Quantitative Finance Letters
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Published By Informa Uk (Taylor & Francis)

2164-9510, 2164-9502
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scholarly journals An empirical study of the dynamics of implied volatility indices: international evidence

2016 ◽  
Vol 4 (1) ◽  
pp. 77-85 ◽  
Author(s):  
Bujar Huskaj ◽  
Karl Larsson
Keyword(s):  
Empirical Study ◽  
Implied Volatility ◽  
International Evidence

scholarly journals Modelling the efficiency of universal banks in Ghana

2016 ◽  
Vol 4 (1) ◽  
pp. 60-70 ◽  
Author(s):  
Michael Adusei

Mathematical models of bubbles

2016 ◽  
Vol 4 (1) ◽  
pp. 10-13 ◽  
Author(s):  
Philip Protter
Keyword(s):  
Mathematical Models

scholarly journals Acquirers gain twice as much as targets in M&As: a different perspective on a longstanding perception

2016 ◽  
Vol 4 (1) ◽  
pp. 71-76
Author(s):  
Tarcisio da Graça ◽  
Robert Masson

scholarly journals Using Zweig’s monetary and momentum models in the modern era

2016 ◽  
Vol 4 (1) ◽  
pp. 35-39 ◽  
Author(s):  
John Swetye ◽  
William T. Ziemba
Keyword(s):  
Modern Era

Credit market bubble building? A forming credit bubble could burst by 2017

2016 ◽  
Vol 4 (1) ◽  
pp. 14-18
Author(s):  
Edward I. Altman ◽  
Brenda J. Kuehne
Keyword(s):  
Credit Market

scholarly journals A simple procedure to incorporate predictive models in a continuous time asset allocation

2016 ◽  
Vol 4 (1) ◽  
pp. 40-46 ◽  
Author(s):  
Mark Davis ◽  
Sébastien Lleo
Keyword(s):  
Asset Allocation ◽  
Predictive Models ◽  
Continuous Time ◽  
Simple Procedure

scholarly journals Introduction

2016 ◽  
Vol 4 (1) ◽  
pp. 1-3
Author(s):  
Sébastien Lleo ◽  
William T. Ziemba

scholarly journals The bond-stock earnings yield model for stock market crash prediction: the basic idea and early applications

2016 ◽  
Vol 4 (1) ◽  
pp. 19-25 ◽  
Author(s):  
Sebastien Lleo ◽  
William T. Ziemba
Keyword(s):  
Stock Market ◽  
Yield Model ◽  
Stock Market Crash ◽  
Crash Prediction

scholarly journals Exit strategies in bubble-like markets using a changepoint model

2016 ◽  
Vol 4 (1) ◽  
pp. 47-52 ◽  
Author(s):  
M. V. Zhitlukhin ◽  
W. T. Ziemba
Keyword(s):  
Exit Strategies
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