Quantitative methods
- A Key Rate Approach to Replicating Annuities with U.S. Treasury FundsJoseph R. PrendergastThe Journal of Fixed Income May 2021, jfi.2021.1.115; DOI: https://doi.org/10.3905/jfi.2021.1.115
- Optimal Currency Hedging: Horizon MattersNelson Arruda, Alain Bergeron and Mark KritzmanThe Journal of Alternative Investments March 2021, 23 (4) 122-130; DOI: https://doi.org/10.3905/jai.2021.1.126
- Pricing of Adverse Development Covers Using Option Pricing MethodsEric Dal MoroThe Journal of Derivatives May 2021, jod.2021.1.136; DOI: https://doi.org/10.3905/jod.2021.1.136
- CDS-Implied Risk of US Delinquency: Implications for the US Debt CeilingRen-Raw Chen, John D. Finnerty and Bruno G. KamdemThe Journal of Fixed Income May 2021, jfi.2021.1.114; DOI: https://doi.org/10.3905/jfi.2021.1.114
- Bridging the Gap between Strategic Allocation and Investment RiskRedouane Elkamhi, Jacky S.H. Lee and Sheikh SadikThe Journal of Portfolio Management April 2021, 47 (6) 89-100; DOI: https://doi.org/10.3905/jpm.2021.1.235
- Beta Instability and Implications for Hedging Systematic Risk: Takeaways from the COVID-19 CrisisArik Ben Dor, Stephan Florig, Jingling Guan and Xiaming ZengThe Journal of Portfolio Management April 2021, 47 (6) 139-155; DOI: https://doi.org/10.3905/jpm.2021.1.233
- The Outlook for Endowment and Pension FundsHaim A. Mozes and John Launny SteffensThe Journal of Wealth Management April 2021, 24 (1) 120-131; DOI: https://doi.org/10.3905/jwm.2021.1.131
- Equity Market Integration and Portfolio Decisions: A Study of NASDAQ USA and MSCI Emerging Markets Asia IndexesRitesh PatelThe Journal of Wealth Management April 2021, 24 (1) 11-39; DOI: https://doi.org/10.3905/jwm.2021.1.129
- The Behavior of the Various Personalities of Secondary Equity Investors: Big Five Personality ModelR. Renu Isidore and C. Joe ArunThe Journal of Wealth Management April 2021, 24 (1) 55-77; DOI: https://doi.org/10.3905/jwm.2021.1.128
- Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits DataHasan FallahgoulThe Journal of Financial Data Science April 2021, 3 (2) 134-148; DOI: https://doi.org/10.3905/jfds.2021.1.058
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