A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes
George M. Mukupa, Elias R. Offen, Douglas Kunda, Edward M. Lungu

Pub. Date: February 29, 2016   DOI: 10.4236/jmf.2016.61020

Burr Distribution as an Actuarial Risk Model and the Computation of Some of Its Actuarial Quantities Related to the Probability of Ruin
Jagriti Das, Dilip C. Nath

Pub. Date: February 29, 2016   DOI: 10.4236/jmf.2016.61019

Empirical Analysis of Dynamic Linkages between China and International Stock Markets
Thomas C. Chiang, Xiaoyu Chen

Pub. Date: February 29, 2016   DOI: 10.4236/jmf.2016.61018

Extended Correlations in Finance
Mark Burgin, Gunter Meissner

Pub. Date: February 29, 2016   DOI: 10.4236/jmf.2016.61017

Statistical Arbitrage in S&P500
Stefanos Drakos

Pub. Date: February 29, 2016   DOI: 10.4236/jmf.2016.61016