• Variational Form of Classical Portfolio Strategy and Expected Wealth for a Defined Contributory ()
  Charles I. Nkeki, Chukwuma R. Nwozo
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21015  4,575 Downloads   8,599 Views   Citations
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• Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy ()
  Nop Sopipan, Pairote Sattayatham, Bhusana Premanode
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21014  10,383 Downloads   24,090 Views   Citations
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• A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters ()
  Stafford Johnson, Amit Sen, Brian Balyeat
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21013  4,845 Downloads   9,044 Views   Citations
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• Analytical Hierarchy Process and Goal Programming Approach for Asset Allocation ()
  Komlan Sedzro, Arif Marouane, Tov Assogbavi
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21012  6,584 Downloads   13,149 Views   Citations
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• From Normal vs Skew-Normal Portfolios: FSD and SSD Rules ()
  Francesco Blasi, Sergio Scarlatti
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21011  6,555 Downloads   11,512 Views   Citations
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• Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models ()
  Yong Li, Fang-Ping Peng, Hao-Feng Xu
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21010  5,662 Downloads   10,185 Views   Citations
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• The Distribution of the Value of the Firm and Stochastic Interest Rates ()
  S. Lakshmivarahan, Shengguang Qian, Duane Stock
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21009  4,626 Downloads   8,891 Views   Citations
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