Market response to external events and interventions in spherical minority games

Market selection with learning and catching up with the Joneses

Market viability via absence of arbitrage of the first kind

Market-consistent valuation of insurance liabilities by cost of capital

Markets are efficient if and only if P = NP

Marking Systemic Portfolio Risk with Application to the Correlation Skew of Equity Baskets

Markov Chain Monte Carlo on Asymmetric GARCH Model Using the Adaptive Construction Scheme

Markov Chains application to the financial-economic time series prediction

Mars 2001 Cruise Phase Radiation Measurments

Mars Sample Return: Do Australians trust NASA?

Martingales, the Efficient Market Hypothesis, and Spurious Stylized Facts

Mathematical analysis of long tail economy using stochastic ranking processes

Mathematical analysis of Soros's theory of reflexivity

Mathematical Constraints on Financially Viable Public Policy

Mathematics underlying the 2008 financial crisis, and a possible remedy

Maturity-independent risk measures

Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance

Maximizing the Growth Rate under Risk Constraints

Maximum entropy distribution of stock price fluctuations

Maximum Entropy Distributions Inferred from Option Portfolios on an Asset