4

Risk-managed industry momentum and momentum crashes

Grobys, Klaus, Ruotsalainen, Joni, Äijö, Janne
Journal:
Quantitative Finance
Year:
2018
Language:
english
File:
PDF, 741 KB
english, 2018
5

Where Is the “Meat” in Smart Beta Strategies?

Peltomäki, Jarkko, Äijö, Janne
Journal:
The Journal of Wealth Management
Year:
2017
Language:
english
File:
PDF, 1.02 MB
english, 2017
7

Bond–Equity Yield Ratio Market Timing in Emerging Markets

Dimic, Nebojsa, Orlov, Vitaly, Äijö, Janne
Journal:
Journal of Emerging Market Finance
Year:
2019
Language:
english
File:
PDF, 896 KB
english, 2019
12

What moves option-implied bond market expectations?

Sami Vähämaa, Sebastian Watzka, Janne Äijö
Journal:
Journal of Futures Markets
Year:
2005
Language:
english
File:
PDF, 175 KB
english, 2005
14

The Fed's policy decisions and implied volatility

Sami Vähämaa, Janne Äijö
Journal:
Journal of Futures Markets
Year:
2011
Language:
english
File:
PDF, 2.03 MB
english, 2011
17

The Fed’s Policy Decisions and Implied Volatility

Vähämaa, Sami, Äijö, Janne Jaakko
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 104 KB
english, 2010
18

Benefits of wavelet-based carry trade diversification

Orlov, Vitaly, Äijö, Janne
Journal:
Research in International Business and Finance
Year:
2015
Language:
english
File:
PDF, 1.22 MB
english, 2015
21

Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices

Janne Äijö
Journal:
Global Finance Journal
Year:
2008
Language:
english
File:
PDF, 712 KB
english, 2008