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- Market Timing Skill and Trading Activity in Taiwan’s Retail-Dominated Futures MarketShean-Bii Chiu, Jason Hsu, Hsing-Kuo Lai and Phillip WoolThe Journal of Portfolio Management May 2021, jpm.2021.1.249; DOI: https://doi.org/10.3905/jpm.2021.1.249
- Pricing of Adverse Development Covers Using Option Pricing MethodsEric Dal MoroThe Journal of Derivatives May 2021, jod.2021.1.136; DOI: https://doi.org/10.3905/jod.2021.1.136
- Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive StrategiesRyan PoirierThe Journal of Portfolio Management April 2021, 47 (6) 156-173; DOI: https://doi.org/10.3905/jpm.2021.1.238
- Euro Stoxx 50 Dividends—Reconciling Analyst Estimates and Dividend Future PricesArik Ben Dor and Stephan FlorigThe Journal of Portfolio Management May 2021, jpm.2021.1.244; DOI: https://doi.org/10.3905/jpm.2021.1.244
- Valuation of Callable/Putable Corporate Bonds in a One-Factor LogNormal Interest-Rate ModelRobert S. Goldberg, Ehud I. Ronn and Liying XuThe Journal of Fixed Income April 2021, jfi.2021.1.111; DOI: https://doi.org/10.3905/jfi.2021.1.111
- Modeling Price Dynamics, Optimal Portfolios, and Option Valuation for CryptoassetsYuan Hu, W. Brent Lindquist and Frank J. FabozziThe Journal of Alternative Investments April 2021, jai.2021.1.133; DOI: https://doi.org/10.3905/jai.2021.1.133
- Cover’s Rebalancing Option with Discrete Hindsight OptimizationAlex GarivaltisThe Journal of Derivatives April 2021, jod.2021.1.135; DOI: https://doi.org/10.3905/jod.2021.1.135
- Testing and Mapping an Empirical Exercise Boundary for the American Put OptionJoseph M. PimbleyThe Journal of Derivatives April 2021, jod.2021.1.134; DOI: https://doi.org/10.3905/jod.2021.1.134
- Semi-Analytical Solutions for Barrier and American Options Written on a Time-Dependent Ornstein–Uhlenbeck ProcessPeter Carr and Andrey ItkinThe Journal of Derivatives April 2021, jod.2021.1.133; DOI: https://doi.org/10.3905/jod.2021.1.133
- Pricing and Hedging Options on Assets with Options on Related AssetsDilip B. Madan and King WangThe Journal of Derivatives April 2021, jod.2021.1.132; DOI: https://doi.org/10.3905/jod.2021.1.132
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