Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models
John Knight, Stephen Satchell, Jessica Qi Zhang

J. Math. Finance Vol.3 No.1 A, March 29, 2013
DOI:10.4236/jmf.2013.31A022

Risk-Sensitive Asset Management under a Wishart Autoregressive Factor Model
Hiroaki Hata, Jun Sekine

J. Math. Finance Vol.3 No.1 A, March 29, 2013
DOI:10.4236/jmf.2013.31A021

Sensitivity of the Investments of Sub-Saharan Firms to Financial Constraints
Elie Ngongang

J. Math. Finance Vol.3 No.1 A, March 29, 2013
DOI:10.4236/jmf.2013.31A020

Ex Post Efficient Set Mathematics
Christopher Adcock

J. Math. Finance Vol.3 No.1 A, March 29, 2013
DOI:10.4236/jmf.2013.31A019

Exploiting Market Integration for Pure Alpha Investments via Probabilistic Principal Factors Analysis
George Tzagkarakis, Juliana Caicedo-Llano, Thomas Dionysopoulos

J. Math. Finance Vol.3 No.1 A, March 29, 2013
DOI:10.4236/jmf.2013.31A018