Quantitative Finance and Economics

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Quantitative Finance and Economics

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2017 Volume 1, Issue 3

Research article

Lending Sociodynamics and Drivers of the Financial Business Cycle

Raymond J. Hawkins, Hengyu Kuang

2017, Volume 1, Issue 3: 219-252. doi: 10.3934/QFE.2017.3.219

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Research article

Hedging Market Volatility with Gold

Mehmet F. Dicle, John D. Levendis

2017, Volume 1, Issue 3: 253-271. doi: 10.3934/QFE.2017.3.253

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Research article

Volatility in the Housing Market: Evidence on Risk and Return in theLondon Sub-market

Steve Cook, Duncan Watson

2017, Volume 1, Issue 3: 272-287. doi: 10.3934/QFE.2017.3.272

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Research article

Portfolio Effects of VIX Futures Index

Mitchell Ratner, Chih-Chieh (Jason) Chiu

2017, Volume 1, Issue 3: 288-299. doi: 10.3934/QFE.2017.3.288

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Research article

On a Corporate Bond Pricing Model with Credit Rating Migration Risksand Stochastic Interest Rate

Jin Liang, Hong-Ming Yin, Xinfu Chen, Yuan Wu

2017, Volume 1, Issue 3: 300-319. doi: 10.3934/QFE.2017.3.300

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Research article

Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

Daheng Peng, Fang Zhang

2017, Volume 1, Issue 3: 320-333. doi: 10.3934/QFE.2017.3.320

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Quantitative Finance and Economics

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