Other
- Apologia Pro Vita SuaEmanuel DermanThe Journal of Derivatives August 2012, 20 (1) 35-37; DOI: https://doi.org/10.3905/jod.2012.20.1.035
- Detecting Asset Price BubblesRobert JarrowThe Journal of Derivatives August 2012, 20 (1) 30-34; DOI: https://doi.org/10.3905/jod.2012.20.1.030
- CCPs: Their Risks, and How They Can Be ReducedJohn HullThe Journal of Derivatives August 2012, 20 (1) 26-29; DOI: https://doi.org/10.3905/jod.2012.20.1.026
- Regulatory Principles for the Financial SystemThomas Ho, Miguel Palacios and Hans StollThe Journal of Derivatives August 2012, 20 (1) 19-37; DOI: https://doi.org/10.3905/jod.2012.20.1.019
- The Foundation for Enduring Derivative Markets: Liquidity, Transparency, and CapacityJoanne M. HillThe Journal of Derivatives August 2012, 20 (1) 14-18; DOI: https://doi.org/10.3905/jod.2012.20.1.014
- Is the Derivatives Business Too Big?Alan WhiteThe Journal of Derivatives August 2012, 20 (1) 11-13; DOI: https://doi.org/10.3905/jod.2012.20.1.011
- An Empirical Characteristic Function Approach to VaR Under a Mixture-of-Normal Distribution with Time-Varying VolatilityDinghai Xu and Tony S. WirjantoThe Journal of Derivatives August 2010, 18 (1) 39-58; DOI: https://doi.org/10.3905/jod.2010.18.1.039
- Deep Hedging of Derivatives Using Reinforcement LearningJay Cao, Jacky Chen, John Hull and Zissis PoulosThe Journal of Financial Data Science January 2021, 3 (1) 10-27; DOI: https://doi.org/10.3905/jfds.2020.1.052
- Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures TradingTrent Spears, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science January 2021, 3 (1) 57-73; DOI: https://doi.org/10.3905/jfds.2020.1.049
- 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
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (38)
- In Markets (189)
- In Portfolio Management (153)
- In Wealth Management (95)
- Derivatives
- Options (514)
- Credit default swaps (124)
- Counterparty risk (24)
- Other (205)
- Factors, risk premia
- Factor-based models (474)
- Style investing (170)
- Other (55)
- Fixed income and structured finance
- Project finance (86)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (583)
- Retirement (450)
- Social security (93)
- Pension funds (169)
- Other (56)
- Mutual funds/passive investing/indexing
- Mutual fund performance (248)
- Passive strategies (150)
- Other (319)
- Performance measurement
- Volatility measures (391)
- Performance measurement (1568)
- Portfolio management/multi-asset allocation
- Portfolio theory (683)
- Portfolio construction (1710)
- ESG investing (298)
- Manager selection (292)
- Other (292)
- Quantitative methods
- Statistical methods (1276)
- Simulations (287)
- Quantitative methods (427)
- Real assets/alternative investments/private equity
- Real estate (214)
- Commodities (183)
- Other real assets (96)
- Currency (155)
- Private equity (718)
- Risk management
- Credit risk management (285)
- Tail risks (147)
- Risk management (814)
- Security analysis and valuation
- Technical analysis (116)