Volume 16; Issue 2

Quantitative Finance

Volume 16; Issue 2
2

Special Issue on Stochastic Optimization Approaches to Financial and Energy Markets

Consigli, Giorgio, Smeers, Yves
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 306 KB
english, 2016
3

Theoretical decompositions of the cross-sectional dispersion of stock returns

Grant, Andrew, Satchell, Steve
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 514 KB
english, 2016
4

Interest Rate Modelling in the Multi-curve Framework

Morini, Massimo
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 458 KB
english, 2016
6

A parsimonious model for generating arbitrage-free scenario trees

Consiglio, Andrea, Carollo, Angelo, Zenios, Stavros A.
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 648 KB
english, 2016
7

A uniformly distributed random portfolio

Kim, Woo Chang, Lee, Yongjae
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 781 KB
english, 2016
8

A dynamical systems model of price bubbles and cycles

Cheriyan, Vinod, Kleywegt, Anton J.
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 4.06 MB
english, 2016
9

Real options valuation applied to transmission expansion planning

Lumbreras, S., Bunn, D. W., Ramos, A., Chronopoulos, M.
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 552 KB
english, 2016
13

Calendar

Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 270 KB
english, 2016