Literature: authors starting with V

Verschuur et al. (2021) · Global economic impacts of COVID-19 lockdown measures stand out in high-frequency shipping data

Verschuur, Jasper; Koks, Elco E.; Hall, Jim W.. PLOS ONE 16 (4), pp. e0248818. doi:10.1371/journal.pone.0248818

Uses vessel tracking data to estimate the decline in seaborne trade in the first eight months of 2020 and the effect of individual COVID containment measures on exports.

Cited in: Ship tracking data and satellite images: what they reveal about commodities

Viceira (2001) · Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income

Viceira, Luis M.. The Journal of Finance 56 (2), pp. 433–470. doi:10.1111/0022-1082.00333

Working investors should hold more equities than retirees; income risk and a positive correlation between income and equities lower the share.

Cited in: Your whole wealth: total wealth from portfolio, home, human capital and car

Vidyamurthy (2004) · Pairs Trading: Quantitative Methods and Analysis

Vidyamurthy, Ganapathy. Wiley.

Textbook on pairs trading based on cointegration: pair selection, the spread, trading rules and risks.

Cited in: Pairs trading and statistical arbitrage: idea, methods, research · Glossary: Pairs trading · Glossary: Pair spread · Glossary: Hedge ratio

Viterbi (1967) · Error bounds for convolutional codes and an asymptotically optimum decoding algorithm

Viterbi, A.. IEEE Transactions on Information Theory 13 (2), pp. 260–269. doi:10.1109/tit.1967.1054010

The origin of the Viterbi algorithm, which uses dynamic programming to find the most likely sequence of hidden states.

Cited in: Regime models: hidden Markov, Markov switching and more · Regime methodology: how the hidden Markov model works · Glossary: Hidden Markov model · Glossary: Viterbi algorithm