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- Assessing Fee Fairness: Characteristics of an Effective Plan Fee StructureBenjamin Goodman and David P. RichardsonThe Journal of Retirement February 2019, 6 (3) 23-33; DOI: https://doi.org/10.3905/jor.2019.6.3.023
- Practical Applications of Geopolitical Risk in Investment Research: Allies, Adversaries, and AlgorithmsJoseph SimonianPractical Applications February 2022, pa.2022.pa480; DOI: https://doi.org/10.3905/pa.2022.pa480
- A Robust Decision Support Approach to Portfolio Risk Reduction Based on Credit Default SwapDexiang Wu and Desheng Dash WuThe Journal of Fixed Income December 2017, 27 (3) 86-95; DOI: https://doi.org/10.3905/jfi.2018.27.3.086
- Correlated Default RiskSanjiv Ranjan. Das, Laurence Freed, Gary Geng and Nikunj KapadiaThe Journal of Fixed Income September 2006, 16 (2) 7-32; DOI: https://doi.org/10.3905/jfi.2006.656006
- Term Structure Slope RiskStewart D Hodges and Naru ParekhThe Journal of Fixed Income December 2006, 16 (3) 54-59; DOI: https://doi.org/10.3905/jfi.2006.670094
- An Analysis of Portfolios of Insured DebtsMichel Gendron, Van Son Lai and Issouf SoumaréThe Journal of Fixed Income June 2006, 16 (1) 55-64; DOI: https://doi.org/10.3905/jfi.2006.640277
- Fund Asset Inference Using Machine Learning Methods: What’s in That Portfolio?David Byrd, Sourabh Bajaj and Tucker Hybinette BalchThe Journal of Financial Data Science July 2019, 1 (3) 98-107; DOI: https://doi.org/10.3905/jfds.2019.1.005
- A Machine Learning Approach to Risk Factors: A Case Study Using the Fama–French–Carhart ModelJoseph Simonian, Chenwei Wu, Daniel Itano and Vyshaal NarayanamThe Journal of Financial Data Science January 2019, 1 (1) 32-44; DOI: https://doi.org/10.3905/jfds.2019.1.032
- Dynamic Replication and Hedging: A Reinforcement Learning ApproachPetter N. Kolm and Gordon RitterThe Journal of Financial Data Science January 2019, 1 (1) 159-171; DOI: https://doi.org/10.3905/jfds.2019.1.1.159
- Option Pricing with Greed and Fear Factor: The Rational Finance ApproachAbootaleb Shirvani, Frank J. Fabozzi, Boryana Racheva-Iotova and Svetlozar T. RachevThe Journal of Derivatives November 2021, 29 (2) 77-119; DOI: https://doi.org/10.3905/jod.2021.1.138
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