Kim, Saejoon Correction to: Enhancing the momentum strategy through deep regression. (English) Zbl 1461.91277 Quant. Finance 20, No. 3, 527-529 (2020). MSC: 91G10 62P05 68P05 PDFBibTeX XMLCite \textit{S. Kim}, Quant. Finance 20, No. 3, 527--529 (2020; Zbl 1461.91277) Full Text: DOI
Kim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Lin, Changle Personalized goal-based investing via multi-stage stochastic goal programming. (English) Zbl 1466.91293 Quant. Finance 20, No. 3, 515-526 (2020). MSC: 91G10 90C15 90C29 PDFBibTeX XMLCite \textit{W. C. Kim} et al., Quant. Finance 20, No. 3, 515--526 (2020; Zbl 1466.91293) Full Text: DOI
Grant, Andrew; Satchell, Steve Investment decisions when utility depends on wealth and other attributes. (English) Zbl 1466.91286 Quant. Finance 20, No. 3, 499-513 (2020). MSC: 91G10 91B16 PDFBibTeX XMLCite \textit{A. Grant} and \textit{S. Satchell}, Quant. Finance 20, No. 3, 499--513 (2020; Zbl 1466.91286) Full Text: DOI Link
Dong, Juan; Korobenko, Lyudmila; Sezer, A. Deniz A variation of Merton’s corporate bond valuation model for firms with illiquid but observable assets. (English) Zbl 1466.91370 Quant. Finance 20, No. 3, 483-497 (2020). MSC: 91G50 91G40 91G10 93E20 PDFBibTeX XMLCite \textit{J. Dong} et al., Quant. Finance 20, No. 3, 483--497 (2020; Zbl 1466.91370) Full Text: DOI
Petrov, V.; Golub, A.; Olsen, R. Agent-based modelling in directional-change intrinsic time. (English) Zbl 1466.91315 Quant. Finance 20, No. 3, 463-482 (2020). MSC: 91G15 62P05 PDFBibTeX XMLCite \textit{V. Petrov} et al., Quant. Finance 20, No. 3, 463--482 (2020; Zbl 1466.91315) Full Text: DOI
Mitchell, Daniel; Chen, Jingnan Market or limit orders? (English) Zbl 1466.91313 Quant. Finance 20, No. 3, 447-461 (2020). MSC: 91G15 90C39 PDFBibTeX XMLCite \textit{D. Mitchell} and \textit{J. Chen}, Quant. Finance 20, No. 3, 447--461 (2020; Zbl 1466.91313) Full Text: DOI
Scheffer, Marcus; Weiß, Gregor N. F. Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk. (English) Zbl 1466.91317 Quant. Finance 20, No. 3, 425-446 (2020). MSC: 91G15 91G45 62P05 62H05 PDFBibTeX XMLCite \textit{M. Scheffer} and \textit{G. N. F. Weiß}, Quant. Finance 20, No. 3, 425--446 (2020; Zbl 1466.91317) Full Text: DOI
Duarte, Diogo; Prieto, Rodolfo Equilibrium implications of interest rate smoothing. (English) Zbl 1466.91356 Quant. Finance 20, No. 3, 409-423 (2020). MSC: 91G30 91B64 PDFBibTeX XMLCite \textit{D. Duarte} and \textit{R. Prieto}, Quant. Finance 20, No. 3, 409--423 (2020; Zbl 1466.91356) Full Text: DOI
Matić, Ivan; Radoičić, Radoš; Stefanica, Dan A PDE method for estimation of implied volatility. (English) Zbl 1467.91213 Quant. Finance 20, No. 3, 393-408 (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65M32 91G20 PDFBibTeX XMLCite \textit{I. Matić} et al., Quant. Finance 20, No. 3, 393--408 (2020; Zbl 1467.91213) Full Text: DOI
Stone, Henry Calibrating rough volatility models: a convolutional neural network approach. (English) Zbl 1466.91318 Quant. Finance 20, No. 3, 379-392 (2020). MSC: 91G15 60G22 68T05 PDFBibTeX XMLCite \textit{H. Stone}, Quant. Finance 20, No. 3, 379--392 (2020; Zbl 1466.91318) Full Text: DOI arXiv
Glasserman, Paul; He, Pu Buy rough, sell smooth. (English) Zbl 1466.91336 Quant. Finance 20, No. 3, 363-378 (2020). MSC: 91G20 60G22 91G15 PDFBibTeX XMLCite \textit{P. Glasserman} and \textit{P. He}, Quant. Finance 20, No. 3, 363--378 (2020; Zbl 1466.91336) Full Text: DOI
Hinderks, W. J.; Korn, R.; Wagner, A. A structural heath-Jarrow-Morton framework for consistent intraday spot and futures electricity prices. (English) Zbl 1467.91187 Quant. Finance 20, No. 3, 347-357 (2020). Reviewer: George Stoica (Saint John) MSC: 91G20 60G99 PDFBibTeX XMLCite \textit{W. J. Hinderks} et al., Quant. Finance 20, No. 3, 347--357 (2020; Zbl 1467.91187) Full Text: DOI arXiv