Volume 16; Issue 1

Quantitative Finance

Volume 16; Issue 1
1

Investing in the size factor

Laborda, Juan, Laborda, Ricardo, Olmo, Jose
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 1.08 MB
english, 2016
2

Portfolio Management under Stress

Scherer, Bernd
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 352 KB
english, 2016
3

The limits of statistical significance of Hawkes processes fitted to financial data

Lallouache, Mehdi, Challet, Damien
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 1.47 MB
english, 2016
4

Optimal capital growth with convex shortfall penalties

MacLean, Leonard C., Zhao, Yonggan, Ziemba, William T.
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 681 KB
english, 2016
5

Analytic bond pricing for short rate dynamics evolving on matrix Lie groups

Lim, Nengli, Privault, Nicolas
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 832 KB
english, 2016
6

Calendar

Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 245 KB
english, 2016