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September 2011
When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio
September 28, 2011
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Quantitative Finance, Volume 11, Issue 10, Page 1439-1447, October 2011.
Harry Markowitz: Selected Works, edited by Harry M. Markowitz
September 28, 2011
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Quantitative Finance, Volume 11, Issue 10, Page 1455-1456, October 2011.
A Benchmark Approach to Quantitative Finance, by Eckhard Platen and David Heath
September 28, 2011
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Quantitative Finance, Volume 11, Issue 10, Page 1457-1458, October 2011.
Calendar
September 28, 2011
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Quantitative Finance, Volume 11, Issue 10, Page 1459, October 2011.
Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework
September 28, 2011
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Quantitative Finance, Volume 11, Issue 10, Page 1503-1516, October 2011.
Pricing dynamic binary variables and their derivatives
September 21, 2011
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Quantitative Finance, Volume 0, Issue 0, Page 1-14, Ahead of Print.
Two stock options at the races: Black–Scholes forecasts
September 21, 2011
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Quantitative Finance, Volume 0, Issue 0, Page 1-9, Ahead of Print.
Estimating correlation and covariance matrices by weighting of market similarity
September 21, 2011
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Quantitative Finance, Volume 0, Issue 0, Page 1-9, Ahead of Print.
The valuation of structured products using Markov chain models
September 21, 2011
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Quantitative Finance, Volume 0, Issue 0, Page 1-12, Ahead of Print.
Multivariate Lévy processes with dependent jump intensity
September 21, 2011
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Quantitative Finance, Volume 0, Issue 0, Page 1-16, Ahead of Print.
