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Journal of Mathematical Finance
Submission
Journal of Mathematical Finance
ISSN Print:
2162-2434
ISSN Online:
2162-2442
www.scirp.org/journal/jmf
E-mail:
jmf@scirp.org
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Averting Disaster: Leverage Limits for Single-Stock Leveraged ETFs
()
Matthew S. Crouse
Journal of Mathematical Finance
Vol.12 No.4
, October 21, 2022
DOI:
10.4236/jmf.2022.124033
135
Downloads
842
Views
Citations
This article belongs to the Special Issue on
Optimal Investment and Consumption Problem with Stochastic Environments
()
Stanley Jere
,
Elias Rabson Offen
,
Othusitse Basmanebothe
Journal of Mathematical Finance
Vol.12 No.4
, October 21, 2022
DOI:
10.4236/jmf.2022.124032
161
Downloads
685
Views
Citations
This article belongs to the Special Issue on
Pricing Zero-Coupon CAT Bonds Using the Enlargement of Filtration Theory: A General Framework
()
Zied Chaieb
,
Djibril Gueye
Journal of Mathematical Finance
Vol.12 No.3
, August 25, 2022
DOI:
10.4236/jmf.2022.123031
146
Downloads
631
Views
Citations
This article belongs to the Special Issue on
The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market
()
Jiang Ye
,
Yiwei Wang
,
Muhammad Wajid Raza
Journal of Mathematical Finance
Vol.12 No.3
, August 25, 2022
DOI:
10.4236/jmf.2022.123030
164
Downloads
798
Views
Citations
This article belongs to the Special Issue on
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution
()
Yue Hu
,
Hongling Dong
,
Le Fu
,
Jiayang Zhai
Journal of Mathematical Finance
Vol.12 No.3
, August 25, 2022
DOI:
10.4236/jmf.2022.123029
199
Downloads
956
Views
Citations
This article belongs to the Special Issue on
How Would Leveraged Exchange-Traded Funds Perform in Chinese A-Share Market?
()
Yizhao Huang
,
Ying Yuan
,
Hongfei Tang
Journal of Mathematical Finance
Vol.12 No.3
, August 15, 2022
DOI:
10.4236/jmf.2022.123027
147
Downloads
655
Views
Citations
This article belongs to the Special Issue on
Option Pricing
Online Portfolio Selection Based on Adaptive Kalman Filter through Fuzzy Approach
()
Taksaporn Sirirut
,
Dawud Thongtha
Journal of Mathematical Finance
Vol.12 No.3
, August 8, 2022
DOI:
10.4236/jmf.2022.123026
166
Downloads
952
Views
Citations
This article belongs to the Special Issue on
Application of Continous Time Model in Prediction of Loss Reserves in Credit Insurance for Asset-Based Lending Companies
()
Etyang Isaac
,
Joshua Were
Journal of Mathematical Finance
Vol.12 No.3
, August 3, 2022
DOI:
10.4236/jmf.2022.123025
143
Downloads
603
Views
Citations
This article belongs to the Special Issue on
Swaption Pricing under Libor Market Model Using Monte-Carlo Method with Simulated Annealing Optimization
()
Kennedy Munene Ondieki
Journal of Mathematical Finance
Vol.12 No.2
, May 31, 2022
DOI:
10.4236/jmf.2022.122024
192
Downloads
1,020
Views
Citations
This article belongs to the Special Issue on
A Hausman Type Test for Differences between Least Squares and Robust Time Series Factor Model Betas
()
Tatiana A. Maravina
,
R. Douglas Martin
Journal of Mathematical Finance
Vol.12 No.2
, May 30, 2022
DOI:
10.4236/jmf.2022.122023
163
Downloads
872
Views
Citations
This article belongs to the Special Issue on
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