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Optimal time to sell a stock in the Black-Scholes model
Satya N. Majumdar; Jean-Philippe Bouchaud. Volume 8, Issue 8.
Thou shalt buy and hold
Albert Shiryaev; Zuoquan Xu; Xun Yu Zhou. Volume 8, Issue 8.
A two-part fractional regression model for the financial leverage decisions of micro, small, medium
Joaquim J.S. Ramalho; Jacinto Vidigal da Silva. Volume 9, Issue 5.
A preliminary enquiry into the causes of the Credit Crunch
Murphy, David. Volume 8, Issue 5.
The causes of the credit crunch - a backwards look
Murphy, David. Volume 9, Issue 7.
Liquidity risk theory and coherent measures of risk
Carlo Acerbi ; Giacomo Scandolo. Volume 8, Issue 7.
What good is a volatility model?
R. F. Engle; A. J. Patton. Volume 1, Issue 2.
Pairs trading
Elliot, Robert; John Van Der Hoek; William P. Malcolm. Volume 5, Issue 3.
Bankruptcy in long-term investments
Minjie Yu; Qiang Zhang; Dennis Yang. Volume 8, Issue 8.
Improved lower and upper bound algorithms for pricing American options by simulation
Mark Broadie; Menghui Cao. Volume 8, Issue 8.
The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership.
Quantitative Finance