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 9, Issue 7

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 9, Issue 7 (2009)

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 9, Issue 7 (2009)

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 Volume 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

Features

Article

Capital requirements, acceptable risks and profits

Dilip B. Madan

Pages: 767-773

Published online: 12 Oct 2009

First Page PreviewforCapital requirements, acceptable risks and profits | Full Text | References | PDF (374.3 KB)

175 Views
18 CrossRef citations
0Altmetric

Article

The causes of the credit crunch: a backwards look?

David Murphy

Pages: 775-790

Published online: 12 Oct 2009

First Page PreviewforThe causes of the credit crunch: a backwards look? | Full Text | References | PDF (827 KB)

305 Views
2 CrossRef citations
0Altmetric

Research Papers

Article

The Epps effect revisited

Bence Tóth & János Kertész

Pages: 793-802

Published online: 12 Oct 2009

AbstractforThe Epps effect revisited | Full Text | References | PDF (237.1 KB)

257 Views
41 CrossRef citations
0Altmetric

Article

Pricing and capital requirements for with profit contracts: modelling considerations

Laura Ballotta

Pages: 803-817

Published online: 12 Oct 2009

AbstractforPricing and capital requirements for with profit contracts: modelling considerations | Full Text | References | PDF (215.5 KB)

113 Views
8 CrossRef citations
0Altmetric

Article

Valuing qualitative options with stochastic volatility

Bong-Gyu Jang & Kum-Hwan Roh

Pages: 819-825

Published online: 12 Oct 2009

AbstractforValuing qualitative options with stochastic volatility | Full Text | References | PDF (129.1 KB)

145 Views
5 CrossRef citations
0Altmetric

Article

Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree

Tian-Shyr Dai

Pages: 827-838

Published online: 12 Oct 2009

AbstractforEfficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree | Full Text | References | PDF (745.8 KB)

320 Views
18 CrossRef citations
0Altmetric

Article

An empirical analysis of multivariate copula models

Matthias Fischer, Christian Köck, Stephan Schlüter & Florian Weigert

Pages: 839-854

Published online: 12 Oct 2009

AbstractforAn empirical analysis of multivariate copula models | Full Text | References | PDF (1.1 MB)

1313 Views
106 CrossRef citations
0Altmetric

Article

Gram–Charlier densities: a multivariate approach

Esther B. Del Brio, Trino-Manuel Ñíguez & Javier Perote

Pages: 855-868

Published online: 12 Oct 2009

AbstractforGram–Charlier densities: a multivariate approach | Full Text | References | PDF (1.2 MB)

294 Views
24 CrossRef citations
0Altmetric

Article

Robust portfolio selection under downside risk measures

Shushang Zhu, Duan Li & Shouyang Wang

Pages: 869-885

Published online: 12 Oct 2009

AbstractforRobust portfolio selection under downside risk measures | Full Text | References | PDF (686.4 KB)

782 Views
49 CrossRef citations
0Altmetric

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

Risk factor aggregation and stress testing

Natalie Packham

Article | Published online: 25 Jul 2024

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.9, Iss.7, 2009)

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?