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Volume 23, Issue 11

Quantitative Finance

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Quantitative Finance, Volume 23, Issue 11 (2023)

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Quantitative Finance, Volume 23, Issue 11 (2023)

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Vol 24, 2024 Volume 23, 2023 Vol 22, 2022 Vol 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

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Features

Article

Can volatility solve the naive portfolio puzzle?

Michael Curran, Patrick O'Sullivan & Ryan Zalla

Pages: 1545-1560

Published online: 07 Nov 2023

AbstractforCan volatility solve the naive portfolio puzzle? | Full Text | References | PDF (699.2 KB) | EPUB

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Book Review

Islamic Philanthropy: Exploring Zakat, Waqf, and Sadaqah in Islamic Finance and Economics

edited by Abdul Ghafar Ismail, Rose Abdullah, and Muhammad Hasbi Zaenal, Palgrave Macmillan (2022). Hardcover. ISBN 978-3-031-06889-8. E-book. ISBN 978-3-031-06890-4.

Ubbadul Adzkiya’, Anis Fittria & Syamsul Wathani

Pages: 1561-1563

Published online: 26 Jun 2023

First Page PreviewforIslamic Philanthropy: Exploring Zakat, Waqf, and Sadaqah in Islamic Finance and Economics | Full Text | References | PDF (545.9 KB) | EPUB

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Free Access

Research Papers

Article

Household financial health: a machine learning approach for data-driven diagnosis and prescription

Kyeongbin Kim, Yoontae Hwang, Dongcheol Lim, Suhyeon Kim, Junghye Lee & Yongjae Lee

Pages: 1565-1595

Published online: 07 Nov 2023

AbstractforHousehold financial health: a machine learning approach for data-driven diagnosis and prescription | Full Text | References | PDF (2.4 MB) | EPUB

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Article

Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products

Sanghyeon Bae, Yongjae Lee & Woo Chang Kim

Pages: 1597-1615

Published online: 07 Nov 2023

AbstractforOptimal portfolio choice of couples with tax-deferred accounts and survival-contingent products | Full Text | References | PDF (2.7 MB) | EPUB

344 Views
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Article

Technical analysis as a sentiment barometer and the cross-section of stock returns

Wenjie Ding, Khelifa Mazouz, Owain ap Gwilym & Qingwei Wang

Pages: 1617-1636

Published online: 01 Sep 2023

465 Views
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Article

How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality

Eduardo Amorim Vilela de Salis & Leandro dos Santos Maciel

Pages: 1637-1658

Published online: 07 Nov 2023

AbstractforHow does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality | Full Text | References | PDF (2.7 MB) | EPUB

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Article

A multi-curve HJM factor model for pricing and risk management

Tobias Bienek, Griselda Deelstra, Andreas Lichtenstern & Rudi Zagst

Pages: 1659-1675

Published online: 07 Nov 2023

AbstractforA multi-curve HJM factor model for pricing and risk management | Full Text | References | PDF (1 MB) | EPUB

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Article

A transform-based method for pricing Asian options under general two-dimensional models

Weinan Zhang & Pingping Zeng

Pages: 1677-1697

Published online: 07 Nov 2023

AbstractforA transform-based method for pricing Asian options under general two-dimensional models | Full Text | References | PDF (647.5 KB) | EPUB

165 Views
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Article

On prices and returns in commercial prediction markets

Karl Whelan

Pages: 1699-1712

Published online: 07 Nov 2023

AbstractforOn prices and returns in commercial prediction markets | Full Text | References | PDF (1.7 MB) | EPUB

809 Views
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Open Access

Correction

Page: i

Published online: 24 Jul 2023

CitationforCorrection | Full Text | PDF (79.8 KB) | EPUB

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Quantitative Finance (Vol.23, Iss.11, 2023)

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