Quantitative Finance
Latest Publications

TOTAL DOCUMENTS

2470

(FIVE YEARS 121)

H-INDEX

76

(FIVE YEARS 1)

Published By Informa Uk (Taylor & Francis)

1469-7696, 1469-7688

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Rating frailty, Bayesian updates, and portfolio credit risk analysis*

Quantitative Finance ◽

10.1080/14697688.2021.2013519 ◽

2022 ◽

pp. 1-21

Author(s):

Shang Bu ◽

Nan Guo ◽

Lingfei Li

Keyword(s):

Risk Analysis ◽

Credit Risk ◽

Portfolio Credit Risk ◽

Credit Risk Analysis

Download Full-text

Smooth ambiguity preferences and asset prices with a jump-diffusion process

Quantitative Finance ◽

10.1080/14697688.2021.2016922 ◽

2022 ◽

pp. 1-17

Author(s):

Masataka Suzuki

Keyword(s):

Diffusion Process ◽

Asset Prices ◽

Jump Diffusion ◽

Jump Diffusion Process

Download Full-text

A new representation of the risk-neutral distribution and its applications

Quantitative Finance ◽

10.1080/14697688.2021.2013520 ◽

2022 ◽

pp. 1-18

Author(s):

Zhenyu Cui ◽

Yuewu Xu

Keyword(s):

Risk Neutral

Download Full-text

Conditions for bubbles to arise under heterogeneous beliefs

Quantitative Finance ◽

10.1080/14697688.2021.1990376 ◽

2022 ◽

pp. 1-13

Author(s):

Seunghyun Lee ◽

Hyungbin Park

Keyword(s):

Heterogeneous Beliefs

Download Full-text

Proper fund size: a perspective from both investors and fund managers

Quantitative Finance ◽

10.1080/14697688.2021.2009904 ◽

2022 ◽

pp. 1-20

Author(s):

Linlin Zhang ◽

Jiajun Jiang ◽

Yunbi An

Keyword(s):

Fund Managers ◽

Fund Size

Download Full-text

Are missing values important for earnings forecasts? A machine learning perspective

Quantitative Finance ◽

10.1080/14697688.2021.1963825 ◽

2022 ◽

pp. 1-20

Author(s):

Ajim Uddin ◽

Xinyuan Tao ◽

Chia-Ching Chou ◽

Dantong Yu

Keyword(s):

Machine Learning ◽

Missing Values ◽

Earnings Forecasts

Download Full-text

Blockchain and Distributed Ledgers: Mathematics, Technology, and Economics

Quantitative Finance ◽

10.1080/14697688.2021.2007989 ◽

2021 ◽

pp. 1-2

Author(s):

Artur Sepp

Download Full-text

‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets

Quantitative Finance ◽

10.1080/14697688.2021.2006281 ◽

2021 ◽

pp. 1-29

Author(s):

Abinash Mishra ◽

Pranjal Srivastava ◽

Anindya S. Chakrabarti

Keyword(s):

Stock Markets ◽

Corporate Bond ◽

Financial Networks ◽

The Us

Download Full-text

A generalized Esscher transform for option valuation with regime switching risk

Quantitative Finance ◽

10.1080/14697688.2021.2005251 ◽

2021 ◽

pp. 1-15

Author(s):

R. J. Elliott ◽

T. K. Siu

Keyword(s):

Regime Switching ◽

Option Valuation ◽

Esscher Transform

Download Full-text

Pricing renewable identification numbers under uncertainty

Quantitative Finance ◽

10.1080/14697688.2021.1996625 ◽

2021 ◽

pp. 1-18

Author(s):

Mohamad Afkhami ◽

Hamed Ghoddusi

Download Full-text