Volume 6, Number 4, November 2016 (Special Issue on Portfolio Theory and Risk Management)

Cover Page, Table of Contents and Others: PDF (size: 2855KB)

• Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows When the Stock Price Is a Semimartingale ()
  Onthusitse Baraedi, Elias Offen
  Journal of Mathematical Finance Vol.6 No.4,  November 9, 2016
  DOI: 10.4236/jmf.2016.64047    1,499 Downloads  2,424 Views   Citations
  This article belongs to the Special Issue on
• Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management ()
  Travis R. A. Sapp
  Journal of Mathematical Finance Vol.6 No.4,  November 9, 2016
  DOI: 10.4236/jmf.2016.64046    1,518 Downloads  2,797 Views   Citations
  This article belongs to the Special Issue on
• Conditioning the Information in Portfolio Optimization ()
  Carlo Sala, Giovanni Barone Adesi
  Journal of Mathematical Finance Vol.6 No.4,  November 7, 2016
  DOI: 10.4236/jmf.2016.64045    1,637 Downloads  2,957 Views   Citations
  This article belongs to the Special Issue on
• Foundations for Wash Sales ()
  Phillip G. Bradford
  Journal of Mathematical Finance Vol.6 No.4,  October 17, 2016
  DOI: 10.4236/jmf.2016.64044    1,545 Downloads  3,089 Views   Citations
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• On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry ()
  Mauricio Contreras, Alejandro Llanquihuén, Marcelo Villena
  Journal of Mathematical Finance Vol.6 No.4,  October 14, 2016
  DOI: 10.4236/jmf.2016.64043    2,042 Downloads  4,992 Views   Citations
  This article belongs to the Special Issue on
• Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods ()
  Mauricio Contreras, Rely Pellicer, Daniel Santiagos, Marcelo Villena
  Journal of Mathematical Finance Vol.6 No.4,  October 12, 2016
  DOI: 10.4236/jmf.2016.64042    1,446 Downloads  2,535 Views   Citations
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• 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    10,782 Downloads  23,661 Views   Citations
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• Gerber Shiu Function of Markov Modulated Delayed By-Claim Type Risk Model with Random Incomes ()
  G. Shija, M. J. Jacob
  Journal of Mathematical Finance Vol.6 No.4,  September 30, 2016
  DOI: 10.4236/jmf.2016.64039    1,533 Downloads  2,421 Views   Citations
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• On-Line Portfolio Selection for a Currency Exchange Market ()
  Panpan Ren, Jianglun Wu
  Journal of Mathematical Finance Vol.6 No.4,  September 26, 2016
  DOI: 10.4236/jmf.2016.64038    1,734 Downloads  3,714 Views   Citations
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• Research on the Portfolio Optimization Model under Quantitative Constraint Based on Genetic Algorithm ()
  Shunquan Zhu
  Journal of Mathematical Finance Vol.6 No.4,  September 16, 2016
  DOI: 10.4236/jmf.2016.64037    2,916 Downloads  4,680 Views   Citations
  This article belongs to the Special Issue on