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- 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
- Managing Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science October 2020, 2 (4) 1-3; DOI: https://doi.org/10.3905/jfds.2020.2.4.001
- Maximum Drawdowns of Hedge Funds with Serial CorrelationBrian T. HayesThe Journal of Alternative Investments March 2006, 8 (4) 26-38; DOI: https://doi.org/10.3905/jai.2006.627848
- Modeling Price Dynamics, Optimal Portfolios, and Option Valuation for CryptoassetsYuan Hu, W. Brent Lindquist and Frank J. FabozziThe Journal of Alternative Investments June 2021, 24 (1) 75-93; DOI: https://doi.org/10.3905/jai.2021.1.133
- Model Risk in Risk Analysis for No-Negative-Equity-GuaranteesJr-Wei Huang, Sharon S. Yang and Chuang-Chang ChangThe Journal of Derivatives May 2021, 28 (4) 87-110; DOI: https://doi.org/10.3905/jod.2020.1.125
- Equity Market Integration and Portfolio Decisions: A Study of NASDAQ USA and MSCI Emerging Markets Asia IndexesRitesh PatelThe Journal of Wealth Management April 2021, 24 (1) 11-39; DOI: https://doi.org/10.3905/jwm.2021.1.129
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