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  • T-Vasicek Credit Portfolio Loss Distribution
    Joseph M. Pimbley
    The Journal of Structured Finance October 2018, 24 (3) 65-78; DOI: https://doi.org/10.3905/jsf.2018.24.3.065
  • What Investment Risk Means to You, Illustrated: Strategic Asset Allocation, the Budget Constraint, and the Volatility of Spending during Retirement
    M. Barton Waring and Laurence B. Siegel
    The Journal of Retirement October 2018, 6 (2) 7-26; DOI: https://doi.org/10.3905/jor.2018.1.041
  • Computing Risk Measures of Life Insurance Policies through the Cox–Ross–Rubinstein Model
    Massimo Costabile
    The Journal of Derivatives November 2018, 26 (2) 86-94; DOI: https://doi.org/10.3905/jod.2018.26.2.086
  • Retail Order Flow Segmentation
    Corey Garriott and Adrian Walton
    The Journal of Trading July 2018, 13 (3) 13-23; DOI: https://doi.org/10.3905/jot.2018.13.3.013
  • Implied Volatility Estimation via ℓ1 Trend Filtering
    Pablo Crespo and Ta-Cheng Huang
    The Journal of Derivatives August 2018, 26 (1) 45-66; DOI: https://doi.org/10.3905/jod.2018.26.1.045
  • When Less Is More: Passive Volume Algos for Enhanced Performance
    Paul Besson and Matthieu Lasnier
    The Journal of Trading March 2018, 13 (2) 20-34; DOI: https://doi.org/10.3905/jot.2018.13.2.020
  • Pathetic Protection: The Elusive Benefits of Protective Puts
    Roni Israelov
    The Journal of Alternative Investments December 2018, 21 (3) 6-33; DOI: https://doi.org/10.3905/jai.2018.1.066
  • Deep Hedging of Derivatives Using Reinforcement Learning
    Jay Cao, Jacky Chen, John Hull and Zissis Poulos
    The Journal of Financial Data Science January 2021, 3 (1) 10-27; DOI: https://doi.org/10.3905/jfds.2020.1.052
  • On the Predictability of the Equity Premium Using Deep Learning Techniques
    Jonathan Iworiso and Spyridon Vrontos
    The Journal of Financial Data Science January 2021, 3 (1) 74-92; DOI: https://doi.org/10.3905/jfds.2020.1.051
  • Deviations from Covered Interest Rate Parity: The Case of British Pound Sterling versus Euro
    Frank Lehrbass and Thamara Sandra Schuster
    The Journal of Financial Data Science January 2021, 3 (1) 140-151; DOI: https://doi.org/10.3905/jfds.2020.1.050

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