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selected investment related paper review
Title Added by Added on
[Paper Review] Liquidity-Driven Dynamic Asset Allocation abiao 2013/05/01
[Paper Review] Mutual Fund's R2 as Predictor of Performance abiao 2013/02/15
[Paper Review] A Constant-Volatility Framework for Managing Tail Risk abiao 2013/01/31
[Paper Review] Worst-Case Value at Risk of Nonlinear Portfolios abiao 2013/01/21
[Paper Review] How to Combine Long and Short Return Histories Efficiently abiao 2012/12/19
[Paper Review] Basel III counterparty credit risk - Frequently asked questions abiao 2012/11/21
[Paper Review] A Fully Integrated Liquidity and Market Risk Model abiao 2012/10/29
[Paper Review] A Stochastic Volatility Model with Random Level Shifts and its Applications to S&P 500 and NASDAQ Return Indices abiao 2012/10/11
[Paper Review] Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis abiao 2012/09/29
[Paper Review] CVA and Wrong-Way Risk abiao 2012/08/20
[Paper Review] A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis abiao 2012/08/16
[Paper Review] Non-stationary non-parametric volatility model abiao 2012/07/31
[Paper Review] Recovering Index Implied Volatility Skew Week in Review abiao 2012/06/12
[Paper Review] New Illiquidity Measure Week in Review abiao 2012/05/21
[Paper Review] Forecast Expected Return Week in Review abiao 2012/05/10
[Paper Review] Stochastic Volatility Models and the Pricing of VIX Options abiao 2012/02/14
[Paper Review] Week in Review 060112 Trading Strategy abiao 2012/01/06
[Paper Review] Fitting and Testing for the Implied Volatility Curve Using Parametric Models abiao 2011/09/19
[Paper Review] Adding and Subtracting Black-Scholes:A New Approach to Approximating Derivative Prices in Continuous-Time Models abiao 2011/07/01
[Paper Review] Credit Informed Tactical Asset Allocation abiao 2011/06/30
[Paper Review] Financial Risk Forecasting abiao 2011/06/21
[Paper Review] A Comparative Study of Range-based Stock Return Volatility Estimators for the German Market abiao 2011/06/17
[Paper Review] How I Became a Quant: Insights from 25 of Wall Street's Elite Bill 2011/06/15
[Paper Review] A Practical Guide To Quantitative Finance Interviews Bill 2011/06/06
[Paper Review] Constructing 130/30 Portfolios with the Omega Ratio abiao 2011/06/03
[Paper Review] Demystifying the Job Search Process in Quantitative Finance Bill 2011/05/30
[Paper Review] Frequently Asked Questions in Quantitative Finance Bill 2011/05/24
[Paper Review] Coherent Global Market Simulations and Securitization Measures for Counterparty Credit Risk abiao 2011/05/23
[Paper Review] Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program Bill 2011/05/16
[Paper Review] Inside the Black Box: The Simple Truth About Quantitative Trading Bill 2011/05/09
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