• Optimal Investment and Risk Control Strategies for an Insurance Fund in Stochastic Framework ()
  Patrick Kandege Mwanakatwe, Xiaoguang Wang, Yue Su
  Journal of Mathematical Finance Vol.9 No.3,  July 8, 2019
  DOI: 10.4236/jmf.2019.93014  1,029 Downloads   2,722 Views   Citations
  This article belongs to the Special Issue on

• Bank Portfolio Management under Credit Market Imperfections ()
  Indrajit Mallick
  Journal of Mathematical Finance Vol.9 No.3,  June 28, 2019
  DOI: 10.4236/jmf.2019.93013  1,020 Downloads   2,746 Views   Citations
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• Portfolio Selection in Mean-Minimum Return Level-Expected Bounded First Passage Time Framework ()
  Tsotne Kutalia
  Journal of Mathematical Finance Vol.9 No.3,  June 20, 2019
  DOI: 10.4236/jmf.2019.93012  837 Downloads   2,084 Views   Citations
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• 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  817 Downloads   2,304 Views   Citations
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• 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  1,316 Downloads   2,779 Views   Citations
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• 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  1,134 Downloads   2,901 Views   Citations
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• 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  900 Downloads   2,150 Views   Citations
  This article belongs to the Special Issue on