Volume 13; Issue 2

Quantitative Finance

Volume 13; Issue 2
1

Prediction accuracy and sloppiness of log-periodic functions

Brée, David S., Challet, Damien, Peirano, Pier Paolo
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 377 KB
english, 2013
3

Thinking, Fast and Slow, by D. Kahneman

Goldberg, Lisa R.
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 179 KB
english, 2013
4

The law of one accounting variable

Reisman, Haim
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 136 KB
english, 2013
5

Calendar

Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 607 KB
english, 2013
6

Equity issues and aggregate market returns under information asymmetry

Jiang, Xiaoquan, Lee, Bong-Soo
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 248 KB
english, 2013
7

Smoothed safety first and the holding of assets

Haley, M. Ryan, Paarsch, Harry J., Whiteman, Charles H.
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 681 KB
english, 2013
8

Inflation breakeven in the Jarrow and Yildirim model and resulting pricing formulas

Cipollini, Alessandro, Canty, Paul
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 592 KB
english, 2013
9

On the numerical stability of simulation methods for SDEs under multiplicative noise in finance

Platen, Eckhard, Shi, Lei
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 5.08 MB
english, 2013
10

Fractional differencing in discrete time

Elder, John, Elliott, Robert J., Miao, Hong
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 710 KB
english, 2013
11

A perturbative approach to Bermudan options pricing with applications

Baviera, Roberto, Giada, Lorenzo
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 281 KB
english, 2013
13

The buy-and-hold horizon and portfolio choice

Woglom, Geoffrey
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 878 KB
english, 2013
14

Asset pricing with disequilibrium price adjustment: theory and empirical evidence

Lee, Cheng-Few, Tsai, Chiung-Min, Lee, Alice C.
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 222 KB
english, 2013
15

Multiscale analysis of economic time series by scale-dependent Lyapunov exponent

Gao, Jianbo, Hu, Jing, Tung, Wen-Wen, Zheng, Yi
Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 396 KB
english, 2013
16

Erratum

Journal:
Quantitative Finance
Année:
2013
Langue:
english
Fichier:
PDF, 140 KB
english, 2013