Investors understand intuitively that some stocks are riskier than others. The capital asset pricing model attempts to quantify the common perception of risk using a term called beta. By understanding ...

This issue of The Journal of Computational Finance brings together three contributions that address distinct but connected themes in modern quantitative finance: computational efficiency, numerical ...

Correlation coefficients are indicators of the strength of the linear relationship between two different variables, x and y. A linear correlation coefficient that is greater than zero indicates a ...