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- Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Machine LearningAlireza YazdaniThe Journal of Financial Data Science July 2020, 2 (3) 73-85; DOI: https://doi.org/10.3905/jfds.2020.1.037
- The Risk-Free Asset Implied By the Market: Medium-Term Bonds Instead of Short-Term BillsDavid BlitzThe Journal of Portfolio Management July 2020, jpm.2020.1.166; DOI: https://doi.org/10.3905/jpm.2020.1.166
- What’s Priced? Estimating Market Mispricing of Macroeconomic NewsKevin Ferriter, Pierre Sarrau and Eric Van NostrandThe Journal of Portfolio Management June 2020, 46 (7) 72-82; DOI: https://doi.org/10.3905/jpm.2020.1.157
- The Impact of High-Frequency Trading in Experimental MarketsNathanael Berger, Mark DeSantis and David PorterThe Journal of Investing May 2020, 29 (4) 7-18; DOI: https://doi.org/10.3905/joi.2020.1.132
- Rethinking Capital Structure Arbitrage: A Price Discovery PerspectiveDavide Avino and Emese LazarThe Journal of Alternative Investments March 2020, 22 (4) 75-91; DOI: https://doi.org/10.3905/jai.2020.1.093
- Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate RegimesPoh Ling Neo and Chyng Wen TeeThe Journal of Derivatives November 2019, 27 (2) 81-107; DOI: https://doi.org/10.3905/jod.2019.1.083
- Towards a General Local Volatility Model for All Asset ClassesDariusz Gatarek and Juliusz JabłeckiThe Journal of Derivatives August 2019, 27 (1) 14-31; DOI: https://doi.org/10.3905/jod.2019.1.079
- Evolution of Real Estate Derivatives and Their PricingFrank J. Fabozzi, Robert J. Shiller and Radu S. TunaruThe Journal of Derivatives February 2019, 26 (3) 7-21; DOI: https://doi.org/10.3905/jod.2019.26.3.007
- Currency Target Zones as Mirrored OptionsSandro Claudio Lera, Matthias Leiss and Didier SornetteThe Journal of Derivatives February 2019, 26 (3) 53-67; DOI: https://doi.org/10.3905/jod.2019.26.3.053
- Implied Volatility across Geographical Markets and Asset ClassesJulian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo ToledoThe Journal of Derivatives May 2018, 25 (4) 7-23; DOI: https://doi.org/10.3905/jod.2018.1.065
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