Keyphrases
ITraxx
50%
Mean-reverting Model
50%
Disposition Effect
50%
Medical Advances
50%
Debt Securities
50%
Moneyness
50%
Life Insurers
50%
Structured Products
50%
CDO Tranches
50%
Default Correlation
50%
Credit Event
50%
Valuation Models
50%
Parameter Values
50%
Mortality Prediction
50%
Major Diseases
50%
Issuer
50%
Derivative Pricing
50%
Repayment
50%
Options Markets
50%
Similarity-based
50%
Annuity
50%
Predictive Ability
50%
Longevity Risk
50%
Volatility Jumps
50%
Doubly Stochastic
50%
Average Lifetime
50%
Selling
50%
Death Rate
50%
Information Content
50%
Sensitivity to Change
50%
Coupons
50%
New Evidence
50%
Correlation Structure
50%
Futures Trading
50%
Trading Strategy
50%
P2P Lending Platform
50%
Feature Subset
50%
Failure Prediction
50%
Machine Learning
50%
Taiwan Stock Market
50%
China
50%
Momentum Strategy
50%
Almost Stochastic Dominance
50%
P2P Lending
50%
Market Scenario
41%
Delta-hedged Option Returns
33%
Disposition Bias
33%
Market-based
33%
Trading Rules
33%
Abnormal Returns
33%
Economics, Econometrics and Finance
Volatility
100%
Investors
75%
Risk Factor
75%
Machine Learning
50%
Exit Strategy
50%
Transaction Costs
50%
Skewness
50%
Information Value
50%
Option Trading
50%
Derivative Pricing
50%
Arbitrage
25%
Industry
25%
Mean Reversion
12%
Pricing
6%
Particle Filtering
6%
