| 1 |
|
A Quantile-Fitting Approach to Value at Risk for Options
|
Nam, D.; Gup, B. E.
|
Institutional Investor Inc.
|
2003
|
|
|
|
| 2 |
|
A Quantitative Approach to Tactical Asset Allocation Revisited 10 Years Later
|
Faber, Meb
|
Institutional Investor, Inc
|
2017
|
|
|
|
| 3 |
|
A Quick Approximation for Modified Bond Duration and Convexity
|
Arnold, Tom; Earl, John H.; Marshall, Cassandra D.
|
Institutional Investor, Inc
|
2015
|
|
|
|
| 4 |
|
Quality Assurance: Demystifying the Quality Factor in Equities and Bonds
|
Bender, Jennifer; Samanta, Ritirupa
|
Institutional Investor, Inc
|
2017
|
|
|
|
| 5 |
|
Quality Assurance: Demystifying the Quality Factor in Equities and Bonds
|
Bender, Jennifer; Samanta, Ritirupa
|
Institutional Investor, Inc
|
2017
|
|
|
|
| 6 |
|
Quantifying Backtest Overfitting in Alternative Beta Strategies
|
Suhonen, Antti; Lennkh, Matthias; Perez, Fabrice
|
Institutional Investor, Inc
|
2017
|
|
|
|
| 7 |
|
Quantifying Downside Risk in Goal-Based Portfolios
|
Parker, Franklin J.
|
Institutional Investor, Inc
|
2014
|
|
|
|
| 8 |
|
Quantifying the Variance Risk Premium in VIX Options
|
Barnea, A.; Hogan, R.
|
Institutional Investor, Inc.
|
2012
|
|
|
|
| 9 |
|
QUANTITATIVE TERRORISM RISK ASSESSMENT
|
Woo, G.
|
Institutional Investor Inc.
|
2002
|
|
|
|
| 10 |
|
Quantum Computing: Implications for Portfolio Managers
|
Goddard, Phil
|
Institutional Investor, Inc
|
2016
|
|
|
|
| 11 |
|
Quick Change High frequency traders force smaller banks to look beyond major currencies
|
Wallace, C.
|
INSTITUTIONAL INVESTOR INC
|
2012
|
|
|
|
| 12 |
|
Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics
|
Cauwels, P.; Sornette, D.
|
Institutional Investor, Inc.
|
2012
|
|
|
|
| 13 |
|
The Quiet Ambition of Jacob Gottlieb
|
Rose-Smith, I.
|
INSTITUTIONAL INVESTOR INC
|
2012
|
|
|
|
