Financial Markets and Portfolio Management
Darrell Duffie: Dark markets, asset pricing and information transmission in over-the-counter markets
Editorial
Massimo Morini: Understanding and managing model risk: a practical guide for quants, traders and validators
Public information in fragmented markets
Spread ladder swaps—an analysis of controversial interest rate derivatives
Tagging the triggers: an empirical analysis of information events prompting sell-side analyst reports
The pricing of idiosyncratic risk: evidence from the implied volatility distribution