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Quantitative Finance
Latest Publications
TOTAL DOCUMENTS
2470
(FIVE YEARS 408)
H-INDEX
76
(FIVE YEARS 7)
Published By Informa Uk (Taylor & Francis)
1469-7696, 1469-7688
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Rating frailty, Bayesian updates, and portfolio credit risk analysis*
Quantitative Finance
◽
10.1080/14697688.2021.2013519
◽
2022
◽
pp. 1-21
Author(s):
Shang Bu
◽
Nan Guo
◽
Lingfei Li
Keyword(s):
Risk Analysis
◽
Credit Risk
◽
Portfolio Credit Risk
◽
Credit Risk Analysis
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Smooth ambiguity preferences and asset prices with a jump-diffusion process
Quantitative Finance
◽
10.1080/14697688.2021.2016922
◽
2022
◽
pp. 1-17
Author(s):
Masataka Suzuki
Keyword(s):
Diffusion Process
◽
Asset Prices
◽
Jump Diffusion
◽
Jump Diffusion Process
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A new representation of the risk-neutral distribution and its applications
Quantitative Finance
◽
10.1080/14697688.2021.2013520
◽
2022
◽
pp. 1-18
Author(s):
Zhenyu Cui
◽
Yuewu Xu
Keyword(s):
Risk Neutral
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Conditions for bubbles to arise under heterogeneous beliefs
Quantitative Finance
◽
10.1080/14697688.2021.1990376
◽
2022
◽
pp. 1-13
Author(s):
Seunghyun Lee
◽
Hyungbin Park
Keyword(s):
Heterogeneous Beliefs
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Proper fund size: a perspective from both investors and fund managers
Quantitative Finance
◽
10.1080/14697688.2021.2009904
◽
2022
◽
pp. 1-20
Author(s):
Linlin Zhang
◽
Jiajun Jiang
◽
Yunbi An
Keyword(s):
Fund Managers
◽
Fund Size
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Are missing values important for earnings forecasts? A machine learning perspective
Quantitative Finance
◽
10.1080/14697688.2021.1963825
◽
2022
◽
pp. 1-20
Author(s):
Ajim Uddin
◽
Xinyuan Tao
◽
Chia-Ching Chou
◽
Dantong Yu
Keyword(s):
Machine Learning
◽
Missing Values
◽
Earnings Forecasts
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Blockchain and Distributed Ledgers: Mathematics, Technology, and Economics
Quantitative Finance
◽
10.1080/14697688.2021.2007989
◽
2021
◽
pp. 1-2
Author(s):
Artur Sepp
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‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets
Quantitative Finance
◽
10.1080/14697688.2021.2006281
◽
2021
◽
pp. 1-29
Author(s):
Abinash Mishra
◽
Pranjal Srivastava
◽
Anindya S. Chakrabarti
Keyword(s):
Stock Markets
◽
Corporate Bond
◽
Financial Networks
◽
The Us
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A generalized Esscher transform for option valuation with regime switching risk
Quantitative Finance
◽
10.1080/14697688.2021.2005251
◽
2021
◽
pp. 1-15
Author(s):
R. J. Elliott
◽
T. K. Siu
Keyword(s):
Regime Switching
◽
Option Valuation
◽
Esscher Transform
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On the investment strategies in occupational pension plans
Quantitative Finance
◽
10.1080/14697688.2021.1981987
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2021
◽
pp. 1-17
Author(s):
F. Bosserhoff
◽
A. Chen
◽
N. Sørensen
◽
M. Stadje
Keyword(s):
Pension Plans
◽
Investment Strategies
◽
Occupational Pension
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