Comparing Asset Pricing Models: Distance-based Metrics and Bayesian...
In light of the power problems of statistical tests and undisciplined use of alpha-based statistics to compare models, this paper proposes a unified set of distance-based performance metrics, derived...
View ArticleGeneralized Information Ratio. (arXiv:1803.01381v1 [q-fin.PM])
This paper proposes the Generalized Information Ratio (GIR) to evaluate the performance of active portfolios under misspecified models. Motivated by the theoretical link between abnormal returns and...
View ArticleUS City Mulls 18-Month Moratorium on Bitcoin Mining
A proposed law in the City of Plattsburgh would place a moratorium on new commercial cryptocurrency mining operations for 18 months.
View ArticleShenzhen Stock Exchange: Specified Bond Business Requirements To Improve The...
In order to fully implement the guiding spirit of the CPC 19th National Congress and play the role of serving the “Belt and Road” (B&R) with its bond market, Shenzhen Stock Exchange (SZSE), under...
View ArticleDaily: is China in LOVE with Blockchain ?!?!Daily: is China in LOVE with...
China's Biggest Political Event Sees Blockchain Praise. Does it mean China is opening up? 0:58 Market Analysis 1:58 Bitcoin Transaction Volume Hits Two-Year Low 3:18 China's Praises Blockchain - but...
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Ex-IMF Economist: Bitcoin Could Drop to $100 in the Next Decade
Economist Kenneth Rogoff said Tuesday that he expects bitcoin's price will decrease by 2028.
View ArticlePBoC's Yao: Chinese Digital Currency Should Be Crypto-Inspired
Yao Qian, digital currency research director at PBoC thinks a central bank digital currency should incorporate some features of cryptocurrency.
View ArticleSEC Chair Says 'We Are Watching' As Companies Launch ICOs
SEC chairman Jay Clayton explained why token sales qualify as securities offerings in an interview with Fox Business.
View ArticleEx-CFTC Chief: Even Republicans Are Pushing for Crypto Regulation
The former head of the CFTC is speaking out about what he sees as the broad interest U.S. politicians have in regulating the crypto markets.
View ArticleNavigating Monetary Policy As Headwinds Shift To Tailwinds, Federal Reserve...
I appreciate the invitation from the Money Marketeers to discuss the path ahead for our economy and monetary policy.1read more...
View ArticleSingapore Exchange And New Zealandâs Exchange Sign MOU
Singapore Exchange (SGX) and New Zealand’s Exchange (NZX) have signed a Memorandum of Understanding (MOU) to expand co-operation in Asia-Pacific markets.read more...
View ArticleNew Zealand & Singapore Exchange Sign MOU
New Zealand’s Exchange (NZX) and Singapore Exchange (SGX) have signed a Memorandum of Understanding (MOU) to expand co-operation in Asia-Pacific markets.read more...
View ArticleVienna Stock Exchange Strengthens Index Business By Entering Into A Joint...
The Vienna Stock Exchange AG today announces that it has acquired a stake and is forming a joint-venture with LIMEYARD AG, a global index provider fintech based in Switzerland. Vienna Stock Exchange is...
View ArticleNew, Innovative Index Provider Founded By Industry Experts - LIMEYARD...
LIMEYARD is delighted to announce a strategic partnership with the Vienna Stock Exchange (Wiener Börse AG) aimed at strengthening its index offering globally by providing real-time index calculation...
View ArticleJapanese Banks to Harness Ripple DLT for Consumer Payments App
A group of Japanese banks is planning to use Ripple's blockchain-based payments technology in a smartphone app aimed at general consumers.
View ArticleFujitsu Touts New Tech to Detect Ethereum Smart Contract Bugs
Japanese IT giant Fujitsu has revealed a new technology that it says could help to mitigate problems with ethereum's smart contracts.
View ArticleBitcoin Eyes $10K After High Volume Drop
Bitcoin is looking increasingly heavy and could test the $10,000 mark in the next 24 hours, the price charts indicate.
View ArticleCryptos Are Commodities, Rules US Judge In CFTC Case
A U.S. district judge has backed the U.S. Commodity Futures Trading Commission in defining cryptocurrencies as commodities.
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