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Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues
Shi, Fangquan; Shu, Lianjie; Yang, Aijun; He, Fangyi - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2700-2731
Persistent link: https://www.econbiz.de/10012384771
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Are the Wall Street analyst rankings popularity contests?
Emery, Douglas R.; Li, Xi - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 411-437
Persistent link: https://www.econbiz.de/10003865571
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
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Estimation of multivariate asset models with jumps
Ballotta, Laura; Fusai, Gianluca; Loregian, Angela; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
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Faculty perceptions and readership patterns of finance journals : a global view
Oltheten, Elisabeth; Theoharakis, Vasilis; Travlos, … - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 223-239
Persistent link: https://www.econbiz.de/10002699530
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Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.; Tzavalis, Elias - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
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A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
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The impact of overnight periods on option pricing
Boes, Mark-Jan; Drost, Feike C.; Werker, Bas J. M. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 517-533
Persistent link: https://www.econbiz.de/10003484188
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Generalized analytical upper bounds for American option prices
Chung, San-lin; Chang, Hsieh-chung - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 209-227
Persistent link: https://www.econbiz.de/10003434630
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Pricing American options under the constant elasticity of variance model and subject to bankruptcy
Nunes, Joaõ Pedro Vidal - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1231-1263
Persistent link: https://www.econbiz.de/10003939136