Financial crises and financial market history
- Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint DetectionKieran Wood, Stephen Roberts and Stefan ZohrenThe Journal of Financial Data Science December 2021, jfds.2021.1.081; DOI: https://doi.org/10.3905/jfds.2021.1.081
- Macro Factor Investing with StyleAlexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay RaolThe Journal of Portfolio Management November 2021, jpm.2021.1.306; DOI: https://doi.org/10.3905/jpm.2021.1.306
- Investing in US Core Fixed Income with Macro and Style FactorsEugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew AngThe Journal of Portfolio Management November 2021, jpm.2021.1.309; DOI: https://doi.org/10.3905/jpm.2021.1.309
- The Quant CycleDavid BlitzThe Journal of Portfolio Management November 2021, jpm.2021.1.304; DOI: https://doi.org/10.3905/jpm.2021.1.304
- Direct Lending: Evidence from European and US MarketsLaura Fritsch, Wayne Lim, Alexander Montag and Martin C. SchmalzThe Journal of Alternative Investments December 2021, jai.2021.1.150; DOI: https://doi.org/10.3905/jai.2021.1.150
- Structural Due Diligence, Operational Risks, and the Evaluation of Managed Account PlatformsRanjan BhaduriThe Journal of Alternative Investments October 2021, jai.2021.1.149; DOI: https://doi.org/10.3905/jai.2021.1.149
- Zero Black-Derman-Toy Interest Rate ModelGrzegorz Krzyżanowski, Ernesto Mordecki and Andrés SosaThe Journal of Fixed Income November 2021, jfi.2021.1.122; DOI: https://doi.org/10.3905/jfi.2021.1.122
- The Primary Market Process for Fixed Income Exchange-Traded Funds Under Market StressSamara Cohen, Stephen Laipply, Ananth Madhavan and James MauroThe Journal of Fixed Income November 2021, jfi.2021.1.126; DOI: https://doi.org/10.3905/jfi.2021.1.126
- Negative WTI Price: What Really Happened and What Can We Learn?Lingjie MaThe Journal of Derivatives December 2021, jod.2021.1.141; DOI: https://doi.org/10.3905/jod.2021.1.141
- When Do Investors Freak Out? Machine Learning Predictions of Panic SellingDaniel Elkind, Kathryn Kaminski, Andrew W. Lo, Kien Wei Siah and Chi Heem WongThe Journal of Financial Data Science December 2021, jfds.2021.1.085; DOI: https://doi.org/10.3905/jfds.2021.1.085
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