Statistical methods
- Practical Applications of Analysis of Sustainability Reports for Top 20 Companies in the S&P 500 IndexAsli Ascioglu, Juan Gonzalez and Leila ZbibPractical Applications October 2022, pa.2022.pa516; DOI: https://doi.org/10.3905/pa.2022.pa516
- Practical Applications of The Illusory Benefit of Working Longer on Retirement Financial Preparedness: Rethinking Advice That Working Longer Increases Retirement IncomeTeresa Ghilarducci, Michael Papadopoulos and Anthony WebbPractical Applications August 2022, pa.2022.pa507; DOI: https://doi.org/10.3905/pa.2022.pa507
- The Illusory Benefit of Working Longer on Retirement Financial Preparedness: Rethinking Advice That Working Longer Increases Retirement IncomeTeresa Ghilarducci, Michael Papadopoulos and Anthony WebbThe Journal of Retirement July 2022, 10 (1) 7-27; DOI: https://doi.org/10.3905/jor.2022.1.104
- 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
- A Correlation-Based Portfolio Performance MeasureGunter MeissnerThe Journal of Investing September 2019, 28 (6) 19-26; DOI: https://doi.org/10.3905/joi.2019.28.6.019
- Measuring Bond Investors’ Risk Appetite Using the Interest Rate Term StructureMichael J. HowellThe Journal of Investing September 2019, 28 (6) 115-127; DOI: https://doi.org/10.3905/joi.2019.28.6.115
- Editor’s LetterBrian BruceThe Journal of Investing September 2019, 28 (6) 1; DOI: https://doi.org/10.3905/joi.2019.28.6.001
- Robust and Interpretable Liquidity Proxies for Market and Funding LiquidityRiccardo Rebonato and Hong SherwinThe Journal of Fixed Income December 2020, 30 (3) 67-82; DOI: https://doi.org/10.3905/jfi.2020.1.103
- Wavelet Multiscale and Spillover Analyses of Volatility and CorrelationSofiane AbouraThe Journal of Derivatives May 2022, 29 (5) 20-39; DOI: https://doi.org/10.3905/jod.2022.1.155
- Handling the Use of Derivatives in Performance AttributionBruce J. FeibelThe Journal of Derivatives May 2022, 29 (4) 121-138; DOI: https://doi.org/10.3905/jod.2022.1.154
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