• A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes ()
  George M. Mukupa, Elias R. Offen, Douglas Kunda, Edward M. Lungu
  Journal of Mathematical Finance Vol.6 No.1,  February 29, 2016
  DOI: 10.4236/jmf.2016.61020  2,918 Downloads   4,108 Views   Citations
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• Burr Distribution as an Actuarial Risk Model and the Computation of Some of Its Actuarial Quantities Related to the Probability of Ruin ()
  Jagriti Das, Dilip C. Nath
  Journal of Mathematical Finance Vol.6 No.1,  February 29, 2016
  DOI: 10.4236/jmf.2016.61019  3,677 Downloads   5,888 Views   Citations
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• Extended Correlations in Finance ()
  Mark Burgin, Gunter Meissner
  Journal of Mathematical Finance Vol.6 No.1,  February 29, 2016
  DOI: 10.4236/jmf.2016.61017  3,357 Downloads   5,505 Views   Citations
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• Statistical Arbitrage in S&P500 ()
  Stefanos Drakos
  Journal of Mathematical Finance Vol.6 No.1,  February 29, 2016
  DOI: 10.4236/jmf.2016.61016  4,555 Downloads   9,645 Views   Citations
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• The Risk Premium of Treasury Bonds in China ()
  Xiaowei Wu
  Journal of Mathematical Finance Vol.6 No.1,  February 26, 2016
  DOI: 10.4236/jmf.2016.61015  3,066 Downloads   4,561 Views   Citations
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• The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance ()
  Juan He, Jian Wang, Xianglin Jiang
  Journal of Mathematical Finance Vol.6 No.1,  February 26, 2016
  DOI: 10.4236/jmf.2016.61014  4,570 Downloads   6,686 Views   Citations
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• Forecasting Outlier Occurrence in Stock Market Time Series Based on Wavelet Transform and Adaptive ELM Algorithm ()
  Nargess Hosseinioun
  Journal of Mathematical Finance Vol.6 No.1,  February 26, 2016
  DOI: 10.4236/jmf.2016.61013  2,969 Downloads   5,617 Views   Citations
  This article belongs to the Special Issue on