abbreviation
- QUANT FINANC
QUANTITATIVE FINANCE
Journal
Overview
publication venue for
- Disentangling the role of variance and covariance information in portfolio selection problems. 19:57-76. 2018
- Modelling the shape of the limit order book. 18:1575-1597. 2018
- Modelling the shape of the limit order book. 18:1575-1597. 2018
- Time horizon trading and the idiosyncratic risk puzzle. 1-17. 2015
- Portfolio selection with commodities under conditional asymmetric dependence and skew preferences. 15:151-170. 2015
- Portfolio choice with indivisible and illiquid housing assets: the case of Spain. 14:2045-2064. 2014
- Good deals in markets with friction. 13:827-836. 2013
- Derivatives pricing with marked point processes using tick-by-tick data. 13:111-123. 2013
- Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable integrated Variance. 9:397-409. 2009
International Standard Serial Number (ISSN)
- 1469-7688
Electronic International Standard Serial Number (EISSN)
- 1469-7696