全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用：99美元
投递稿件

为什么选择我们？ >>
- 开源期刊
- 同行审议
- 快速出刊
- 终身存储
- 免费检索
- 免费推广
- 更多...
- 搜索引擎

Journal of Mathematical Finance

ISSN Print: 2162-2434

ISSN Online: 2162-2442

主页: http://www.scirp.org/journal/jmf

分享:




Go

Analyzing Bankruptcy Probability under Partial Shareholder Payments and Dependent Claims via Spearman Copula

Kiswendsida Mahamoudou Ouedraogo, Delwendé Abdoul-Kabir Kafando, Lassané Sawadogo, Fran？ois Xavier Ouedraogo, Pierre Clovis Nitiema

Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Yield Curve and the Business Cycle in Conventional Times

Roman ？ustek

The Logit Model: A Prediction of Future Economic Events

Gretta Saab, Tony Jamhour, Marie-Michelle El-Hayek, Hala Khayr Yaacoub

Quantum Mechanics Approach for Risk Aversion, Prudence, and Temperance

Miwaka Yamashita

An Empirical Analysis of the Correlation of Agricultural Sectors in the Chinese Stock Market Based on the DCC-GARCH Model

Simin Wu, Zahayu Md. Yusof, Masnita Misiran

The Effect of Ownership Structure and Board Characteristics on Excessive Compensation of Top-Level Management

Jhen-Siou Liou, Chia-Chi Lee, Jen-Ten Liu

Toward Integrated Active Management Based on SBDA

Koichi Miyazaki, Kazuhiro Shimada

Dependence Structure of the US Dollar Index and Crude Oil Prices: A Regime-Switching Copula Approach

Yuankui Wang, Xiaoquan Ding

A Nontrivial Math Error in “Sophisticated Monetary Policies”

Rongyu Wang

Ensemble Machine Learning Models in Financial Distress Prediction: Evidence from China

Yi Ling, Pang Paul Wang

Earnings to Price Analysis with mOpt versus Bisquare Robust Regression

Richard Douglas Martin, John B. Guerard, Daniel Z. Xia

The Impact of Separation between Control Rights and Earnings Distribution Rights and the Mandatory Establishment of the Independent Director Mechanism on Investment in Intangible Assets

Ya-Hui Luo, Jen-Ten Liu, Chia-Chi Lee

Research on Quantitative Relationships between Green Finance and the Low-Carbon Economy of China

Liang-Xin Li

Winless Lottery Steak and Generalized Geometric Distribution

Kung-Kuen Tse

Modeling a Yield Curve under G2++

Uwaydah Leith

Animal Feed Business Risk Assessment Quantification COVID-19 and Supply Chains Disruptions Losses

Kheiry Hassan M. Ishag

When Investing in Stocks, Is Boring Better? Introducing the “High Volatility Anomaly” in a Post-Meme Stock World

Anthony C. Bozza

Investment Risk, Financial Slack, and Value of Capital: A Theoretical Examination

Du Du

Modeling Cryptocurrency Market Volatility during FOMC Announcements: Evidence from High-Frequency Data

Bar？？ Falay

Thermodynamical Modeling Stability of Financial Network Based on Their Structure on Fractal and Rule Driven Spin Lattice

Branislav Majerník

Hybrid Data-Driven and Deep Learning Based Portfolio Optimization

Joy Dip Das, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran

Computation of Reinsurance Premiums by Incorporating a Composite Lognormal Model in a Risk-Adjusted Premium Principle

Gilbert Chambashi, Wamulume Mushala, Clement Mwaanga, Chilayi Mayondi, Bupe Kolosa, Levy K. Matindih, Edwin Moyo

An Empirical Examination of the Impact of Exchange Rate Fluctuation on Economic Growth in Sierra Leone

Philip Sulaiman Koroma, Abubakarr Jalloh, Andrew Squire

Deposit Insurance System, Information Disclosure and Bank Risk-Taking: Empirical Evidence from Chinese Banking Industry

Rusha Deng, Xingyu Wang

Ruin Probabilities in Finite Time

Andrew P. Leung

Distribution Analysis of S&P 500 Financial Turbulence

Hugo Gobato Souto

Time Series Forecasting Models for S&P 500 Financial Turbulence

Hugo Gobato Souto

Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

The Study on the Impact of Financial Derivatives Business on the Profitability of Listed Commercial Banks in China

Hamrila Binti Abdul Latif, Bo Wu, Xiaoran Li, Mahani B. T. Mohammad, Sharizal Bin Hashin

Portfolio Management Problem with Stochastic Wage Income and Inflation-Adjusted Wealth

Stanley Jere, George Mukupa, Edwin Moyo

The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock

Paulina Nangolo, Elias Rabson Offen, Othusitse Basmanebothe

Ruin Probability for Risk Model with Random Premiums

Andrzej Korzeniowski

Optimal Water Allocation Model of Inter-Basin Water Transfer Based on Option Contracts under Uncertainty

Zhichao Gao, Minghu Ha, Hong Zhang, Linqing Gao

An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes

Zhongmin Qian, Xingcheng Xu

The Impact of Investor Attention on China’s Corn Futures Price

Lu Zhang, Yinpeng Zhang, Li Sun, Junwei Cheng

Perpetual American Call Option under Fractional Brownian Motion Model

Atsuo Suzuki

Estimating the Gerber-Shiu Function by Fourier Cosine Series Expansion in the Wiener-Poisson Risk Model

Marcelin Romeo Noumegni Kenmoe, Jane Akinyi Aduda, Mbele Bidima Martin Le Doux

Stop-Loss Reinsurance Threshold for Dependent Risks

Agnella Nemuo Mandia, Patrick Guge Oloo Weke, Joseph Kyalo Mung’atu

The Foundations of Behavioral Finance—Learning and Elaborations of the Basic Theories

Luhan Gao

Dynamic Reinsurance Strategy

Miwaka Yamashita

A 2-Factor Model for Inclusion of Voluntary Termination Risk in Automotive Retail Loan Portfolios

Simone Caenazzo, Ksenia Ponomareva, Mark Pain, Rob Wareing, Jameel Shivji

Japanese Private Real Estate Models and Portfolio Selection

Koichi Miyazaki, Kazuhiro Shimada

An Introspection of Luxury Auto Sales Using Revealed Preference Theory

Derek J. Streidl

Spread-Based Direct Alpha (SBDA) as a Performance Measure for PE Funds

Koichi Miyazaki, Kazuhiro Shimada

Forecasting Crude Oil Price Volatility by Heston Model

Patrick Kandege Mwanakatwe, Joanitha Daniel, Kulwa Roberth Nzungu

Equity Value and Volatility

Moon Hoe Lee

Modelling Dependence of Cryptocurrencies Using Copula Garch

Eric M. Kimani, Anthony Ngunyi, Joseph K. Mungatu

Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Research on Advertising Volume, Pricing and Promotion Strategies of the Online Video Platform

Hao Wu, Deqing Tan

Go




©2008-2020 OALib, Inc | Public user content licensed CC-BY 4.0 unless otherwise specified. OALib ISSN Online: 2333-9721 OALib ISSN Print: 2333-9705