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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…
Patrick Kuok Kun
The goal of this study is to evaluate the importance of skewness in investor utility when predicting stock market return by financial ratio variable. We use the daily time series of four major stock market indices of Shanghai Stock Exchanges and Shenzhen Stoc…
Shichang Shen, Sheng Shao
There is a closely interactive relationship among health insurance, life insurance, property insurance, accident insurance. Based on data from January 2006 to January 2017, we use VAR model to analyze the interactive relationship among health insurance, life…
Cyprian O. Omari, Peter N. Mwita, Antony G. Waititu
This paper implements different approaches used to compute the one-day Value-at-Risk (VaR) forecast for a portfolio of four currency exchange rates. The concepts and techniques of the conventional methods considered in the study are first reviewed. These appr…
Ukwuoma Chidi Okonkwo, Rosary N. Ujumadu, Bright O. Osu
Exchange rate is very pivotal in its role in the economy of any nation especially as a result of globalization. This paper seeks to model the Nigerian economy proxied by the log of Gross Domestic Product (LGDP) and its relationship with other variables in the…
K. N. C. Njoku, Bright O. Osu, Edikan E. Akpanibah, Rosemary N. Ujumadu
In this paper, optimal investment strategies for defined contribution (DC) Pension, with extra contribution are studied. Our model permits the plan member to make a defined extra contribution, as provided in the Nigerian Pension Reform Act of 2004. The plan m…
Suleiman Kabiru, Bello Malam Saidu, Abdullahi Zubairu Abdul, Uba Ahmad Ali
This research is an optimal allocation of assignment schedule in science subjects. Two methods of assignment problem were used, namely; the Hungarian method (Algorithm) and Linear interactive & discrete optimization (LINGO) technique. The results from both me…
David E. Harris
The distribution of the returns on investment depends on the rules in the economic system. The article reviews various return distributions, ranging from equity securities in equilibrium, to antiques bought at auction, to debt instruments with uncertain payou…
Jun Qi, Lan Yi
This paper considers a multi-period mean-variance portfolio selection problem with no shorting constraint. We assume that the sample space is finite, and the possible securities price vector transitions is equivalent to the number of securities. By making use…
Ying Li, Donghui Yang, Xiaobin Li
In this study, a modeling method to analyze multidimensional time series based on complex networks is proposed. The rate of return sequence of the closing price and the trading volume fluctuation sequence of the Shanghai Composite Index, the Shenzhen Componen…
Issahaku Yakubu, Romanus Dinye, Daniel Buor, Wahab A. Iddrisu
Northern Ghana has been described as the most poverty-stricken spot in Ghana. Given the link between financial inclusion and poverty reduction, this paper aims at estimating a discriminant function model to analyse demand-side roadblocks to financial inclusio…
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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).