Browse
We’re here to help

Find guidance on Author Services

Search
Browse
We’re here to help

Find guidance on Author Services

Home
All Journals
Quantitative Finance
List of Issues
Volume 4, Issue 3

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

About this journalAbout

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

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

Quantitative Finance, Volume 4, Issue 3 (2004)

Browse this journal

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

Sample our Economics, Finance,Business & Industry journals, sign in here to start your access, latest two full volumes FREE to you for 14 days

Quantitative Finance, Volume 4, Issue 3 (2004)

See all volumes and issues

Vol 24, 2024 Vol 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 Volume 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

Research Paper

Article

Performance of utility-based strategies for hedging basis risk

Michael Monoyios

Pages: 245-255

Published online: 19 Aug 2006

AbstractforPerformance of utility-based strategies for hedging basis risk | References | PDF (177.9 KB)

181 Views
49 CrossRef citations
0Altmetric

Article

Testing for persistence in stock returns with GARCH-stable shocks

Prasad V Bidarkota & J Huston Mcculloch

Pages: 256-265

Published online: 19 Aug 2006

AbstractforTesting for persistence in stock returns with GARCH-stable shocks | References | PDF (184 KB)

100 Views
9 CrossRef citations
0Altmetric

Article

Rapid and accurate development of prices and Greeks for nth to default credit swaps in the Li model

Mark S Joshi & Dherminder Kainth

Pages: 266-275

Published online: 19 Aug 2006

AbstractforRapid and accurate development of prices and Greeks for nth to default credit swaps in the Li model | References | PDF (707.3 KB)

102 Views
49 CrossRef citations
0Altmetric

Article

Dynamics of international financial networks with risk management

Anna Nagurney & Jose Cruz

Pages: 276-291

Published online: 19 Aug 2006

AbstractforDynamics of international financial networks with risk management | References | PDF (200.8 KB)

109 Views
7 CrossRef citations
0Altmetric

Article

Pricing options with American-style average reset features

Chuang-Chang Chang, San-Lin Chung & Mark B Shackleton

Pages: 292-300

Published online: 19 Aug 2006

AbstractforPricing options with American-style average reset features | References | PDF (120.7 KB)

70 Views
2 CrossRef citations
0Altmetric

Article

Geometric Asian options: valuation and calibration with stochastic volatility

Hoi Ying Wong & Ying Lok Cheung

Pages: 301-314

Published online: 19 Aug 2006

AbstractforGeometric Asian options: valuation and calibration with stochastic volatility | References | PDF (205.7 KB)

239 Views
31 CrossRef citations
0Altmetric

Article

Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy

Bjarne Højgaard & Michael Taksar

Pages: 315-327

Published online: 19 Aug 2006

AbstractforOptimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy | References | PDF (233.1 KB)

258 Views
69 CrossRef citations
0Altmetric

Article

A new Fourier transform algorithm for value-at-risk

Claudio Albanese, Ken Jackson & Petter Wiberg

Pages: 328-338

Published online: 19 Aug 2006

AbstractforA new Fourier transform algorithm for value-at-risk | References | PDF (650 KB)

124 Views
23 CrossRef citations
0Altmetric

Article

Sampling from Archimedean copulas

Niall Whelan

Pages: 339-352

Published online: 19 Aug 2006

AbstractforSampling from Archimedean copulas | References | PDF (170.3 KB)

240 Views
107 CrossRef citations
0Altmetric

Article

An out-of-equilibrium model of the distributions of wealth

Nicola Scafetta, Sergio Picozzi & Bruce J West

Pages: 353-364

Published online: 19 Aug 2006

AbstractforAn out-of-equilibrium model of the distributions of wealth | References | PDF (228.7 KB)

89 Views
32 CrossRef citations
0Altmetric

Article

On the estimation of cost of capital and its reliability

Wing-keung Wong & Raymond H Chan

Pages: 365-372

Published online: 19 Aug 2006

AbstractforOn the estimation of cost of capital and its reliability | References | PDF (116 KB)

143 Views
47 CrossRef citations
0Altmetric

Article

Models of asset returns: changes of pattern from high to low event frequency

Juuso Töyli, Marko Sysi-aho & Kimmo Kaski

Pages: 373-382

Published online: 19 Aug 2006

AbstractforModels of asset returns: changes of pattern from high to low event frequency | References | PDF (492.3 KB)

75 Views
4 CrossRef citations
0Altmetric

Profile

QFRC drives financial research

Tony Hall

Page: C29

Published online: 19 Aug 2006

AbstractforQFRC drives financial research | PDF (594.9 KB)

41 Views
0 CrossRef citations
0Altmetric

Feature

Equity indexing: Optimize your passive investments

Carol Alexander & Anca Dimitriu

Pages: C30-C33

Published online: 19 Aug 2006

AbstractforEquity indexing: Optimize your passive investments | References | PDF (155.2 KB)

280 Views
5 CrossRef citations
0Altmetric

Review

Book Review

Going beyond the LIBOR model

Alireza Javaheri

Page: C34

Published online: 19 Aug 2006

CitationforGoing beyond the LIBOR model | PDF (456.5 KB)

64 Views
0 CrossRef citations
0Altmetric

Calendar

Page: C35

Published online: 19 Aug 2006

CitationforCalendar | PDF (29.6 KB)

19 Views
2 CrossRef citations
0Altmetric

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

Regulating stochastic clocks§

Zhe Fei et al.

Article | Published online: 25 Jul 2024

Risk factor aggregation and stress testing

Natalie Packham

Article | Published online: 25 Jul 2024

Pricing airbag option via first passage time approach

Zheng Liu et al.

Article | Published online: 25 Jul 2024

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

View all latest articles

Download citations

Choose format

RIS (ProCit, Reference Manager)
BibTeX
RefWorks Direct Export

Download citations

Quantitative Finance (Vol.4, Iss.3, 2004)

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?