Unscheduled Adjustment In MDAX And SDAX - Share Of KUKA AG Leaves MDAX -...
On Monday, Deutsche Börse announced an unscheduled change to MDAX and SDAX. Following the takeover by MECCA International the free float of KUKA AG has dropped below 10 percent (to 5.45 percent). As a...
View ArticleNew York Attorney General Eric T. Schneiderman Announces $100 Million...
Attorney General Eric T. Schneiderman today announced a $100 million, 44-state settlement with Barclays Bank PLC and Barclays Capital Inc. for fraudulent and anticompetitive conduct involving the...
View ArticleStatement Of CFTC Chairman Timothy Massad On Actions To Protect Customer Funds
Today, the Commission continues its work to ensure the resiliency of clearinghouses and protect customers in our markets. To provide the necessary context for these efforts, it is useful to look back...
View ArticleU.S. Marshals To Hold Bitcoin Auction - Approximately 2,700 Bitcoins From 12...
The U.S. Marshals are auctioning one block of approximately 2,700 bitcoins in connection with various federal criminal, civil and administrative cases.To register, potential bidders must complete all...
View ArticleConcurring Statement Of CFTC Commissioner Sharon Y. Bowen Regarding The Order...
I am pleased to concur with the two Commission actions: the “Order Exempting the Federal Reserve Banks from Sections 4d and 22 of the Commodity Exchange Act” and “Written Acknowledgment of Customer...
View ArticleCFTC Announces Enhancements To Protect Customer Funds - Commission Grants...
The U.S. Commodity Futures Trading Commission (CFTC) today announced three separate measures that are designed to enhance the protection of customer funds. The CFTC approved an order to exempt Federal...
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World Gold Council, LME and key market participants to launch LMEprecious
The World Gold Council and the London Metal Exchange (LME), together with Goldman Sachs, ICBC Standard Bank, Morgan Stanley, Natixis, OSTC and Societe Generale, today announce their intention to...
View ArticleA time of ruin constrained optimal dividend problem for spectrally one-sided...
We consider the dividends problem for both de Finetti's and Dual models for spectrally one-sided L\'evy processes subject to a constraint on the time of ruin. We introduce the dual problem and show...
View ArticleThe Role of Intensive and Extensive Variables in a Soup of Firms in Economy...
We review production function and the hypothesis of equilibrium in the neoclassical framework. We notify that in a soup of sectors in economy while capital and labor resemble extensive variables, wage...
View ArticleWho would invest only in the risk-free asset?. (arXiv:1608.02446v1 [q-fin.MF])
Within the setup of continuous-time semimartingale financial markets, we show that a multiprior Gilboa-Schmeidler minimax expected utility maximizer forms a portfolio consisting only of the riskless...
View ArticleEvidence That Our Opioid Epidemic Is Only Weakly Correlated with Provider...
The majority of Medicare opioid prescriptions come from family practice and internal medicine providers. I show that the tendency of these providers to prescribe opioids has only a very small...
View ArticleAllocation of risk capital in a cost cooperative game induced by a modified...
The standard theory of coherent risk measures fails to consider individual institutions as part of a system which might itself experience instability and spread new sources of risk to the market...
View ArticleArbitrage and utility maximization in market models with an insider....
We study arbitrage opportunities, market viability and utility maximization in market models with an insider. Assuming that an economic agent possesses from the beginning an additional information in...
View ArticlePath-dependent option pricing with explicit solutions, stochastic...
New simulation approaches to evaluating path-dependent options without matrix inversion issues nor Euler bias are evaluated. They employ three main contributions: Stochastic approximation replaces...
View ArticleWorld Gold Council, LME And Key Market Participants To Launch LMEprecious
The World Gold Council and the London Metal Exchange (LME), together with Goldman Sachs, ICBC Standard Bank, Morgan Stanley, Natixis, OSTC and Societe Generale, today announce their intention to...
View ArticleUS Justice Department Reaches Settlement To Resolve Allegations Against HSBC...
The Justice Department announced today that HSBC Finance Corporation, as successor to HSBC Auto Finance Inc., has agreed to pay $434,500 to resolve allegations that it violated the Servicemembers Civil...
View ArticleASIC: Review Of Australian Equity Market cCeanliness
A review by ASIC has found an overall improvement in the measures of cleanliness in the Australian listed equity market over the past decade.read more...
View ArticleUKâs Competition and Markets Authority Paves The Way For Open Banking...
A package of measures being imposed by the CMA will ensure banks work harder for customers and the benefits of new technology are fully exploited.read more...
View ArticleASIC Review Of Handling Of Confidential Information And Conflicts Of Interest...
An ASIC review of risks related to the handling of confidential information and conflicts of interests, particularly in the provision of sell-side research and corporate advisory services, has found...
View ArticleFinancial Services Board (South Africa) And Abu Dhabi Global Market Form New...
The Financial Services Board (the FSB) of the Republic of South Africa and the Financial Services Regulatory Authority (FSRA) of Abu Dhabi Global Market (ADGM) signed a landmark Memorandum Of...
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