Simulations
- Financing Correlated Drug Development ProjectsAndrew W. Lo and Kien Wei SiahThe Journal of Structured Finance November 2020, jsf.2020.1.114; DOI: https://doi.org/10.3905/jsf.2020.1.114
- Implementing Value and Momentum Strategies in Credit PortfoliosSimon Polbennikov, Albert Desclée and Mathieu DuboisThe Journal of Portfolio Management November 2020, jpm.2020.1.190; DOI: https://doi.org/10.3905/jpm.2020.1.190
- Selecting Computational Models for Asset Management: Financial Econometrics versus Machine Learning—Is There a Conflict?Joseph A. Cerniglia and Frank J. FabozziThe Journal of Portfolio Management October 2020, 47 (1) 107-118; DOI: https://doi.org/10.3905/jpm.2020.1.184
- Better BetasLisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge UlucamThe Journal of Portfolio Management October 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119
- Volatility Prediction and Risk Management: An SVR-GARCH ApproachAbdullah Karasan and Esma GaygisizThe Journal of Financial Data Science October 2020, 2 (4) 85-104; DOI: https://doi.org/10.3905/jfds.2020.1.046
- Deep Reinforcement Learning for Option Replication and HedgingJiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei ZhangThe Journal of Financial Data Science October 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045
- Forecast Optimization via Parameter Tuning: Performance Gain and OverfitIlya SoloveychikThe Journal of Financial Data Science October 2020, 2 (4) 71-84; DOI: https://doi.org/10.3905/jfds.2020.1.044
- European Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised LearningTristan Lim, Chin Sin Ong and Aldy GunawanThe Journal of Financial Data Science October 2020, 2 (4) 59-70; DOI: https://doi.org/10.3905/jfds.2020.1.043
- Neural Embeddings of Financial Time-Series DataAlik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis SecoThe Journal of Financial Data Science October 2020, 2 (4) 33-43; DOI: https://doi.org/10.3905/jfds.2020.1.041
- Machine Learning Prediction of Recessions: An Imbalanced Classification ApproachAlireza YazdaniThe Journal of Financial Data Science October 2020, 2 (4) 21-32; DOI: https://doi.org/10.3905/jfds.2020.1.040
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (30)
- In Markets (20)
- In Wealth Management (41)
- Derivatives
- Options (222)
- Credit default swaps (39)
- Other (67)
- Factors, risk premia
- Factor-based models (186)
- Style investing (85)
- Other (18)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (234)
- Retirement (232)
- Social security (32)
- Pension funds (54)
- Other (15)
- Mutual funds/passive investing/indexing
- Mutual fund performance (110)
- Passive strategies (26)
- Other (100)
- Performance measurement
- Volatility measures (59)
- Performance measurement (453)
- Portfolio management/multi-asset allocation
- Portfolio theory (199)
- Portfolio construction (465)
- ESG investing (144)
- Manager selection (84)
- Other (74)
- Quantitative methods
- Statistical methods (359)
- Simulations (121)
- Quantitative methods (205)
- Real assets/alternative investments/private equity
- Real estate (68)
- Commodities (72)
- Other real assets (43)
- Currency (64)
- Private equity (188)
- Risk management
- Tail risks (34)
- Risk management (207)
- Security analysis and valuation
- Technical analysis (17)