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  3,764 Downloads  4,767 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  4,212 Downloads  5,280 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  3,146 Downloads  3,776 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  3,747 Downloads  4,349 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  4,479 Downloads  5,450 Views   Citations
This article belongs to the Special Issue on

The Project Valuation with Abandonment and Reset Investment Proportion Applying Real Option Method ()

Yi-Long Hsiao, Li-Ling Chen

Journal of Mathematical Finance Vol.4 No.5,  November 19, 2014

DOI: 10.4236/jmf.2014.45028  2,832 Downloads  3,503 Views   Citations
This article belongs to the Special Issue on