Developed
- How Do the Volatilities of Rates Depend on Their Level? The “Universal Relationship” RevisitedRiccardo Rebonato and Amir El AouadiThe Journal of Fixed Income February 2021, jfi.2021.1.110; DOI: https://doi.org/10.3905/jfi.2021.1.110
- Diversification Benefits from Leveraged Loans? Trends in Cross-Asset CorrelationsDirk Dreyer and Ilja SchaabThe Journal of Structured Finance February 2021, jsf.2020.1.118; DOI: https://doi.org/10.3905/jsf.2020.1.118
- Passive Sustainable Funds: The Global LandscapeHortense Bioy and Kenneth LamontThe Journal of Index Investing November 2018, 9 (3) 4-17; DOI: https://doi.org/10.3905/jii.2018.1.063
- Financial ETNs and Certificates on Nordic Power ContractsTarjei KristiansenThe Journal of Index Investing November 2018, 9 (3) 24-36; DOI: https://doi.org/10.3905/jii.2018.9.3.024
- MiFID II and Equity Market Liquidity, or There and Back AgainHarald Carlens and Duncan HigginsThe Journal of Trading July 2018, 13 (3) 5-12; DOI: https://doi.org/10.3905/jot.2018.13.3.005
- Mandating Pension Auto-Enrollment in the United Kingdom: Implications for the United StatesJohn A. Turner, Jules Lichtenstein and Jennifer Erin BrownThe Journal of Retirement July 2018, 6 (1) 82-92; DOI: https://doi.org/10.3905/jor.2018.1.040
- When Too Much Is Too Little: Evaluating the Italian Startup ActLuca de AngelisThe Journal of Private Equity August 2018, 21 (4) 29-39; DOI: https://doi.org/10.3905/jpe.2018.1.071
- Carbon Risk Integration with FactorsBill Hao, Aye M. Soe and Kelly TangThe Journal of Index Investing August 2018, 9 (2) 53-65; DOI: https://doi.org/10.3905/jii.2018.1.061
- A Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of VarianceRiccardo Rebonato and Chu Ming NgThe Journal of Derivatives February 2018, 25 (3) 55-80; DOI: https://doi.org/10.3905/jod.2018.1.063
- Industry Concentration and the Cross Section of Expected Stock Returns: A Global PerspectiveEdward N.W. Aw, Christopher R. Dornick, John Q. Jiang and Gregory Y. SivinThe Journal of Investing February 2018, 27 (1) 43-51; DOI: https://doi.org/10.3905/joi.2018.27.1.043
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