• On Quantum Risk Modelling ()
  Christos E. Kountzakis, Maria P. Koutsouraki
  Journal of Mathematical Finance Vol.6 No.1,  February 17, 2016
  DOI: 10.4236/jmf.2016.61005  4,617 Downloads   6,148 Views   Citations
  This article belongs to the Special Issue on

• Alternative Alphas from Hedge Fund ETF Speculation ()
  Peter C. L. Lin
  Journal of Mathematical Finance Vol.6 No.1,  February 17, 2016
  DOI: 10.4236/jmf.2016.61004  4,905 Downloads   6,449 Views   Citations
  This article belongs to the Special Issue on

• Transfer Policies with Discontinuous Lorenz Curves ()
  Johan Fellman
  Journal of Mathematical Finance Vol.6 No.1,  February 5, 2016
  DOI: 10.4236/jmf.2016.61003  5,079 Downloads   6,236 Views   Citations
  This article belongs to the Special Issue on Stochastic Dominance

• On the Stochastic Dominance of Portfolio Insurance Strategies ()
  Hela Maalej, Jean-Luc Prigent
  Journal of Mathematical Finance Vol.6 No.1,  February 5, 2016
  DOI: 10.4236/jmf.2016.61002  5,481 Downloads   7,399 Views   Citations
  This article belongs to the Special Issue on Stochastic Dominance

• Income Smoothing, Idiosyncratic Risk & CEO Turnover ()
  Xingguo Zhang
  Journal of Mathematical Finance Vol.6 No.1,  February 5, 2016
  DOI: 10.4236/jmf.2016.61001  5,063 Downloads   6,975 Views   Citations
  This article belongs to the Special Issue on

• Conditional Law of the Hitting Time for a Lévy Process in Incomplete Observation ()
  Waly Ngom
  Journal of Mathematical Finance Vol.5 No.5,  November 30, 2015
  DOI: 10.4236/jmf.2015.55041  3,966 Downloads   5,353 Views   Citations
  This article belongs to the Special Issue on

• Efficient Density Estimation and Value at Risk Using Fejér-Type Kernel Functions ()
  Olga Kosta, Natalia Stepanova
  Journal of Mathematical Finance Vol.5 No.5,  November 30, 2015
  DOI: 10.4236/jmf.2015.55040  5,309 Downloads   7,372 Views   Citations
  This article belongs to the Special Issue on