The Dark Side of Board of Director Mentoring Relationships
Joann Lublin wrote a Wall Street Journal article this week titled, "Boards Try Buddy System to Get Newcomers Up to Speed." Lublin describes how some boards have assigned mentors to new directors, so...
View ArticleRisk Management in the Long Term
I work in a pension fund. And pension funds, as well as sovereign wealth funds, which are like pension funds for an entire country, need to have a long view. The liabilities can stretch-out for twenty...
View ArticleCFTCâs Office of Data and Technology Improves Online Filing Portal for...
The U.S. Commodity Futures Trading Commissionâs (CFTC) Office of Data and Technology (ODT) announced today that it has launched an improved online filing portal for submitting CFTC Form 40 that...
View ArticleNumerical analysis for a unified 2 factor model of structural and reduced...
Conditions of stability for explicit finite difference scheme and some results of numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed...
View ArticleKinetic theory and Brazilian income distribution. (arXiv:1709.06480v1...
We investigate the Brazilian personal income distribution using data from National Household Sample Survey (PNAD), an annual research available by the Brazilian Institute of Geography and Statistics...
View ArticleModeling of the Labour Force Redistribution in Investment Projects with...
The mathematical model of the labour force redistribution in investment projects is presented in the article. The redistribution mode of funds, labour force in particular, according to the equal risk...
View ArticleThe bail-out optimal dividend problem under the absolutely continuous...
This paper studies the optimal dividend problem with capital injection under the constraint that the cumulative dividend strategy is absolutely continuous. We consider an open problem of the general...
View ArticleLarge-Scale Portfolio Allocation Under Transaction Costs and Model...
We theoretically and empirically study large-scale portfolio allocation problems when transaction costs are taken into account in the optimization problem. We show that transaction costs act on the one...
View ArticleUniversal L\'evy's Stable Law of Stock Market and its Characterization....
Price fluctuations in financial markets can be characterized by L\'evy's stable distribution, which is supported by the generalized central limit system. When the stable parameters were estimated from...
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Herb Kelleher on Market Share
Entrepreneur Joel Gascoigne tweeted a quote from Southwest Airlines co-founder Herb Kelleher yesterday. The quote describes Kelleher's views on the pursuit of market share vs. profitability. I think...
View Article[0810.4672] Scientists who engage with society perform better academically
"Scientists who engage with society perform better academically" https://t.co/TThCd7nnEV (in 2008) ht @jmcourty http://pic.twitter.com/0oIWBCNyaW â Arthurâ¦
View ArticleCFTC Chairman Giancarlo Appoints Matthew B. Kulkin as Director of the...
U.S. Commodity Futures Trading Commission (CFTC) Chairman J. Christopher Giancarlo today announced the appointment of Matthew B. Kulkin to serve as Director of the CFTCâs Division of Swap Dealer and...
View ArticleRedacted Version of the September 2017 FOMC Statement
July 2017September 2017CommentsInformation received since the Federal Open Market Committee met in June indicates that the labor market has continued to strengthen and that economic activity has been...
View ArticleMarket Dynamics. On A Muse Of Cash Flow And Liquidity Deficit....
The first attempt to obtain market directional information from non--stationary solution of the dynamic equation[1] "future price tend to the value maximizing the number of shares traded per unit time"...
View ArticleDead Alphas as Risk Factors. (arXiv:1709.06641v1 [q-fin.PM])
We give an explicit algorithm and source code for extracting equity risk factors from dead (a.k.a. "flatlined" or "hockey-stick") alphas and using them to improve performance characteristics of good...
View ArticleDo Big Things: The Simple Steps Teams Can Take to Mobilize Hearts and Minds,...
An inspiring, practical and progress-oriented blueprint for energetic achievement.read more...
View ArticleThe Strategic Storyteller: Content Marketing in the Age of the Educated Consumer
The world needs more storytellers.read more...
View ArticleWealth Management Unwrapped, Revised and Expanded: Unwrap What You Need to...
Wealth Management Unwrapped provides you with the tools and tips you need to take back control and more effectively manage your money. Wall Street veteran Charlotte Beyer conducts a tour of the wealth...
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Veerathai Santiprabhob appointed Chair of the BIS Asian Consultative Council
The Board of Directors of the Bank for International Settlements (BIS) has appointed Veerathai Santiprabhob as Chair of the BIS Asian Consultative Council (ACC) from 26 September 2017. Mr Santiprabhob...
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