Browse
We’re here to help

Find guidance on Author Services

Login | Register

Login
Register

Cart Add to Cart

Search
Browse
We’re here to help

Find guidance on Author Services

Home
All Journals
Quantitative Finance
List of Issues
Volume 21, Issue 10

Quantitative Finance

Search in:

Advanced search Citation search

Citation search

Ready to submit?
Start a new submission or continue a submission in progress
Go to submission site
Instructions for authors
Editorial policies
Editing services site

Journal metrics
Aims & scope
Journal information
Editorial board
News & calls for papers
Advertising information

Latest articles
Current issue
All volumes & issues
Special issues
Open access articles
Most read articles
Most cited articles

New content alerts
RSS

Subscription options & pricing

Buy a subscription

Your download is now in progress and you may close this window

Did you know that with a free Taylor & Francis Online account you can gain access to the following benefits?

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Have an account?
Login now Don't have an account?
Register for free

Login or register to access this feature

Have an account?
Login now Don't have an account?
Register for free

Register a free Taylor & Francis Online account today to boost your research and gain these benefits:

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Register now or learn more

Quantitative Finance, Volume 21, Issue 10 (2021)

Browse this journal

Latest articles
Current issue
List of issues
Special issues
Open access articles
Most read articles
Most cited articles

Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Quantitative Finance, Volume 21, Issue 10 (2021)

See all volumes and issues

Vol 24, 2024 Vol 23, 2023 Vol 22, 2022 Volume 21, 2021 Vol 20, 2020 Vol 19, 2019 Vol 18, 2018 Vol 17, 2017 Vol 16, 2016 Vol 15, 2015 Vol 14, 2014 Vol 13, 2013 Vol 12, 2012 Vol 11, 2011 Vol 10, 2010 Vol 9, 2009 Vol 8, 2008 Vol 7, 2007 Vol 6, 2006 Vol 5, 2005 Vol 4, 2004 Vol 3, 2003 Vol 2, 2002 Vol 1, 2001

Select to download all citations or PDFs

Download citations Download PDFs Download issue

Browse by section (All)

Display order (Default)
Published online date
Page number
Section A-Z
Most read
Most cited

Feature

Article

Tile test for back-testing risk evaluation

Gilles Zumbach

Pages: 1605-1619

Published online: 08 Jul 2021

AbstractforTile test for back-testing risk evaluation | Full Text | References | PDF (1.7 MB) | EPUB

1399 Views
2 CrossRef citations
0Altmetric

Open Access

Research Papers

Article

How does bank credit affect the shape of business groups' internal capital markets?

Andrea Giovannetti

Pages: 1621-1645

Published online: 26 Mar 2021

AbstractforHow does bank credit affect the shape of business groups' internal capital markets? | Full Text | References | PDF (1.2 MB) | EPUB

389 Views
2 CrossRef citations
0Altmetric

Article

Continuous-time stochastic mutual fund management game between active and passive funds

Kai Han, Ximin Rong, Yang Shen & Hui Zhao

Pages: 1647-1667

Published online: 23 Mar 2021

AbstractforContinuous-time stochastic mutual fund management game between active and passive funds | Full Text | References | PDF (1,017.9 KB) | EPUB

628 Views
0 CrossRef citations
0Altmetric

Article

Quantitative statistical robustness for tail-dependent law invariant risk measures

Wei Wang, Huifu Xu & Tiejun Ma

Pages: 1669-1685

Published online: 26 Mar 2021

AbstractforQuantitative statistical robustness for tail-dependent law invariant risk measures | Full Text | References | PDF (570.3 KB) | EPUB

621 Views
7 CrossRef citations
0Altmetric

Article

Implied volatility directional forecasting: a machine learning approach

Spyridon D. Vrontos, John Galakis & Ioannis D. Vrontos

Pages: 1687-1706

Published online: 15 Jun 2021

AbstractforImplied volatility directional forecasting: a machine learning approach | Full Text | References | PDF (271.7 KB) | EPUB

12054 Views
8 CrossRef citations
0Altmetric

Open Access

Article

Robust portfolio rebalancing with cardinality and diversification constraints

Zhihua Zhao, Fengmin Xu, Donglei Du & Wang Meihua

Pages: 1707-1721

Published online: 26 Mar 2021

AbstractforRobust portfolio rebalancing with cardinality and diversification constraints | Full Text | References | PDF (590.8 KB) | EPUB

487 Views
1 CrossRef citations
0Altmetric

Article

Optimal investment strategy in the family of 4/2 stochastic volatility models

Yuyang Cheng & Marcos Escobar-Anel

Pages: 1723-1751

Published online: 01 Apr 2021

AbstractforOptimal investment strategy in the family of 4/2 stochastic volatility models | Full Text | References | PDF (2.2 MB) | EPUB

608 Views
14 CrossRef citations
0Altmetric

Article

Option hedging using LSTM-RNN: an empirical analysis

Junhuan Zhang & Wenjun Huang

Pages: 1753-1772

Published online: 24 Jun 2021

AbstractforOption hedging using LSTM-RNN: an empirical analysis | Full Text | References | PDF (2 MB) | EPUB

1630 Views
4 CrossRef citations
0Altmetric

Article

On a new parametrization class of solvable diffusion models and transition probability kernels

Sebastian F. Tudor, Rupak Chatterjee & Igor Tydniouk

Pages: 1773-1790

Published online: 14 Nov 2018

AbstractforOn a new parametrization class of solvable diffusion models and transition probability kernels | Full Text | References | PDF (1.7 MB) | EPUB

153 Views
0 CrossRef citations
0Altmetric

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies

Ruting Wang et al.

Article | Published online: 18 Jul 2024

Open Access

Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets

Leif Andersen et al.

Article | Published online: 16 Jul 2024

Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS

Christian Bongiorno et al.

Article | Published online: 16 Jul 2024

Equity auction dynamics: latent liquidity models with activity acceleration

Mohammed Salek et al.

Article | Published online: 15 Jul 2024

View all latest articles

Download citations

Choose format

RIS (ProCit, Reference Manager)
BibTeX
RefWorks Direct Export

Download citations

Quantitative Finance (Vol.21, Iss.10, 2021)

Access Rights

Only articles that you have access rights to view will be downloaded. The green tick (full access) and orange padlock (open access) icons indicate that you have full access.

Do you want to proceed?