Abstract Views: 63  |  PDF Views: 1