Other
- Cross-Currency Equity Swaps in the BGM ModelTing-Pin Wu and Son-Nan ChenThe Journal of Derivatives November 2007, 15 (2) 60-76; DOI: https://doi.org/10.3905/jod.2007.699046
- Editor's LetterStephen FiglewskiThe Journal of Derivatives November 2007, 15 (2) 6-7; DOI: https://doi.org/10.3905/jod.2007.699049
- A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility FunctionsHui Jin, Jun-Ya Gotoh and Ushio SumitaThe Journal of Derivatives August 2007, 15 (1) 67-85; DOI: https://doi.org/10.3905/jod.2007.694793
- Semi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based ModelsAllan MortensenThe Journal of Derivatives May 2006, 13 (4) 8-26; DOI: https://doi.org/10.3905/jod.2006.635417
- Volatility Dependent Structured ProductsArtem Dyachenko, Walter Farkas and Marc Oliver RiegerThe Journal of Investing January 2021, 30 (2) 53-60; DOI: https://doi.org/10.3905/joi.2020.1.162
- Performance and Persistence of Performance
of Actively Managed U.S. Funds
that Invest in International EquityAbhay KaushikThe Journal of Investing May 2013, 22 (2) 55-63; DOI: https://doi.org/10.3905/joi.2013.22.2.055 - A Survey of Three Derivative-Based Methods to Harvest the Volatility Premium in Equity MarketsWei GeThe Journal of Investing August 2016, 25 (3) 48-58; DOI: https://doi.org/10.3905/joi.2016.25.3.048
- Using Dividend Discount Models to Estimate Expected ReturnsBradford CornellThe Journal of Investing February 2015, 24 (1) 48-51; DOI: https://doi.org/10.3905/joi.2015.24.1.048
- Derivatives Within Frontier MarketsRonald T. Slivka and Jiayun ZhangThe Journal of Investing November 2014, 23 (4) 47-55; DOI: https://doi.org/10.3905/joi.2014.23.4.047
- Why Currency-Hedge Foreign Developed Equities?Jeremy Schwartz and Christopher GannattiThe Journal of Investing August 2014, 23 (3) 125-129; DOI: https://doi.org/10.3905/joi.2014.23.3.125
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (99)
- Derivatives
- Options (547)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (462)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (614)
- Retirement (481)
- Social security (98)
- Pension funds (175)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (329)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1811)
- Portfolio management/multi-asset allocation
- Portfolio theory (680)
- Portfolio construction (1815)
- ESG investing (327)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1360)
- Simulations (295)
- Quantitative methods (437)
- Real assets/alternative investments/private equity
- Real estate (218)
- Commodities (194)
- Other real assets (98)
- Currency (172)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (854)
- Security analysis and valuation
- Technical analysis (113)