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Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis

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Option pricing in markets with informed traders

Hu, Yuan; Shirvani, Abootaleb; Stoyanov, Stoyan V.; … - In: International journal of theoretical and applied finance 23 (2020) 6, pp. 1-32

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Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management

Lindquist, W. Brent; Račev, Svetlozar T.; Hu, Yuan; … - 2022

Chapter 1. The Real Estate Investment Market: The Current State and Why Advances Are Needed -- Chapter 2. The Data -- Chapter 3. Modern Portfolio Theory -- Chapter 4. Historical Portfolio Optimization – Domestic REITs -- Chapter 5. Diversification with International REITs -- Chapter 6....

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A conversation with Don Marcos (aka Marcos López de Prado)

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Contributions of The Journal of Fixed Income to Fixed-Income Analytics

Fabozzi, Frank J. - In: The journal of fixed income : JFI 32 (2022) 2, pp. 7-27

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Contributions of The Journal of Fixed Income to MBS analysis

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Introduction to investing in emerging markets special issue

Fabozzi, Frank J. - In: The journal of portfolio management : JPM 48 (2022) 8, pp. 1-4

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Editor's introduction to the special issue on investing in private markets

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Overview of investing in private corporate debt

Fabozzi, Frank J. - In: The journal of portfolio management : JPM 48 (2022) 9, pp. 221-238

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Editor's introduction for 2023 special issue on factor investing

Fabozzi, Frank J. - In: The journal of portfolio management : JPM 49 (2023) 2, pp. 1-3

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