Timing in the Presence of Directional Predictability: Optimal Stopping of...
We investigate a class of optimal stopping problems arising in, for example, studies considering the timing of an irreversible investment when the underlying follows a skew Brownian motion. Our results...
View ArticleMaximizing and Minimizing Investment Concentration with Constraints of Budget...
In this paper, as a first step in examining the properties of a feasible portfolio subset that is characterized by budget and risk constraints, we assess the maximum and minimum of the investment...
View ArticleTime-scale effects on the gain-loss asymmetry in stock indices....
The gain-loss asymmetry, observed in the inverse statistics of stock indices is present for logarithmic return levels that are over $2\%$, and it is the result of the non-Pearson type auto-correlations...
View ArticleCME Group Announces First Trades Of New Crude Palm Oil Calendar Futures
CME Group, the world's leading and most diverse derivatives marketplace, today announced the first trades of the USD Malaysian Crude Palm Oil Calendar futures (CPO) that were launched on 11 July 2016....
View ArticleASIC Bans Former Representative Of Macquarie Equities Limited
ASIC has banned Mr Nicholas Kerr, of Carindale, Queensland, from providing financial services for five years after finding that he engaged in unauthorised discretionary trading on his client accounts,...
View ArticleVideo presentation By HKEX Chief Executive Charles Li At A Media Briefing On...
HKEX Chairman C K Chow and Chief Executive Charles Li hosted a media briefing yesterday on Shenzhen-Hong Kong Stock Connect. The video of the briefing is now online and available for viewing at the...
View ArticleFSB Completes Peer Review Of India
The Financial Stability Board (FSB) published today its peer review of India.read more...
View ArticleChina Exchanges Services: Upcoming Change To Universe Of Securities For CES...
Responding to the forthcoming launch of Shenzhen-Hong Kong Stock Connect, China Exchanges Services Company Limited (CESC) today (Wednesday) announced there will be a change to the universe of...
View ArticleMerger Of Deutsche Börse Group And London Stock Exchange Group:...
Following analysis of all shares tendered for exchange, Deutsche Börse AG has determined a final acceptance ratio for the Exchange Offer of HLDCO123 PLC ("HoldCo") of 89.04 per cent. On 1 June 2016,...
View ArticleMoneyScience: MoneyScience's event: MoneyScience Financial Training -...
Quant developer? Learn how to fit your code into the QuantLib framework.https://t.co/ZouJvyxzPF â moneyscience (@moneyscience) August 3, 2016
View ArticleSluggish Business Investment in the Euro Area: The Roles of Small and Medium...
via @IMFNews: Sluggish Business Investment in the Euro Area: The Role of Small and Medium Enterprises and Debt https://t.co/UAKkCvBkrO â moneyscienceâ¦
View ArticleBank runs aren't madness: This model explained why
"Bank runs aren't madness: This model explained why " https://t.co/J5MawtTHSJ (back in 2014) ht @dg_risk â Arthur Charpentier (@freakonometrics) August 7,â¦
View ArticleMathematicians Are Building a Unified Theory of Geometric Randomness
Mathematicians are building a unified theory of geometric randomness: https://t.co/iuvNNjvgAX http://pic.twitter.com/oGU638P5kS â WIRED (@WIRED) August 8,â¦
View ArticleFanfare
A sobering history of how the Olympic games evolvedhttps://t.co/gD3ZVchkfI â moneyscience (@moneyscience) August 10, 2016
View ArticleHow the World Bankâs biggest critic became its president | Andrew Rice
Long Read: How the World Bankâs biggest critic became its presidenthttps://t.co/80ipimj0IM â moneyscience (@moneyscience) August 11, 2016
View ArticleWomen listen and men look? How to best communicate risk to support decision...
via @d_spiegel: Women listen and men look? How to best communicate risk to support decision making https://t.co/5qvIaqGxeS â moneyscience (@moneyscience)â¦
View ArticleBBC Hardtalk on reforming economics
via @ProfSteveKeen: BBC Hardtalk on reforming economics https://t.co/qv1OA8IViO â moneyscience (@moneyscience) August 17, 2016
View ArticleBrexit trade deals: the gruelling challenge of taking back control
UK's complex task of rebuilding trade links will be overseen by a depleted civil service during economic uncertaintyhttps://t.co/RYufhg6acV â moneyscienceâ¦
View ArticleResearchers resolve a problem that has been holding back a technological...
"Once we have a reliable source of pure nanotubes that are not very expensive, a lot can happen very quickly' - https://t.co/axf5GYtnwc â moneyscienceâ¦
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