Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain Approximation Zhenyu Cui and Stephen Taylor The Journal of Derivatives
Low-Risk Benchmarking Transcends Rebalancing Methods Gregory N. Hight and Joseph D. Haley The Journal of Investing
Risk Tolerance, Return Expectations and Other Factors Impacting Investment Decisions Sam Sivarajan and Oscar De Bruijn The Journal of Wealth Management
Measuring Racial/Ethnic Retirement Wealth Inequality Wenliang Hou and Geoffrey T. Sanzenbacher The Journal of Retirement
Deep Hedging of Derivatives Using Reinforcement Learning Jay Cao, Jacky Chen, John Hull and Zissis Poulos The Journal of Finance Data Science
A Reach for Risk: Pricing Credit and Liquidity in ABS John N. McElravey The Journal of Structured Finance
Work Harder: Diligent Rebalancing and Investment Horizon Wai Lee and Pai Liu The Journal of Portfolio Management
Active Factor Completion Strategies Hubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten Rother The Journal of Portfolio Management Quantitative Special Issue 2021
Rates Factors and Global Asset Allocation Joshua Kothe, Harald Lohre and Carsten Rother The Journal of Fixed Income
Financial Quality Metrics and ESG Factor Interactions in Equity Markets Yijia Chen and Alexander Deleon The Journal of Impact and ESG Investing