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Quantitative Finance

Free online access to the top ten most downloaded articles (in 2009)
ISSN: 1469-7696 (electronic) 1469-7688 (paper)
Publication Frequency: 10 issues per year
Publisher: Routledge
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Original Articles
Using first degree stochastic dominance in allocation tasks: An experimental study
Tal Shavit; Mosi Rosenboim
First Published on: 17 February 2010
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Efficient and accurate quadratic approximation methods for pricing Asian strike options
Chuang-Chang Chang; Chueh-Yung Tsao
First Published on: 17 February 2010
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Optimal investment, consumption and retirement decision with disutility and borrowing constraints
Byung Hwa Lim; Yong Hyun Shin
First Published on: 17 February 2010
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Bayesian analysis of multi-group nonlinear structural equation models with application to behavioral finance
Bin Lu;  Xin-Yuan Song; Xin-Dan Li
First Published on: 17 February 2010
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An event study of price movements following realized jumps
Hossein Asgharian;  Mia Holmfeldt; Marcus Larson
First Published on: 17 February 2010
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Choosing the optimal annuitization time post-retirement
Russell Gerrard;  Bjarne Højgaard; Elena Vigna
First Published on: 17 February 2010
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The weekly pattern of commercial paper across different trading-day regimes
Jian-Hsin Chou;  Mei-Chu Ke;  Yi-Chein Chiang; Tung Liang Liao
First Published on: 17 February 2010
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Wavelet decomposition for intra-day volume dynamics
Jaisimha Manchaldore;  Imon Palit; Oleg Soloviev
First Published on: 17 February 2010
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Multivariate models for operational risk
Klaus Böcker; Claudia Klüppelberg
First Published on: 17 February 2010
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On the stickiness property
Erhan Bayraktar; Hasanjan Sayit
First Published on: 17 February 2010
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Generalized uncorrelated SABR models with a high degree of symmetry
Tai-Ho Wang;  Peter Laurence; Sheng-Li Wang
First Published on: 17 February 2010
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Risk and predictability of Singapore's private residential market
Qin Xiao; Weihong Huang
First Published on: 10 February 2010
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A jump-diffusion Libor model and its robust calibration
Denis Belomestny; John Schoenmakers
First Published on: 10 February 2010
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Asymmetric dividend smoothing in the aggregate stock market
Sokwon Kim; Byeongseon Seo
First Published on: 10 February 2010
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Volatility conditional on price trends
Gilles Zumbach
First Published on: 10 February 2010
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A comprehensive structural model for defaultable fixed-income bonds
Rossella Agliardi
First Published on: 10 February 2010
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Common and local asymmetry and day-of-the-week effects among EU equity markets
Kenneth Högholm;  Johan Knif; Seppo Pynnönen
First Published on: 10 February 2010
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Volatile earnings growth, the price of earnings and the Value premium
Jamie Alcock;  Thomas Mollee; James Wood
First Published on: 20 January 2010
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A stochastic-difference-equation model for hedge-fund returns
Emanuel Derman;  Kun Soo Park; Ward Whitt
First Published on: 20 January 2010
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Liberalisation and stock market co-movement between emerging economies
Michel Beine; Bertrand Candelon
First Published on: 20 January 2010
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Parisian exchange options
An Chen; Michael Suchanecki
First Published on: 20 January 2010
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Measuring expectations in options markets: an application to the S&P500 index
Abel Rodríguez; Enrique Ter Horst
First Published on: 04 January 2010
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Optimal investment under dynamic risk constraints and partial information
Wolfgang Putschögl; Jörn Sass
First Published on: 04 January 2010
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A principal-component approach to measuring investor sentiment
Haiqiang Chen;  Terence Tai-Leung Chong; Xin Duan
First Published on: 04 January 2010
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Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk
Keiichi Tanaka;  Takeshi Yamada; Toshiaki Watanabe
First Published on: 04 January 2010
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