Simulations
- Simple Correlated Binomial Portfolio Loss DistributionJoseph M. PimbleyThe Journal of Structured Finance July 2019, 25 (2) 75-86; DOI: https://doi.org/10.3905/jsf.2019.1.078
- Fixed Income and Passive Asset Allocation Outperformance in BrazilAlexandre Brandão Veras Daltro and Ricardo Pereira Câmara LealThe Journal of Wealth Management July 2019, 22 (2) 37-49; DOI: https://doi.org/10.3905/jwm.2019.1.071
- Utilizing Low-Volatility Assets to Mitigate Sequence Risk in Retirement InvestingWei GeThe Journal of Investing July 2019, 28 (5) 85-100; DOI: https://doi.org/10.3905/joi.2019.1.087
- On Contango, Backwardation, and Seasonality in Index FuturesMohd Asraf Abd Wahab, Azhar Mohamad and Imtiaz SifatThe Journal of Private Equity February 2019, 22 (2) 69-82; DOI: https://doi.org/10.3905/jpe.2019.1.076
- T-Vasicek Credit Portfolio Loss DistributionJoseph M. PimbleyThe Journal of Structured Finance October 2018, 24 (3) 65-78; DOI: https://doi.org/10.3905/jsf.2018.24.3.065
- Computing Risk Measures of Life Insurance Policies through the Cox–Ross–Rubinstein ModelMassimo CostabileThe Journal of Derivatives November 2018, 26 (2) 86-94; DOI: https://doi.org/10.3905/jod.2018.26.2.086
- What Investment Risk Means to You, Illustrated: Strategic Asset Allocation, the Budget Constraint, and the Volatility of Spending during RetirementM. Barton Waring and Laurence B. SiegelThe Journal of Retirement October 2018, 6 (2) 7-26; DOI: https://doi.org/10.3905/jor.2018.1.041
- Implied Volatility Estimation via ℓ1 Trend FilteringPablo Crespo and Ta-Cheng HuangThe Journal of Derivatives August 2018, 26 (1) 45-66; DOI: https://doi.org/10.3905/jod.2018.26.1.045
- Pathetic Protection: The Elusive Benefits of Protective PutsRoni IsraelovThe Journal of Alternative Investments December 2018, 21 (3) 6-33; DOI: https://doi.org/10.3905/jai.2018.1.066
- Retail Order Flow SegmentationCorey Garriott and Adrian WaltonThe Journal of Trading July 2018, 13 (3) 13-23; DOI: https://doi.org/10.3905/jot.2018.13.3.013
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