Simulations
- Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive StrategiesRyan PoirierThe Journal of Portfolio Management April 2021, 47 (6) 156-173; DOI: https://doi.org/10.3905/jpm.2021.1.238
- 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
- Integration of Income and Estate Tax PlanningNathan Sosner, Joseph Liberman and Steven LiuThe Journal of Wealth Management April 2021, 24 (1) 78-104; DOI: https://doi.org/10.3905/jwm.2021.1.134
- Financing Correlated Drug Development ProjectsAndrew W. Lo and Kien Wei SiahThe Journal of Structured Finance April 2021, 27 (1) 17-34; DOI: https://doi.org/10.3905/jsf.2020.1.114
- Bias Correction for Bond Option Greeks via JackknifeJinyu Zhang, Kang Gao and Yong LiThe Journal of Derivatives March 2021, jod.2021.1.129; DOI: https://doi.org/10.3905/jod.2021.1.129
- 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
- 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
- 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
- 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
- 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
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