Quantitative methods
- Practical Applications of A Key Rate Approach to Replicating Annuities with US Treasury FundsJoseph R. PrendergastPractical 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 InvestingDaniel Philps, David Tilles and Timothy LawPractical 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 PlanningW. V. Harlow, Keith C. Brown and Stephen E. JenksPractical 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 ProposalsRobin L. Walker, John R. Wingender and Thomas J. PurcellPractical 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 RegressionGuangning Xu, Geng Deng, Xindong Wang and Ken FuThe 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 InformationJon R. HillThe 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 FinanceJanet M. TavakoliThe 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 InstitutionsSylvain RaynesThe 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 IntelligenceEli LuzacThe 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 ModelMartin GoldbergThe 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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