Research Hub Singapore Harvard Stanford Oxford Home Academics Library University Contact University of Toronto Academics affiliated with this university Ajay AgrawalGeoffrey Taber Chair in Entrepreneurship and Innovation and Professor of Strategic Management, Rotman School of ManagementJacky ChenManaging director, completion portfolios, total portfolio management, OPTrust (Canada)Redouane ElkamhiProfessor of Finance, Rotman School of Management, University of TorontoMeric GertlerPresident and Professor Faculty of Arts and Science, Department of Geography and Planning, University of TorontoJohn HullMaple Financial Chair in Derivatives and Risk Management, Joseph L. Rotman School of Management Related papersFinanceA Neural Network Approach to Understanding Implied Volatility MovementsJohn HullUniversity of TorontoFinanceBridging the Gap between Strategic Allocation and Investment RiskRedouane ElkamhiUniversity of TorontoFinanceDeep Hedging of Derivatives Using Reinforcement LearningJohn HullUniversity of TorontoFinanceA One-Factor Model of Corporate Bond PremiaRedouane ElkamhiUniversity of TorontoFinanceFinancial maintenance covenants in bank loansRedouane ElkamhiUniversity of TorontoFinancePortfolio Tilts Using Views on Macroeconomic RegimesRedouane ElkamhiUniversity of TorontoFinanceAsset holders’ Consumption Risk and Tests of Conditional CCAPMRedouane ElkamhiUniversity of TorontoFinanceA Benchmark for Collateralized Loan ObligationsRedouane ElkamhiUniversity of TorontoEconomicsMeasuring State-level Economic Policy UncertaintyRedouane ElkamhiUniversity of TorontoFinanceVolatility Timing: Why Risk-Based Rules Outperform Naïve Diversification (Presentation Slides)Redouane ElkamhiUniversity of TorontoFinanceHow large are Pre-Default Costs of Financial Distress? Estimates from a Dynamic ModelRedouane ElkamhiUniversity of TorontoFinanceFire-Sale Risk in the Leveraged Loan MarketRedouane ElkamhiUniversity of Toronto < 1 2 3 4 > Related Top1000funds.com Content FIS Harvard 2025 TPA is in the eye of the beholder Darcy Song May 28, 2025 InFocus Tip of the A-iceberg as investors grapple with the scale of opportunity Simon Hoyle July 17, 2024 FIS Toronto 2024 Reflections on Fiduciary Investors Symposium, Toronto David Bell June 14, 2024 FIS Toronto 2024 Build a playground, but let your investment team play on the slide Simon Hoyle June 14, 2024
FinanceA Neural Network Approach to Understanding Implied Volatility MovementsJohn HullUniversity of Toronto
FinanceBridging the Gap between Strategic Allocation and Investment RiskRedouane ElkamhiUniversity of Toronto
FinanceAsset holders’ Consumption Risk and Tests of Conditional CCAPMRedouane ElkamhiUniversity of Toronto
FinanceVolatility Timing: Why Risk-Based Rules Outperform Naïve Diversification (Presentation Slides)Redouane ElkamhiUniversity of Toronto
FinanceHow large are Pre-Default Costs of Financial Distress? Estimates from a Dynamic ModelRedouane ElkamhiUniversity of Toronto
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