• 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  374 Downloads   1,778 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  390 Downloads   1,640 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  346 Downloads   1,528 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  337 Downloads   1,734 Views   Citations
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• 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  316 Downloads   1,226 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  417 Downloads   2,036 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  379 Downloads   1,896 Views   Citations
  This article belongs to the Special Issue on