Tail-Driven Nonparametric Estimation for State Price Densities

Journal:: Management Science
Published:: 2026-02-13
DOI:: 10.1287/mnsc.2023.03236
Affiliations:: 2
Authors:: 3

Go to article

Institutions	Authors	Share
Peking University (PKU), China	2.000000	0.67
Tianjin University of Finance and Economics (TUFE), China	1.000000	0.33

Interested in Applied Economics?

Research leaders

2026 Research Leaders

The Nature Index 2026 Research Leaders reveal the leading institutions and countries/territories in the natural sciences, health sciences, applied sciences and social sciences, according to their output in Nature Index journals in 2025.

Access free

Latest supplement

Nature Index 2026 Biomedical engineering

From wearable sensors to advanced prosthetics and engineered tissues, biomedical engineering is producing new ways to understand the human body and improve patient care across the board. This supplement takes a look at the opportunities — and challenges — offered by wearable devices, the nations that are making their mark in the field according to Nature Index data, and the scientists who continue to advance the discipline through their research.

Access free

Nature Index 2026 Regenerative medicine

Regenerative medicine has the potential to transform the treatment of chronic and life-threatening diseases. But major challenges remain, such as overcoming immune rejection and ensuring that new therapies are developed using more inclusive data sets. In this supplement, we explore the discoveries that are driving the field, the barriers that could limit its progress, and the teams and institutions that are making their mark.

Access free

Research highlights of partners

Nonlinear materials add another dimension to light scattering

Institute for Basic Science (IBS)
26 Dec 2023
Overexcitable neurons lead to autistic-like behaviours in mice

Institute for Basic Science (IBS)
30 Nov 2023
Anaesthetic could be effective against listlessness

ShanghaiTech University
31 Oct 2023

Research highlights