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- Nifty Volatility Using Neutral StrategiesManu Sharma and Rouhi GopalThe Journal of Wealth Management July 2018, 21 (2) 118-127; DOI: https://doi.org/10.3905/jwm.2018.21.2.118
- Option Informed Stock PickingEdward Szado, Hossein Kazemi and Thomas SchneeweisThe Journal of Alternative Investments June 2018, 21 (1) 48-66; DOI: https://doi.org/10.3905/jai.2018.1.063
- Interest Rate Future Quality Options and Negative Interest RatesAlejandro Balbás and Ricardo LabordaThe Journal of Fixed Income June 2018, 28 (1) 61-73; DOI: https://doi.org/10.3905/jfi.2018.28.1.061
- Editors’ Introduction: The Legacy of Stephen A. RossFrank J. Fabozzi, Bruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management June 2018, 44 (6) 8-10; DOI: https://doi.org/10.3905/jpm.2018.44.6.008
- Options and the Gamma KnifeIan MartinThe Journal of Portfolio Management June 2018, 44 (6) 47-55; DOI: https://doi.org/10.3905/jpm.2018.44.6.047
- What Steve Ross Taught Me about ContractingPhilip H. DybvigThe Journal of Portfolio Management June 2018, 44 (6) 35-41; DOI: https://doi.org/10.3905/jpm.2018.44.6.035
- Stephen A. Ross: Excellence Beyond RecognitionLudwig B. Chincarini and Frank J. FabozziThe Journal of Portfolio Management June 2018, 44 (6) 11-25; DOI: https://doi.org/10.3905/jpm.2018.44.6.011
- New Approach to Estimating VIX Truncation Errors Using Corridor Variance SwapsDesheng Wu and Tianxiang LiuThe Journal of Derivatives May 2018, 25 (4) 54-70; DOI: https://doi.org/10.3905/jod.2018.1.066
- Options and the Gamma KnifeIan MartinThe Journal of Derivatives May 2018, 25 (4) 71-79; DOI: https://doi.org/10.3905/jod.2018.25.4.071
- Another Look at the Ho–Lee Bond Option Pricing ModelYoung Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. FabozziThe Journal of Derivatives May 2018, 25 (4) 48-53; DOI: https://doi.org/10.3905/jod.2018.25.4.048
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