Sparse and stable Markowitz portfolios

Spatial Autocorrelation and Verdoorn Law in the Portuguese NUTs III

Spatial Effects and Convergence Theory in the Portuguese Situation

Spatial Effects and Verdoorn Law in the Portuguese Context

Spatial Effects in Convergence of Portuguese Product

Specialization of strategies and herding behavior of trading firms in a financial market

Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models

Spectral methods for volatility derivatives

Spectral Risk Measures and the Choice of Risk Aversion Function

Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements

Spectral Risk Measures: Properties and Limitations

Spin Glass Model of Operational Risk

Spin models as microfoundation of macroscopic financial market models

Spiraling toward market completeness and financial instability

Spontaneous symmetry breaking of arbitrage

Spurious trend switching phenomena in financial markets

Stability of central finite difference schemes for the Heston PDE

Stability of exponential utility maximization with respect to market perturbations

Stability of the utility maximization problem with random endowment in incomplete markets

Stability of the World Trade Web over Time - An Extinction Analysis