Entity usage

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This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

List of pages that use a given entity

Showing below up to 50 results in range #51 to #100.

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  1. Book review: Label: en
  2. Estimating time-varying risk aversion from option prices and realized returns: Label: en
  3. Rule-based trading on an order-driven exchange: a reassessment: Label: en
  4. A basket half full: sparse portfolios: Label: en
  5. Dynamic core-satellite investing using higher order moments: an explicit solution: Label: en
  6. Mind the cap!—constrained portfolio optimisation in Heston's stochastic volatility model: Label: en
  7. Functional quantization of rough volatility and applications to volatility derivatives: Label: en
  8. Principled pasting: attaching tails to risk-neutral probability density functions recovered from option prices: Label: en
  9. Effective stochastic local volatility models: Label: en
  10. Machine Learning and Data Sciences for Financial Markets: A Guide to Contemporary Practices Machine Learning and Data Sciences for Financial Markets: A Guide to Contemporary Practices , by Agostino Capponi and Charles-Albert: Label: en
  11. Smiles in delta: Label: en
  12. An early indicator for anomalous stock market performance: Label: en
  13. Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers: Label: en
  14. Book review How to Cheat with Statistics – and Get Away with It , by Gunter Meissner, World Scientific (2022), Hardback. ISBN 978-9811252488: Label: en
  15. A model of dynamic information production for initial public offerings: Label: en
  16. Regime-switching affine term structures: Label: en
  17. Bubbles and dependence between international equity markets: Label: en
  18. Centred expected shortfall (CES): a traditional asset manager’s view on decomposing downside investment risk: Label: en
  19. Adaptive online mean-variance portfolio selection with transaction costs: Label: en
  20. On parametric optimal execution and machine learning surrogates: Label: en
  21. Quantum-inspired variational algorithms for partial differential equations: application to financial derivative pricing: Label: en
  22. Optimal asset allocation under search frictions and stochastic interest rate: Label: en
  23. A statistical test of market efficiency based on information theory: Label: en
  24. A default contagion model for pricing defaultable bonds from an information based perspective: Label: en
  25. Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty: Label: en
  26. Horizon effect on optimal retirement decision: Label: en
  27. Empirical deep hedging: Label: en
  28. Optimal reinsurance-investment with loss aversion under rough Heston model: Label: en
  29. The EWMA Heston model: Label: en
  30. Markovian approximations of stochastic Volterra equations with the fractional kernel: Label: en
  31. The timing of debt renegotiation and its implications for irreversible investment and capital structure: Label: en
  32. A theoretical generalization of the Markowitz model incorporating skewness and kurtosis: Label: en
  33. Quantitative reverse stress testing, bottom up: Label: en
  34. Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model: Label: en
  35. Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products: Label: en
  36. Household financial health: a machine learning approach for data-driven diagnosis and prescription: Label: en
  37. Islamic Philanthropy: Exploring Zakat, Waqf, and Sadaqah in Islamic Finance and Economics Islamic Philanthropy: Exploring Zakat, Waqf, and Sadaqah in Islamic Finance and Economics , edited by Abdul Ghafar Ismail, Rose Abdull: Label: en
  38. Can volatility solve the naive portfolio puzzle?: Label: en
  39. Extracting implied volatilities from bank bonds: Label: en
  40. Correction: Label: en
  41. On prices and returns in commercial prediction markets: Label: en
  42. A transform-based method for pricing Asian options under general two-dimensional models: Label: en
  43. A multi-curve HJM factor model for pricing and risk management: Label: en
  44. How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality: Label: en
  45. The role of fleeting orders on option expiration days: Label: en
  46. Bayesian nonparametric portfolio selection with rolling maximum drawdown control: Label: en
  47. f-Betas and portfolio optimization with f-divergence induced risk measures: Label: en
  48. Distributionally robust end-to-end portfolio construction: Label: en
  49. A neuro-structural framework for bankruptcy prediction: Label: en
  50. Multivariate systemic risk measures and computation by deep learning algorithms: Label: en

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