Calendar.
- Published in:
- 2019
- Publication type:
- Calendar
Works in Quantitative Finance, 2019, Vol 19, Issue 1
Results: 16
1
2
An open mind: memories of Ken Arrow.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 33, doi. 10.1080/14697688.2019.1553400
- By:
- Publication type:
- Article
3
Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance.
- Published in:
- 2019
- By:
- Publication type:
- Book Review
4
On being a student of Ken Arrow.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 25, doi. 10.1080/14697688.2018.1538692
- By:
- Publication type:
- Article
5
Kenneth Arrow as teacher and adviser.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 23, doi. 10.1080/14697688.2018.1533741
- By:
- Publication type:
- Article
6
Kenneth Arrow and nonequilibrium economics<sup>†</sup>.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 29, doi. 10.1080/14697688.2018.1533738
- By:
- Publication type:
- Article
7
Path-breaking contributions of K. J. Arrow.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 19, doi. 10.1080/14697688.2018.1533733
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- Publication type:
- Article
8
Internalisation by electronic FX spot dealers.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 35, doi. 10.1080/14697688.2018.1504167
- By:
- Publication type:
- Article
9
Estimating a covariance matrix for market risk management and the case of credit default swaps.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 77, doi. 10.1080/14697688.2018.1494850
- By:
- Publication type:
- Article
10
The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 1, doi. 10.1080/14697688.2018.1489137
- By:
- Publication type:
- Article
11
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 155, doi. 10.1080/14697688.2018.1468081
- By:
- Publication type:
- Article
12
Challenging the robustness of optimal portfolio investment with moving average-based strategies.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 123, doi. 10.1080/14697688.2018.1468080
- By:
- Publication type:
- Article
13
Cross-impact and no-dynamic-arbitrage.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 137, doi. 10.1080/14697688.2018.1467033
- By:
- Publication type:
- Article
14
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 105, doi. 10.1080/14697688.2018.1466057
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- Publication type:
- Article
15
Disentangling the role of variance and covariance information in portfolio selection problems.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 57, doi. 10.1080/14697688.2018.1465197
- By:
- Publication type:
- Article
16
An extended likelihood framework for modelling discretely observed credit rating transitions.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 93, doi. 10.1080/14697688.2018.1465196
- By:
- Publication type:
- Article