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Journal of Mathematical Finance
Submission
Journal of Mathematical Finance
ISSN Print:
2162-2434
ISSN Online:
2162-2442
www.scirp.net/journal/jmf
E-mail:
[email protected]
Google-based Impact Factor:
1.39
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Correlation Risk in the Context of Market Turbulences during the COVID-19 Pandemic and BCBS Stress Testing Principles
()
Fidelio Tata
Journal of Mathematical Finance
Vol.10 No.4
, November 4, 2020
DOI:
10.4236/jmf.2020.104036
673
Downloads
2,869
Views
Citations
This article belongs to the Special Issue on
Modeling Exchange Rate Volatility Dynamics of the Great Britain Pound to Ethiopian Birr Using the Semi-Parametric Non-Linear Fuzzy-EGARCH-ANN Model
()
Geleta T. Mohammed
,
Jane A. Aduda
,
Ananda O. Kube
Journal of Mathematical Finance
Vol.10 No.4
, October 23, 2020
DOI:
10.4236/jmf.2020.104035
923
Downloads
2,269
Views
Citations
This article belongs to the Special Issue on
Forecasting Value-at-Risk of Financial Markets under the Global Pandemic of COVID-19 Using Conditional Extreme Value Theory
()
Cyprian Omari
,
Simon Mundia
,
Immaculate Ngina
Journal of Mathematical Finance
Vol.10 No.4
, October 22, 2020
DOI:
10.4236/jmf.2020.104034
1,726
Downloads
5,050
Views
Citations
This article belongs to the Special Issue on
The Impact of Corporate Social Network on Innovation: A Mediation Analysis of Agency Costs and Financial Constraints
()
Gejian Feng
,
Jianqiong Wang
Journal of Mathematical Finance
Vol.10 No.4
, October 21, 2020
DOI:
10.4236/jmf.2020.104033
1,062
Downloads
2,882
Views
Citations
This article belongs to the Special Issue on
Financial and Quantitative Analysis
Pricing Pseudo Contingencies on Motion Picture Assets under No Free Lunch with Vanishing Risk
()
Sulaiman Sani
,
Sihle Precious Maseko
,
Qiniso Dlamini
,
Firdausi Adamu Abdullahi
Journal of Mathematical Finance
Vol.10 No.4
, October 14, 2020
DOI:
10.4236/jmf.2020.104032
514
Downloads
1,496
Views
Citations
This article belongs to the Special Issue on
Asset Allocation Strategy with Non-Hierarchical Clustering Risk Parity Portfolio
()
Kei Nakagawa
,
Takanobu Kawahara
,
Akio Ito
Journal of Mathematical Finance
Vol.10 No.4
, October 10, 2020
DOI:
10.4236/jmf.2020.104031
888
Downloads
3,708
Views
Citations
This article belongs to the Special Issue on
The Comparative History and Development of E-Commerce in China and the United States
()
Ruofan Shen
Journal of Mathematical Finance
Vol.10 No.3
, August 28, 2020
DOI:
10.4236/jmf.2020.103029
1,872
Downloads
14,250
Views
Citations
This article belongs to the Special Issue on
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