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Quantitative methods

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  • Practical Applications of A Key Rate Approach to Replicating Annuities with US Treasury Funds
    Joseph R. Prendergast
    Practical Applications July 2022, pa.2022.pa505; DOI: https://doi.org/10.3905/pa.2022.pa505
  • Practical Applications of Interpretable, Transparent, and Auditable Machine Learning: An Alternative to Factor Investing
    Daniel Philps, David Tilles and Timothy Law
    Practical Applications April 2022, pa.2022.pa492; DOI: https://doi.org/10.3905/pa.2022.pa492
  • Practical Applications of The Use and Value of Financial Advice for Retirement Planning
    W. V. Harlow, Keith C. Brown and Stephen E. Jenks
    Practical Applications October 2020, 8 (2) 1-9; DOI: https://doi.org/10.3905/pa.8.2.403
  • Practical Applications of Tax Reform, Company Value, and Biden Proposals
    Robin L. Walker, John R. Wingender and Thomas J. Purcell
    Practical Applications March 2022, pa.2022.pa486; DOI: https://doi.org/10.3905/pa.2022.pa486
  • Automatic Spline Knot Selection in Modeling Mortgage Loan Default Using Shape Constrained Regression
    Guangning Xu, Geng Deng, Xindong Wang and Ken Fu
    The Journal of Structured Finance October 2021, 27 (3) 18-36; DOI: https://doi.org/10.3905/jsf.2021.1.123
  • Shouldn’t a Model “Know” Its Own ID?: Banks Can Significantly Improve Their Model Discipline by Embedding One Critical Piece of Information
    Jon R. Hill
    The Journal of Structured Finance October 2018, 24 (3) 89-98; DOI: https://doi.org/10.3905/jsf.2018.24.3.089
  • More Than One Million Reasons to Lie about Structured Finance
    Janet M. Tavakoli
    The Journal of Structured Finance April 2019, 25 (1) 8-20; DOI: https://doi.org/10.3905/jsf.2019.25.1.008
  • Internal Capital Allocation at Financial Institutions
    Sylvain Raynes
    The Journal of Structured Finance April 2019, 25 (1) 21-30; DOI: https://doi.org/10.3905/jsf.2019.25.1.021
  • Document Analysis Streamlined by Structure, Tagging, and Artificial Intelligence
    Eli Luzac
    The Journal of Structured Finance January 2018, 23 (4) 42-46; DOI: https://doi.org/10.3905/jsf.2018.2018.1.061
  • Much of Model Risk Does Not Come from Any Model
    Martin Goldberg
    The Journal of Structured Finance April 2017, 23 (1) 32-37; DOI: https://doi.org/10.3905/jsf.2017.23.1.032

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