Insurance supervisory strategies for a low interest rate environment
Insurance supervisory strategies for a low interest rate environment, FSI insights No 4, 10 October 2017
View ArticleBehavioural Finance, Applied: Centapse and Oxford Risk announce new partnership
Applied Behavioural Finance: Oxford Risk And Centapse Are Excited To Announce A New Partnership - https://t.co/BqGf9eJMUO â Centapse (@Centapse) October 10,â¦
View ArticleFeedback's Impact on Innovation: A Key Tradeoff
Harvard Business School Professor Daniel Gross has a very intriguing new product development research article forthcoming in the Rand Journal of Economics. Gross studied the impact of feedback on...
View ArticleFederal Court Enters More than $2 Million Judgment against Grand Island,...
The Commodity Futures Trading Commission (CFTC) announced that the Honorable Joan B. Gottschall of the U.S. District Court for the Northern District of Illinois entered a Final Judgment and Order...
View ArticleCFTC Finds that Proprietary Trading Firm Arab Global Commodities DMCC Engaged...
The Commodity Futures Trading Commission (CFTC) issued an Order filing and settling charges against Arab Global Commodities DMCC, a proprietary trading firm headquartered in Dubai, with several trading...
View ArticleMarket impact with multi-timescale liquidity. (arXiv:1710.03734v1 [q-fin.TR])
We present an extended version of the recently proposed "LLOB" model for the dynamics of latent liquidity in financial markets. By allowing for finite cancellation and deposition rates within a...
View ArticleA Strategic Investment Framework for Biotechnology Markets via Dynamic Asset...
In this paper, we propose an innovative investment framework incorporating asset allocation and class diversification oriented specifically for the biotechnology industry. With growing interests and...
View ArticleLarge deviations for risk measures in finite mixture models....
Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of...
View ArticleLiquidity risk in markets with trading frictions: What can swing pricing...
Open-end mutual funds expose themselves to liquidity risk by granting their investors the right to daily redemptions at the fund's net asset value. We assess how swing pricing can dampen such risks by...
View ArticleIs the price right? Swing pricing and investor redemptions
How effective are available policy tools in managing liquidity risks in the mutual fund industry? We assess one such tool - swing pricing - which allows funds to adjust their settlement price in...
View ArticleIntellectual Property and Innovation Protection: New Practices and New Policy...
This book analyses the various ways in which intellectual property (IP) operates in relation to innovation activity. It reflects on the “classical” issues of the IP system related to the necessity of...
View ArticleCooperation, Coopetition and Innovation
In presenting the concepts and the logical structure of the reasoning offered by game theory and their applications, the book explains the rational process of decision making in the framework of firm...
View ArticlePatents: Prompting or Restricting Innovation?
The patent system is criticized today by some practitioners and economists. In fact, there is a partial disconnection between patent demographics and productivity gains, but also the development of...
View ArticleThe quantum revolution is getting closer: Intel is manufacturing 17-qubit chips
âWeâre [moving] quantum computing from the academic space to the semiconductor spaceâ - @intel https://t.co/8FEybcFwMj â Financial Technology (@fin_tech)â¦
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Telling the Hard Truth at Work
Wall Street Journal, October 11, 2017Sue Shellenbarger of the Wall Street Journal interviewed me during her research for today's column titled, "The Best Ways to Tell the Hard Truth at Work." She...
View ArticleTestimony of J. Christopher Giancarlo Chairman U.S. Commodity Futures Trading...
Testimony of J. Christopher Giancarlo Chairman U.S. Commodity Futures Trading Commission before the House Committee on Agriculture
View ArticleCommissioner Behnam Statement on De Minimus Threshold
Commodity Futures Trading Commission (CFTC) Commissioner Rostin Behnam released the a statement in response to CFTC Chairman Giancarloâs announcement on the de minimus threshold.
View ArticleCommissioner Quintenz Statement on De Minimus Threshold
Commodity Futures Trading Commission (CFTC) Commissioner Brian Quintenz released a statement in response to CFTC Chairman Giancarloâs announcement on the de minimus threshold.
View ArticleCFTC Charges California Resident Scott Allensworth, His Company E-Slate,...
The Commodity Futures Trading Commission (CFTC) announced the filing of a Complaint on October 2, 2017, in the U.S. District Court for the Central District of California. The CFTC Complaint, filed...
View ArticleA buffer Hawkes process for limit order books. (arXiv:1710.03506v1 [math.PR]...
We introduce a Markovian single point process model, with random intensity regulated through a buffer mechanism and a self-exciting effect controlling the arrival stream to the buffer. The model...
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