Reveals the proprietary framework used by an exclusive community of top money managers and value investors in their never-ending quest for untapped investment ideas
Considered an indispensable source of cutting-edge research and ideas among the world's…
…Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure
Dominique Guégan, Bertrand Hassani, Kehan Li
11. Modeling Variance Risk Premium
Kossi Gnameho, Juho Kanniainen, Ye Yue
12. Covered Call Writing and Framing: A Cumulative…
…• Exchange Rate Models and Methods focuses on forecasting exchange rates, featuring methodological contributions on the statistical methods for evaluating forecast performance, parity relationships, fair value models, and flow–based models.