Montréal Exchange Closed - Victoria Day
The Exchange's offices and markets are closed today, May 23, 2016 (Victoria Day).
View ArticleSIFMA Develops Model Documents For Compliance With New MSRB Rule G-42
SIFMA has developed a suite of model documents designed to aid municipal advisors in compliance with new MSRB Rule G-42, on duties of non-solicitor municipal advisors. The Rule will be implemented on...
View ArticleRemarks From The 2016 FINRA Annual Conference, Richard G. Ketchum, FINRA...
Good morning and welcome to FINRA’s Annual Conference, this year is notable in several ways, including the quality of the program and roster of speakers and attendees. Each year when we come together...
View ArticleNational Futures Association CEO Daniel Roth To Retire - Board Begins Search...
NFA announced today that President and CEO Daniel Roth has announced his plan to retire in the coming year. NFA's Board of Directors has authorized the formation of a committee to conduct a search for...
View ArticleWeekly Announcements â May 23, 2016
We are pleased to announce Max Planck Institute for Comparative Public Law & International Law (MPIL) has started a Law Research Centers Papers series within the Legal Scholarship Network...
View ArticleDeutsche Asset Management To Switch Three ETFs To The Bats ETF Marketplace...
Bats Global Markets, Inc. (Bats: BATS), the #1 U.S. market for the trading of exchange-traded funds (ETFs), today announced that Deutsche Asset Management is switching the primary listing of three...
View ArticleThe Jacobi Stochastic Volatility Model. (arXiv:1605.07099v1 [q-fin.MF])
We introduce a novel stochastic volatility model where the squared volatility of the asset return follows a Jacobi process. It contains the Heston model as a limit case. We show that the...
View ArticleA note on optimal expected utility of dividend payments with proportional...
In this paper, we consider the problem of maximizing the expected discounted utility of dividend payments for an insurance company that controls risk exposure by purchasing proportional reinsurance. We...
View ArticleMinimal Investment Risk of Portfolio Optimization Problem with Budget and...
In the present paper, the minimal investment risk for a portfolio optimization problem with imposed budget and investment concentration constraints is considered using replica analysis. Since the...
View ArticlePortfolio Optimization Problem with Non-identical Variances of Asset Returns...
The portfolio optimization problem in which the variances of the return rates of assets are not identical is analyzed in this paper using the methodology of statistical mechanical informatics,...
View ArticleAsymptotic Eigenvalue Distribution of Wishart Matrices whose Components are...
In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and...
View ArticleThe impact of the financial crisis on the long-range memory of European...
This paper investigates the presence of long memory in corporate bond and stock indices of six European Union countries from July 1998 to February 2015. We compute the Hurst exponent by means of the...
View ArticleFIA President And CEO Walt Lukken Statement On NFA President Dan Roth's...
Upon the announcement that National Futures Association (NFA) president and CEO Dan Roth is retiring, FIA President and CEO Walt Lukken released the following statement thanking him for his service to...
View ArticleMAS Directs BSI Bank To Shut Down In Singapore
The Monetary Authority of Singapore (MAS) announced today that it has served BSI Bank Limited (BSI Bank) notice of intention to withdraw its status as a merchant bank in Singapore for serious breaches...
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Westpac MNI China Consumer Sentiment Indicator Falls In May - Slowing Economy...
Chinese consumer sentiment declined in May, eroding further the significant gain seen in March, as consumers turned more risk averse. The Westpac MNI China Consumer Sentiment Indicator fell 3.1% on...
View ArticleHKEX And Thomson Reuters Sign Agreement For New Index Series
Hong Kong Exchanges and Clearing Limited (HKEX) and Thomson Reuters today (Tuesday) signed an agreement for the creation of a new series of Renminbi (RMB) indices.read more...
View ArticleFIA Japan Newsletter May 2016 Edition Released
Futures Industry Association of Japan has released the May 2016 edition of its bimonthly newsletter. For browse, please access the following URL.read more...
View ArticleHeidrick & Struggles Adds New Partner In London - Marcus de Luca Joins...
Heidrick & Struggles (Nasdaq: HSII), a premier provider of executive search, leadership consulting and culture shaping worldwide, has appointed Marcus de Luca as a Partner in its Financial Services...
View ArticleMutual Funds For Dummies, 7th Edition
Are you looking for a trusted resource to help you add mutual funds to your investment strategy? With straightforward advice and a plethora of specific, up-to-date mutual fund recommendations, personal...
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