| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A composition between risk and deviation measures
|
Righi, Marcelo Brutti
|
|
2018
|
282 |
1-2 |
p. 299-313
|
article
|
| 2 |
Can commodities dominate stock and bond portfolios?
|
Henriksen, Tom Erik Sønsteng
|
|
2018
|
282 |
1-2 |
p. 155-177
|
article
|
| 3 |
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
|
Badescu, Alexandru
|
|
2018
|
282 |
1-2 |
p. 27-57
|
article
|
| 4 |
Did long-memory of liquidity signal the European sovereign debt crisis?
|
Sun, Z.
|
|
2018
|
282 |
1-2 |
p. 355-377
|
article
|
| 5 |
Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery
|
Fernandes, Filipa Da Silva
|
|
2018
|
282 |
1-2 |
p. 87-118
|
article
|
| 6 |
High frequency trading strategies, market fragility and price spikes: an agent based model perspective
|
McGroarty, Frank
|
|
2018
|
282 |
1-2 |
p. 217-244
|
article
|
| 7 |
Hilbert transform, spectral filters and option pricing
|
Phelan, Carolyn E.
|
|
2018
|
282 |
1-2 |
p. 273-298
|
article
|
| 8 |
Intraday forecasts of a volatility index: functional time series methods with dynamic updating
|
Shang, Han Lin
|
|
2018
|
282 |
1-2 |
p. 331-354
|
article
|
| 9 |
Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs
|
Konstantaras, Konstantinos
|
|
2018
|
282 |
1-2 |
p. 179-216
|
article
|
| 10 |
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
|
Wegener, Christoph
|
|
2019
|
282 |
1-2 |
p. 407-426
|
article
|
| 11 |
Managing portfolio diversity within the mean variance theory
|
Schmidt, Anatoly B.
|
|
2018
|
282 |
1-2 |
p. 315-329
|
article
|
| 12 |
Multi-period portfolio selection with drawdown control
|
Nystrup, Peter
|
|
2018
|
282 |
1-2 |
p. 245-271
|
article
|
| 13 |
On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter
|
Ewald, Christian-Oliver
|
|
2018
|
282 |
1-2 |
p. 119-130
|
article
|
| 14 |
Preface: application of operations research to financial markets
|
Kyriakou, Ioannis
|
|
2019
|
282 |
1-2 |
p. 1-2
|
article
|
| 15 |
Quantization meets Fourier: a new technology for pricing options
|
Callegaro, Giorgia
|
|
2018
|
282 |
1-2 |
p. 59-86
|
article
|
| 16 |
The financial crisis and the shadow price of bank capital
|
Hasannasab, Maryam
|
|
2018
|
282 |
1-2 |
p. 131-154
|
article
|
| 17 |
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
|
Valladão, Davi
|
|
2018
|
282 |
1-2 |
p. 379-405
|
article
|
| 18 |
Understanding time-inconsistent heterogeneous preferences in economics and finance: a practice theory approach
|
Andrikopoulos, Panagiotis
|
|
2018
|
282 |
1-2 |
p. 3-26
|
article
|
Journal description