• The Mean-Variance Model Revisited with a Cash Account ()
  Chonghui Jiang, Yongkai Ma, Yunbi An
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21006  6,086 Downloads   11,337 Views   Citations
  This article belongs to the Special Issue on

• Optimal Portfolio Control with Unknown Horizon ()
  Moawia Alghalith
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21005  4,169 Downloads   8,410 Views   Citations
  This article belongs to the Special Issue on

• On the Insignificant Cross-Sectional Risk-Return Relationship ()
  Gerald H. L. Cheang, Joseph C. S. Kang, Michael Z. F. Li
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21004  5,013 Downloads   9,126 Views   Citations
  This article belongs to the Special Issue on

• On the Consistency of a Firm’s Value with a Lognormal Diffusion Process ()
  Andrew M. K. Cheung, Van Son Lai
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21003  5,140 Downloads   9,071 Views   Citations
  This article belongs to the Special Issue on

• A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns ()
  Malay Bhattacharyya, Siddarth Madhav R
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21002  5,783 Downloads   11,640 Views   Citations
  This article belongs to the Special Issue on

• The Analysis of Real Data Using a Stochastic Dynamical System Able to Model Spiky Prices ()
  Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21001  5,481 Downloads   9,745 Views   Citations
  This article belongs to the Special Issue on

• On Value Premium, Part I: The Existence ()
  Chi Fung Ling, Simon Gar Man Koo
  Journal of Mathematical Finance Vol.1 No.3,  November 25, 2011
  DOI: 10.4236/jmf.2011.13014  5,266 Downloads   10,032 Views   Citations
  This article belongs to the Special Issue on