Federal Reserve Vice Chairman Stanley Fischer, At The 17th Jacques Polak...
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View ArticleCFTC Financial Data For Futures Commission Merchants Update
Financial Data for Futures Commission Merchants information has recently been updated, and is now available.read more...
View ArticleMyth 4.1: If you don't like betas (or modern portfolio theory),you cannot do...
Letâs start by stating the obvious. You need a D(iscount rate) to do D(iscounted) C(ash) F(low) valuation. To get that discount rate, I use a beta to estimate a cost of equity (and cost of capital)...
View ArticleFamily Life in China
The family has long been viewed as both a microcosm of the state and a barometer of social change in China. It is no surprise, therefore, that the dramatic changes experienced by Chinese society over...
View ArticleNew York State Department Of Financial Services Fines Agricultural Bank Of...
Financial Services Superintendent Maria T. Vullo today announced that Agricultural Bank of China (the Bank) will pay a $215 million penalty and install an independent monitor for violating New York’s...
View ArticleTehran Stock Exchange Weekly Market Review - Week Ending 2 November 2016
Click here to download Tehran Stock Exchange's weekly market review.
View ArticleDIFC Home To First, Innovative Equity Crowdfunding Platform In The Region, As...
Dubai International Financial Centre (DIFC), the region’s leading financial hub, connecting business and financial institutions with emerging market opportunities across the Middle, East, Africa and...
View ArticleMOEX Infrastructure Migration To New Data Center
Moscow Exchange has successfully performed the final testing of all trading systems with the DataSpace1 data center operating as the primary DC and M1 data center as a disaster recovery site.read more...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 3 November 2016 amounted to SAR 16.17 billion, increasing by 0.28% over the previous week; while total stock market capitalization reached SAR...
View ArticleIs Donald Trump The United Statesâ Pericles?
"Our city-state does not copy the laws of our neighbors, we are not followers, but rather the pattern to follow. We call our state a democracy, because it serves all the people, and not just the few....
View ArticleA fair monetization model to reconcile authors and consumers of intellectual...
In this small article one compromise monetization strategy is proposed, which hopefully may lead to a more satisfactory coexistence of IP manufacturers and consumers. The motto is "fair exchange": you...
View ArticleInternational Portfolio Optimisation with Integrated Currency Overlay Costs...
Portfolio optimisation typically aims to provide an optimal allocation that minimises risk, at a given return target, by diversifying over different investments. However, the potential scope of such...
View ArticleLiquidity induced asset bubbles via flows of ELMMs. (arXiv:1611.01440v1...
We consider a constructive model for asset price bubbles, where the market price $W$ is endogenously determined by the trading activity on the market and the fundamental price $W^F$ is exogenously...
View ArticleRevealing the Anatomy of Vote Trading. (arXiv:1611.01381v1 [physics.soc-ph])
Cooperation in the form of vote trading, also known as logrolling, is central for law-making processes, shaping the development of democratic societies. Empirical evidence of logrolling is scarce and...
View ArticleSparse grid high-order ADI scheme for option pricing in stochastic volatility...
We present a sparse grid high-order alternating direction implicit (ADI) scheme for option pricing in stochastic volatility models. The scheme is second-order in time and fourth-order in space....
View ArticleAn Axiomatization of Naive Diversification. (arXiv:1611.01285v1 [q-fin.EC])
A widely applied diversification paradigm is the naive diversification choice heuristic. It stipulates that an economic agent allocates equal decision weights to given choice alternatives independent...
View ArticleOptimal portfolio selection under vanishing fixed transaction costs....
In this paper, asymptotic results in a long-term growth rate portfolio optimization model under both fixed and proportional transaction costs are obtained. More precisely, the convergence of the model...
View ArticleSummary Of October 2016 Activities At Tokyo Commodity Exchange - October...
The Tokyo Commodity Exchange announced today that average daily volume for October 2016 was 84,561 contracts, down 1.1% month-over-month. Volume rose for some products, such as Gold Rolling Spot, which...
View ArticleNifty 50 Futures aAnd EUR/USD & USD/JPY FX Futures Debut On TAIFEX -...
The Taiwan Futures Exchange (TAIFEX) today launched three new derivative contracts – a Taiwan Dollar (TWD)-denominated Nifty 50 Futures contract, and two FX futures contracts: EUR/USD FX Futures and...
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