Journal: Quantitative finance / Issue: Volume 20:Issue 7(2020) - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Journal Quantitative finance Issue Volume 20:Issue 7(2020)

1. Are trading invariants really invariant? Trading costs matter. Issue 7 (2nd July 2020)

Authors:: Bucci, Frédéric; Lillo, Fabrizio; Bouchaud, Jean-Philippe; Benzaquen, Michael
Journal:: Quantitative finance
Issue:: Volume 20:Issue 7(2020)
Page Start:: 1059
Record Type:: Journal Article
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2. Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective. Issue 7 (2nd July 2020)

Authors:: Chalamandaris, George
Journal:: Quantitative finance
Issue:: Volume 20:Issue 7(2020)
Page Start:: 1101
Record Type:: Journal Article
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3. Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective. Issue 7 (2nd July 2020)

Authors:: Chalamandaris, George
Journal:: Quantitative finance
Issue:: Volume 20:Issue 7(2020)
Page Start:: 1101
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

4. Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations. Issue 7 (2nd July 2020)

Authors:: dos Reis, G.; Pfeuffer, M.; Smith, G.
Journal:: Quantitative finance
Issue:: Volume 20:Issue 7(2020)
Page Start:: 1069
Record Type:: Journal Article
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5. Effects of intervaling on high-frequency realized higher-order moments. Issue 7 (2nd July 2020)

Authors:: Ahadzie, Richard Mawulawoe; Jeyasreedharan, Nagaratnam
Journal:: Quantitative finance
Issue:: Volume 20:Issue 7(2020)
Page Start:: 1169
Record Type:: Journal Article
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6. Effects of intervaling on high-frequency realized higher-order moments. Issue 7 (2nd July 2020)

Authors:: Ahadzie, Richard Mawulawoe; Jeyasreedharan, Nagaratnam
Journal:: Quantitative finance
Issue:: Volume 20:Issue 7(2020)
Page Start:: 1169
Record Type:: Journal Article
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7. Forward or backward simulation? A comparative study. Issue 7 (2nd July 2020)

Authors:: Sabino, Piergiacomo
Journal:: Quantitative finance
Issue:: Volume 20:Issue 7(2020)
Page Start:: 1213
Record Type:: Journal Article
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8. Forward or backward simulation? A comparative study. Issue 7 (2nd July 2020)

Authors:: Sabino, Piergiacomo
Journal:: Quantitative finance
Issue:: Volume 20:Issue 7(2020)
Page Start:: 1213
Record Type:: Journal Article
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9. Least-squares Monte-Carlo methods for optimal stopping investment under CEV models. Issue 7 (2nd July 2020)

Authors:: Ma, Jingtang; Lu, Zhengyang; Li, Wenyuan; Xing, Jie
Journal:: Quantitative finance
Issue:: Volume 20:Issue 7(2020)
Page Start:: 1199
Record Type:: Journal Article
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10. Maximizing an equity portfolio excess growth rate: a new form of smart beta strategy?. Issue 7 (2nd July 2020)

Authors:: Maeso, Jean-Michel; Martellini, Lionel
Journal:: Quantitative finance
Issue:: Volume 20:Issue 7(2020)
Page Start:: 1185
Record Type:: Journal Article
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