“…For more recent articles see, for example, Jouini and Napp (2007), Chiarella et al (2011), Carlin et al (2014, Bhamra and Uppal (2014), Chabakauri (2015), Baker et al (2016), and Borovička (2020). Campbell (2003;Chapter 5.3), Xiong (2013), Calvet et al (2018), Zhang and Zhang (2020) as well as the references in Martin and Papadimitriou (2021).…”