Quantitative Finance
Can volatility solve the naive portfolio puzzle?
Volume 23, Issue 11, November 2023, Page 1545-1560.
Quantitative Finance
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Volume 23, Issue 11, November 2023, Page 1597-1615.
Quantitative Finance
A multi-curve HJM factor model for pricing and risk management
Volume 23, Issue 11, November 2023, Page 1659-1675.
Quantitative Finance
Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Volume 23, Issue 10, October 2023, Page 1497-1510.
Quantitative Finance
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Volume 23, Issue 10, October 2023, Page 1411-1430.