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 Closed-Form Model-Free Implied Volatility Formula through Delta Families
    Zhenyu Cui, Justin Kirkby, Duy Nguyen and Stephen Taylor
    The Journal of Derivatives May 2021, 28 (4) 111-127; DOI: https://doi.org/10.3905/jod.2020.1.127
  • Optimal Volatility Dependent Derivatives in the Stochastic Volatility Model
    Artem Dyachenko and Marc Oliver Rieger
    The Journal of Derivatives May 2021, 28 (4) 24-44; DOI: https://doi.org/10.3905/jod.2020.1.122
  • Editor’s Letter
    Joseph M. Pimbley
    The Journal of Derivatives February 2020, 27 (3) 1-2; DOI: https://doi.org/10.3905/jod.2020.27.3.001
  • Remembering Mark Rubinstein
    Menachem Brenner, Emanuel Derman, Robert Jarrow and Eric Reiner
    The Journal of Derivatives August 2019, 27 (1) 8-13; DOI: https://doi.org/10.3905/jod.2019.1.082
  • Towards a General Local Volatility Model for All Asset Classes
    Dariusz Gatarek and Juliusz Jabłecki
    The Journal of Derivatives August 2019, 27 (1) 14-31; DOI: https://doi.org/10.3905/jod.2019.1.079
  • Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate Regimes
    Poh Ling Neo and Chyng Wen Tee
    The Journal of Derivatives November 2019, 27 (2) 81-107; DOI: https://doi.org/10.3905/jod.2019.1.083
  • Exact Replication of the Best Rebalancing Rule in Hindsight
    Alex Garivaltis
    The Journal of Derivatives May 2019, 26 (4) 35-53; DOI: https://doi.org/10.3905/jod.2019.26.4.035
  • Evolution of Real Estate Derivatives and Their Pricing
    Frank J. Fabozzi, Robert J. Shiller and Radu S. Tunaru
    The Journal of Derivatives February 2019, 26 (3) 7-21; DOI: https://doi.org/10.3905/jod.2019.26.3.007
  • The Determinants of CoCo Bond Prices
    Sara Abed Masror Khah, Theo Vermaelen and Christian C. P. Wolff
    The Journal of Derivatives February 2019, 26 (3) 35-52; DOI: https://doi.org/10.3905/jod.2019.26.3.035
  • Pricing Bermudan Variance Swaptions Using Multinomial Trees
    Honglei Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ Florescu
    The Journal of Derivatives February 2019, 26 (3) 22-34; DOI: https://doi.org/10.3905/jod.2019.26.3.022

Pages

  • « first
  • ‹ previous
  • …
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • …
  • 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