Forthcoming Issues

Special Issues
The Future of Derivatives Research: Modeling Risk and Return Dynamics

Equivalent Expectation Measures for Risk and Return Analysis of Contingent Claims
Sanjay Nawalkha and Xiaoyang Zhuo

Stock Market Insurance Prices, B-L Skew, and the Equity Risk Premium
Douglas Breeden

Forecasting the Distribution of Option Returns
Leandro Gomes, Roni Israelov, and Bryan Kelly

The Options-Inferred Equity Premium and the Slippery Slope of the Negative Correlation Condition
Gurdip Bakshi, John Crosby, Xiaohui Gao, Jinming Xue, and Wei Zhou

Black-Merton-Scholes Option Pricing: A 50-year Celebration—Looking Ahead
George Constantinides

Hedging Barrier Options Using Reinforcement Learning
Jacky Chen, Yu Fu, John Hull, Zissis Poulos, Zeyu Wang, and Jun Yuan

Arbitrage Pricing Theory 50 years after Black-Merton Scholes
Robert Jarrow

Fooled by The Black Swan
Sanjay Nawalkha

Training Machines to Trade Stocks
Dilip Madan and King Wang