• A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility ()
  Wentao Zhou, Liuling Li
  Journal of Mathematical Finance Vol.6 No.5,  November 16, 2016
  DOI: 10.4236/jmf.2016.65050  3,258 Downloads   7,991 Views   Citations
  This article belongs to the Special Issue on

• The Detection and Empirical Study of Variance Change Points on Housing Prices
  —Taking Wuhan City Commodity Prices as an Example ()
  Huihui Shen
  Journal of Mathematical Finance Vol.6 No.5,  November 10, 2016
  DOI: 10.4236/jmf.2016.65049  1,665 Downloads   3,012 Views   Citations
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• Does State-Owned Capital Manipulate Earnings Responses in China? ()
  Dehong Wang, Yue Wu
  Journal of Mathematical Finance Vol.6 No.5,  November 10, 2016
  DOI: 10.4236/jmf.2016.65048  1,443 Downloads   2,631 Views   Citations
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• 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  1,672 Downloads   2,988 Views   Citations
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• 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  1,810 Downloads   3,868 Views   Citations
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• 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  1,848 Downloads   3,529 Views   Citations
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• Foundations for Wash Sales ()
  Phillip G. Bradford
  Journal of Mathematical Finance Vol.6 No.4,  October 17, 2016
  DOI: 10.4236/jmf.2016.64044  1,753 Downloads   3,890 Views   Citations
  This article belongs to the Special Issue on