1. A Valid and Efficient Trinomial Tree for General Local-Volatility Models

   • U Hou Lok
   • Yuh-Dauh Lyuu

   OriginalPaper 06 August 2021 Pages: 817 - 832

   

2. Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach

   • Noureddine Kouaissah
   • Sergio Ortobelli Lozza
   • Ikram Jebabli

   OriginalPaper 07 September 2021 Pages: 833 - 859

   

3. Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy

   • Baoqiang Zhan
   • Shu Zhang
   • Xiaoguang Yang

   OriginalPaper 19 November 2021 Pages: 861 - 882

   

4. Euro Area Deflationary Pressure Index

   • Luca Brugnolini
   • Giuseppe Ragusa

   OriginalPaper 09 August 2021 Pages: 883 - 900

   

5. Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms

   • Zongxin Zhang
   • Ying Chen

   OriginalPaper 28 July 2021 Pages: 901 - 923

   

6. Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies

   • Mateus Waga
   • Davi Valladão
   • Thuener Silva

   OriginalPaper 12 September 2021 Pages: 1 - 24

   

7. Feature Screening in High Dimensional Regression with Endogenous Covariates

   • Qinqin Hu
   • Lu Lin

   OriginalPaper 17 August 2021 Pages: 949 - 969

8. Indicator Selection of Index Construction by Adaptive Lasso with a Generic \(\varepsilon \)-Insensitive Loss

   • Yafen Ye
   • Renyong Chi
   • Xiangyu Hua

   OriginalPaper 22 August 2021 Pages: 971 - 990

   

9. Swarm Intelligence Based Hybrid Neural Network Approach for Stock Price Forecasting

   • Gourav Kumar
   • Uday Pratap Singh
   • Sanjeev Jain

   OriginalPaper 29 August 2021 Pages: 991 - 1039

   

10. A Nash Equilibrium for Differential Games with Moving-Horizon Strategies

    • Enrico Saltari
    • Willi Semmler
    • Giovanni Di Bartolomeo

    OriginalPaper 20 August 2021 Pages: 1041 - 1054

    

11. A Pricing Method in a Constrained Market with Differential Informational Frameworks

    • Ivan Peñaloza
    • Pablo Padilla

    OriginalPaper 26 August 2021 Pages: 1055 - 1100

    

12. Optimal Pricing of Climate Risk

    • Thomas F. Coleman
    • Nicole S. Dumont
    • Alexey Rubtsov

    OriginalPaper 25 August 2021 Pages: 1101 - 1134

    

13. Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents

    • Leonhard Frerick
    • Georg Müller-Fürstenberger
    • Max Späth

    OriginalPaper Open access 22 September 2021 Pages: 1135 - 1154

    

14. Undirected and Directed Network Analysis of the Chinese Stock Market

    • Binghui Li
    • Yuehan Yang

    OriginalPaper 25 August 2021 Pages: 1155 - 1173

    

15. An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees

    • Linjia Dong
    • Zhaojun Yang

    OriginalPaper Open access 27 November 2021 Pages: 1175 - 1196