Quantitative Finance
Cross-impact of order flow imbalance in equity markets
Volume 23, Issue 10, October 2023, Page 1373-1393.
Quantitative Finance
Model-free analysis of real option exercise probability and timing
Volume 23, Issue 10, October 2023, Page 1531-1544.
Quantitative Finance
Distributionally robust end-to-end portfolio construction
Volume 23, Issue 10, October 2023, Page 1465-1482.
Quantitative Finance
Multivariate systemic risk measures and computation by deep learning algorithms
Volume 23, Issue 10, October 2023, Page 1431-1444.