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- A Bivariate Lattice Model to Compute Risk Measures in Life Insurance PoliciesMassimo CostabileThe Journal of Derivatives February 2021, 28 (3) 123-139; DOI: https://doi.org/10.3905/jod.2020.1.117
- Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain ApproximationZhenyu Cui and Stephen TaylorThe Journal of Derivatives February 2021, 28 (3) 8-33; DOI: https://doi.org/10.3905/jod.2020.1.116
- Editor’s LetterJoseph M. PimbleyThe Journal of Derivatives February 2021, 28 (3) 1-3; DOI: https://doi.org/10.3905/jod.2021.28.3.001
- Angled Short Straddle: A New Dimension of TradingPeeyush Bangur, Manoj Kumar Singh, Pankaj Kumar Singh and Ruchi BangurThe Journal of Wealth Management January 2021, 23 (4) 111-123; DOI: https://doi.org/10.3905/jwm.2020.1.122
- Portfolio Protection? It’s a Long (Term) Story…Nicholas McQuinn, Ashwin Thapar and Dan VillalonThe Journal of Portfolio Management January 2021, 47 (3) 35-50; DOI: https://doi.org/10.3905/jpm.2020.1.203
- Risk Capacity Portfolio ConstructionMatthew W. SherwoodThe Journal of Investing January 2021, 30 (2) 31-52; DOI: https://doi.org/10.3905/joi.2020.1.163
- Optimal Currency Hedging: Horizon MattersNelson Arruda, Alain Bergeron and Mark KritzmanThe Journal of Alternative Investments March 2021, 23 (4) 122-130; DOI: https://doi.org/10.3905/jai.2021.1.126
- On the Valuation of Performance Fees and Their Impact on Asset Managers’ IncentivesWei Dai, Robert C. Merton and Savina RizovaThe Journal of Alternative Investments June 2021, 24 (1) 10-25; DOI: https://doi.org/10.3905/jai.2021.1.135
- Modeling Price Dynamics, Optimal Portfolios, and Option Valuation for CryptoassetsYuan Hu, W. Brent Lindquist and Frank J. FabozziThe Journal of Alternative Investments June 2021, 24 (1) 75-93; DOI: https://doi.org/10.3905/jai.2021.1.133
- Warren Buffett versus Zvi Bodie: Should You Buy Or Sell Put Options?Steen Koekebakker and Valeriy ZakamulinThe Journal of Wealth Management July 2021, 24 (2) 65-81; DOI: https://doi.org/10.3905/jwm.2021.1.137
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