Volume 9, Number 2, May 2019 (Special Issue on )

Cover Page, Table of Contents and Others: PDF (size: 11218KB)

• Using Nested Logit Model in the Study of Proxy Contest ()
  Maggie Foley, Chengru Hu, Fabrizioi Rossi, Richard Cebula
  Journal of Mathematical Finance Vol.9 No.2,  May 27, 2019
  DOI: 10.4236/jmf.2019.92011    669 Downloads  1,817 Views   Citations
  This article belongs to the Special Issue on
• Agricultural Risk Pricing in Senegal ()
  Allé Nar Diop
  Journal of Mathematical Finance Vol.9 No.2,  May 15, 2019
  DOI: 10.4236/jmf.2019.92010    1,004 Downloads  1,994 Views   Citations
  This article belongs to the Special Issue on
• An Empirical Analysis of the Total Retail Sales of Consumer Goods by Using Time Series Model ()
  Shichang Shen, Xiaoyi Dong
  Journal of Mathematical Finance Vol.9 No.2,  May 10, 2019
  DOI: 10.4236/jmf.2019.92009    895 Downloads  2,092 Views   Citations
  This article belongs to the Special Issue on
• Multi-Period Mean-Variance Portfolio Selection with State-Dependent Exit Probability and Bankruptcy State ()
  Yang Wang, Yonghong Wu, Xinguang Zhang
  Journal of Mathematical Finance Vol.9 No.2,  May 10, 2019
  DOI: 10.4236/jmf.2019.92008    700 Downloads  1,586 Views   Citations
  This article belongs to the Special Issue on
• Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics ()
  Patrick Oseloka Ezepue, Thomas Chinwe Urama, Mahmoud A. Taib Omar
  Journal of Mathematical Finance Vol.9 No.2,  April 8, 2019
  DOI: 10.4236/jmf.2019.92007    779 Downloads  1,894 Views   Citations
  This article belongs to the Special Issue on
• Uncovering the Distribution of Option Implied Risk Aversion ()
  Maria Kyriacou, Jose Olmo, Marius Strittmatter
  Journal of Mathematical Finance Vol.9 No.2,  March 14, 2019
  DOI: 10.4236/jmf.2019.92006    969 Downloads  2,241 Views   Citations
  This article belongs to the Special Issue on