Skip to main content
  • Home
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
    • Webinars
  • Request a Demo
  • Sample our Content
  • Log in

Main menu

  • Home
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
    • Webinars

User menu

  • Request a Demo
  • Sample our Content
  • Log in

Search

  • Use the Advanced Search to discover more content specific to a journal, author or time frame
Home
Click to use the Advanced Search to discover more content specific to a journal, author or time frame

Other

« Back to list

  • A Derivatives Pricing Model with Non-Cash Collateralization
    Kazuhiro Takino
    The Journal of Derivatives August 2021, 29 (1) 123-138; DOI: https://doi.org/10.3905/jod.2020.1.126
  • Editor’s Letter
    Joseph M. Pimbley
    The Journal of Derivatives August 2021, 29 (1) 1-3; DOI: https://doi.org/10.3905/jod.2021.29.1.001
  • Jump, Diffusion, and Long-Term Volatility Risks with Incremental Information in VIX Assets
    Sonnan Chen and Yuchi Gu
    The 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 Density
    Qi Hu and David Newton
    The 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 Chang
    The Journal of Derivatives February 2021, 28 (3) 163-183; DOI: https://doi.org/10.3905/jod.2020.1.121
  • How Rational Are the Option Prices of the Hong Kong Dollar Exchange Rate?
    Samuel Drapeau, Tan Wang and Tao Wang
    The Journal of Derivatives February 2021, 28 (3) 140-161; DOI: https://doi.org/10.3905/jod.2020.1.120
  • Analytical Valuation of Exotic Double Barrier Options
    Jui-Jane Chang, Hui-Ming Pai and Ting-Pin Wu
    The Journal of Derivatives February 2021, 28 (3) 97-122; DOI: https://doi.org/10.3905/jod.2020.1.118
  • A Bivariate Lattice Model to Compute Risk Measures in Life Insurance Policies
    Massimo Costabile
    The Journal of Derivatives February 2021, 28 (3) 123-139; DOI: https://doi.org/10.3905/jod.2020.1.117
  • Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain Approximation
    Zhenyu Cui and Stephen Taylor
    The Journal of Derivatives February 2021, 28 (3) 8-33; DOI: https://doi.org/10.3905/jod.2020.1.116
  • Bias Correction for Bond Option Greeks via Jackknife
    Jinyu Zhang, Kang Gao and Yong Li
    The Journal of Derivatives May 2021, 28 (4) 45-63; DOI: https://doi.org/10.3905/jod.2021.1.129

Pages

  • « first
  • ‹ previous
  • …
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • …
  • next ›
  • last »

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections
  • Behavioral Finance
    • Theory (36)
    • In Markets (170)
    • In Portfolio Management (140)
    • In Wealth Management (99)
  • Derivatives
    • Options (549)
    • Interest-rate and currency swaps (65)
    • Futures and forward contracts (179)
    • Credit default swaps (126)
    • Counterparty risk (24)
    • Other (213)
  • Factors, risk premia
    • Analysis of individual factors/risk premia (716)
    • Factor-based models (465)
    • Style investing (168)
    • Other (52)
  • Fixed income and structured finance
    • MBS and residential mortgage loans (270)
    • CMBS and commercial mortgage loans (93)
    • Asset-backed securities (ABS) (169)
    • CLOs, CDOs, and other structured credit (246)
    • Project finance (87)
    • Legal and regulatory issues for structured finance (251)
    • Fixed income and structured finance (582)
  • International Investing
    • Developed (383)
    • Emerging (472)
    • Frontier (42)
    • Global (276)
  • Legal/regulatory/public policy
    • Exchanges/markets/clearinghouses (620)
    • Information providers/credit ratings (239)
    • Financial crises and financial market history (804)
    • Legal/regulatory/public policy (775)
  • Long-term/retirement investing
    • Wealth management (617)
    • Retirement (486)
    • Social security (101)
    • Pension funds (177)
    • Foundations & endowments (60)
    • Other (55)
  • Mutual funds/passive investing/indexing
    • Mutual fund performance (249)
    • Passive strategies (144)
    • Exchange-traded funds and applications. (425)
    • Other (332)
  • Performance measurement
    • Volatility measures (368)
    • Downside-only measures (29)
    • Performance measurement (1837)
  • Portfolio management/multi-asset allocation
    • Portfolio theory (682)
    • Portfolio construction (1830)
    • Equity portfolio management (446)
    • Fixed-income portfolio management (188)
    • ESG investing (335)
    • Manager selection (295)
    • Other (274)
  • Quantitative methods
    • Statistical methods (1365)
    • Simulations (295)
    • Big data/machine learning (361)
    • Quantitative methods (438)
  • Real assets/alternative investments/private equity
    • Real estate (222)
    • Commodities (195)
    • Other real assets (99)
    • Currency (174)
    • Private equity (742)
    • Real assets/alternative investments/private equity (558)
  • Risk management
    • VAR and use of alternative risk measures of trading risk (245)
    • Credit risk management (299)
    • Tail risks (166)
    • Risk management (858)
  • Security analysis and valuation
    • Fundamental equity analysis (256)
    • Accounting and ratio analysis (106)
    • Technical analysis (113)
    • Security analysis and valuation (621)

Contact us for more information

Preview our content

Discover a selection of our content to see how Portfolio Management Research can directly benefit you.

Download your copy

Register for full access

Begin your subscription and access our research immediately

Subscribe now

Publish your work

Promote your research and build your reputation with Portfolio Management Research

Submit your article

Academic Access

Discover how our research can benefit your institution

Find out more

Contact Us

LONDON
One London Wall, London, EC2Y 5EA
0207 139 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
646 931 9045
reply@pm-research.com
 

More from PMR

  • Awards
  • Investment Guides
  • Videos
  • About PMR

Information for

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

Get Involved

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2023 With Intelligence Ltd | All material subject to strictly enforced copyright laws.

  • Site Map
  • Cookies
  • Code of Ethics
  • Terms & Conditions
  • Privacy Policy