Other
- Term Risk Free Rates: Methodologies, Challenges, and FutureXi (Figo) Liu and Yudi BaiThe Journal of Derivatives January 2022, jod.2022.1.144; DOI: https://doi.org/10.3905/jod.2022.1.144
- Right Tail Hedging: Managing Risk When Markets Melt UpVineer BhansaliThe Journal of Portfolio Management July 2018, 44 (7) 55-62; DOI: https://doi.org/10.3905/jpm.2018.44.7.055
- 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
- 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
- Editor’s LetterJoseph M. PimbleyThe Journal of Derivatives February 2020, 27 (3) 1-2; DOI: https://doi.org/10.3905/jod.2020.27.3.001
- The Risk-Free Asset Implied by the Market: Medium-Term Bonds instead of Short-Term BillsDavid BlitzThe Journal of Portfolio Management August 2020, 46 (8) 120-132; DOI: https://doi.org/10.3905/jpm.2020.1.166
- Interpolating the Yield CurveOldrich Alfons VasicekThe Journal of Fixed Income September 2020, 30 (2) 76-85; DOI: https://doi.org/10.3905/jfi.2020.1.094
- Jump, Diffusion, and Long-Term Volatility Risks with Incremental Information in VIX AssetsSonnan Chen and Yuchi GuThe Journal of Derivatives February 2021, 28 (3) 60-96; DOI: https://doi.org/10.3905/jod.2020.1.124
- Universal Arbitrage-Free Estimation of State Price DensityQi Hu and David NewtonThe Journal of Derivatives February 2021, 28 (3) 35-59; DOI: https://doi.org/10.3905/jod.2020.1.123
- Can the Improved CMBO Strategies Beat the CMBO Index?Wei-Han Liu and Jow-Ran ChangThe Journal of Derivatives February 2021, 28 (3) 163-183; DOI: https://doi.org/10.3905/jod.2020.1.121
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