Risk Management in the Long Term
I work in a pension fund. And pension funds, as well as sovereign wealth funds, which are like pension funds for an entire country, need to have a long view. The liabilities can stretch-out for twenty...
View ArticleCFTCâs Office of Data and Technology Improves Online Filing Portal for...
The U.S. Commodity Futures Trading Commissionâs (CFTC) Office of Data and Technology (ODT) announced today that it has launched an improved online filing portal for submitting CFTC Form 40 that...
View ArticleNumerical analysis for a unified 2 factor model of structural and reduced...
Conditions of stability for explicit finite difference scheme and some results of numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed...
View ArticleKinetic theory and Brazilian income distribution. (arXiv:1709.06480v1...
We investigate the Brazilian personal income distribution using data from National Household Sample Survey (PNAD), an annual research available by the Brazilian Institute of Geography and Statistics...
View ArticleModeling of the Labour Force Redistribution in Investment Projects with...
The mathematical model of the labour force redistribution in investment projects is presented in the article. The redistribution mode of funds, labour force in particular, according to the equal risk...
View ArticleThe bail-out optimal dividend problem under the absolutely continuous...
This paper studies the optimal dividend problem with capital injection under the constraint that the cumulative dividend strategy is absolutely continuous. We consider an open problem of the general...
View ArticleLarge-Scale Portfolio Allocation Under Transaction Costs and Model...
We theoretically and empirically study large-scale portfolio allocation problems when transaction costs are taken into account in the optimization problem. We show that transaction costs act on the one...
View ArticleUniversal L\'evy's Stable Law of Stock Market and its Characterization....
Price fluctuations in financial markets can be characterized by L\'evy's stable distribution, which is supported by the generalized central limit system. When the stable parameters were estimated from...
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Herb Kelleher on Market Share
Entrepreneur Joel Gascoigne tweeted a quote from Southwest Airlines co-founder Herb Kelleher yesterday. The quote describes Kelleher's views on the pursuit of market share vs. profitability. I think...
View ArticleHow Facebook drives investor behavior. (arXiv:1709.07300v1 [q-fin.TR])
Recent studies combining social media data with data from capital markets have mainly focused on the relationship between returns and activity on social media. In contrast, we study how behavior of...
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CFTC Orders Merrill, Lynch, Pierce, Fenner & Smith Incorporated to Pay...
The U.S. Commodity Futures Trading Commission (CFTC) issued an Order filing and simultaneously settling charges against Merrill, Lynch, Pierce, Fenner & Smith Incorporated, a registered Futures...
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A Guide to Modern Econometrics 5th Edition
A Guide to Modern Econometrics, Fifth Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition...
View ArticleHappy Accidents: The Transformative Power of "YES, AND" at Work and...
Happy Accidents is your personal guide to transforming your life. As we take on task after task, responsibility after responsibility, we lose sight of who we are and why we're doing what we do; we rush...
View ArticleDerivatives Markets and Analysis
Derivatives is an exposition on investments, guiding you from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and models. As part of...
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The Wiley Handbook of Entrepreneurship
Written by leading scholars, The Wiley Handbook of Entrepreneurship provides a distinctive overview of methodological, theoretical and paradigm changes in the area of entrepreneurship research. It...
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'Tetris' Recreated In Conway's 'Game of Life'https://t.co/e7Cn6i4UOn â Financial Technology (@fin_tech) September 24, 2017
View ArticleNew copulas based on general partitions-of-unity and their applications to...
We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature. In particular, we consider negative binomial...
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