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Journal of Mathematical Finance (JMF) aims at presenting the latest developments in pure and applied financial mathematics. It considers important theoretical, empirical and review papers. All manuscripts must be prepared in English and are subject to a rigorous and fair peer-review process. Generally, accepted papers…
Kei Nakagawa, Takanobu Kawahara, Akio Ito
Since the great financial crisis of 2008, many studies have pointed out that even in the portfolio where the asset allocation is sufficiently diversified, it is still possible that risk allocation is well concentrated to a few assets. One approach to this pro…
Ruofan Shen
This research aims to investigate the differences between e-commerce in two countries, the origins of those differences, and comments on the future of E-commerce of China and US. While China is among the developing countries in Asia, the US has the greatest p…
Wei Tian, Li Li, Yixiang Tian
The finance sector now shows an accelerating trend of virtualization. It is rather pressing for us to enhance coordinated development of the finance market and the real economy. This paper analyzes the mixed conduction mechanism for the finance field and the…
Gerald A. Hanweck
This research was motivated by the excesses of public policy since 2008 in an attempt to re-inflate the housing markets. Is it even possible or desirable to utilize such a vast amount of public resources to inflate a single sector such as housing that suffere…
Victor Alexander Okhuese, Jane Akinyi Aduda, Joseph Mung’atu
In this study, we evaluate energy forward dynamics modeled as time-change Hilbert-space of linear functional. The energy forward is represented as an element of Hilbert-space of function. Representing energy forward and futures contracts as a time-changing st…
Andrew P. Leung
Many attempts have been made to derive a simple expression for the characteristic function of the lognormal distribution. This would be useful for computing the sum of lognormal variables, either with each other, or with other statistical variables. In this p…
Shichang Shen
This article takes the scale of social financing as the research object, and establishes a VAR model. Through its impulse response function and variance decomposition, it compares the interaction between the increase in the size and stock of social financing…
Ronald Katende
Developing financial markets are sensitive in many ways. Even some seemingly insignificant factors can impact their growth or failure. In this paper , we examine the major compartments of an infant financial market and the major contributors to the market’s g…
Christopher Enyioma Alozie, Abel O. Ideh
Purpose: The purpose of the research is to establish the standard period taken in full recovery of cost outlays, rate of returns for general physicians and marginal returns to consultants, and appropriate profitability indices. Mixed ex-post “facto” data and…
Takahiro Imai, Kei Nakagawa
The statistical arbitrage strategy is one of the most traditional investment strategies. There are many theoretical and empirical studies until now. However, almost all of the statistical arbitrage strategies focus on the price difference (spread) between two…
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Journal of Mathematical Finance (JMF) aims at presenting the latest developments in pure and applied financial mathematics. It considers important theoretical, empirical and review papers. All manuscripts must be prepared in English and are subject to a rigorous and fair peer-review process. Generally, accepted papers… All articles are open access under a CC BY 4.0 licence, with authors retaining copyright.
Authors submit their manuscript, metadata, and declarations through the portal. There is no submission fee.
The editorial office screens the manuscript for scope, completeness, and formatting before assigning a handling editor.
At least two independent reviewers evaluate the manuscript under single-blind review. Where revisions are required, authors respond point by point.
On acceptance the article processing charge is invoiced and the CC BY 4.0 copyright handover is signed.
The article is copyedited, typeset, and given a DOI, then publishes open access with a permanent link.
Manuscripts must be original and not under consideration elsewhere. Submit in Microsoft Word or LaTeX with figures at 300 dpi minimum. Structure research articles as Abstract, Introduction, Methods, Results, Discussion, and References.
Use the journal's numbered (Vancouver) reference style. Cite sources consecutively in the order they appear, and ensure every reference is complete and retrievable.
Declare all funding sources, conflicts of interest, and ethical approvals (including informed consent and animal-care statements where applicable).