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1

Transaction Costs and Capacity of Systematic Corporate Bond..:

Ivashchenko, Alexey ; Kosowski, Robert
Financial Analysts Journal. , 2024

Link: https://doi.org/10.1080/..

2

The Correlation Risk Premium: International Evidence:

Faria, Gonçalo ; Kosowski, Robert ; Wang, Tianyu
Journal of Banking & Finance. 136 (2022) - p. 106399 , 2022

Link: https://doi.org/10.1016/..

3

The Effect of Regulatory Constraints on Fund Performance: N..:

Joenväärä, Juha ; Kosowski, Robert
Review of Finance. 25 (2020) 1 - p. 189-233 , 2020

Link: https://doi.org/10.1093/..

4

The Effect of Investment Constraints on Hedge Fund Investor..:

Joenväärä, Juha ; Kosowski, Robert ; Tolonen, Pekka
The Journal of Financial and Quantitative Analysis. 54 (2019) 4 - p. 1539-1571 , 2019

Link: https://www.jstor.org/st..

5

The Effect of Investment Constraints on Hedge Fund Investor..:

Joenväärä, Juha ; Kosowski, Robert ; Tolonen, Pekka
Journal of Financial and Quantitative Analysis. 54 (2018) 4 - p. 1539-1571 , 2018

Link: https://doi.org/10.1017/..

6

Tools for Volatility Engineering, Volatility Swaps, and Vol..:

, In: Principles of Financial Engineering,

Kosowski, Robert L. ; Neftci, Salih N. - p. 507-543 , 2015

Link: https://doi.org/10.1016/..

7

Cash Flow Engineering, Interest Rate Forwards and Futures:

, In: Principles of Financial Engineering,

Kosowski, Robert L. ; Neftci, Salih N. - p. 53-106 , 2015

Link: https://doi.org/10.1016/..

8

Institutional Aspects of Derivative Markets:

, In: Principles of Financial Engineering,

Kosowski, Robert L. ; Neftci, Salih N. - p. 25-52 , 2015

Link: https://doi.org/10.1016/..

9

Caps/Floors and Swaptions with an Application to Mortgages:

, In: Principles of Financial Engineering,

Kosowski, Robert L. ; Neftci, Salih N. - p. 591-617 , 2015

Link: https://doi.org/10.1016/..

10

Introduction to Interest-Rate Swap Engineering:

, In: Principles of Financial Engineering,

Kosowski, Robert L. ; Neftci, Salih N. - p. 107-147 , 2015

Link: https://doi.org/10.1016/..

11

Pricing Tools in Financial Engineering:

, In: Principles of Financial Engineering,

Kosowski, Robert L. ; Neftci, Salih N. - p. 393-426 , 2015

Link: https://doi.org/10.1016/..

12

Engineering Convexity Positions:

, In: Principles of Financial Engineering,

Kosowski, Robert L. ; Neftci, Salih N. - p. 319-349 , 2015

Link: https://doi.org/10.1016/..

13

Options Engineering with Applications:

, In: Principles of Financial Engineering,

Kosowski, Robert L. ; Neftci, Salih N. - p. 351-392 , 2015

Link: https://doi.org/10.1016/..

14

Preface to the Third Edition:

, In: Principles of Financial Engineering,

Kosowski, Robert L. - p. xvii-xviii , 2015

Link: https://doi.org/10.1016/..

15

Introduction:

, In: Principles of Financial Engineering,

Kosowski, Robert L. ; Neftci, Salih N. - p. 1-23 , 2015

Link: https://doi.org/10.1016/..

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