Tel Aviv Stock Exchange - Updated Parameters Of Indices Published On March...
Upon completion of the third milestone, the weight of the ten largest constituents of the TA-35 Index will amount approximately 58%, compared approximately 71% in the original TA-25 Indexread more...
View ArticleEuropean Parliament - London Mayor: âWe Are Still Going To Be Part Of...
“Even though we may leave the European Union, we are not leaving Europe,” said London Mayor Sadiq Khan visiting the Parliament on 28 March. “For issues from security and defence to finance and culture,...
View ArticleASIC Establishes Financial Advisers Consultative Committee
ASIC today announced the establishment of the Financial Advisers Consultative Committee, designed to improve industry engagement with its regulator, and revealed its initial membership.read more...
View ArticleWells Fargo Announces Agreement In Principle To Settle Class Action Lawsuit...
Wells Fargo announced today that it has reached an agreement in principle to settle a class action lawsuit concerning retail sales practices, which was filed in May 2015 in the Northern District of...
View ArticleLetter To Shareholders - ASX Interim Dividend
On 17 February 2017, ASX Limited (ASX) announced its half-year results for the six months to 31 December 2016 (1H17). The overall performance was pleasing with solid growth in most of ASX’s businesses....
View ArticleNaive Risk Parity Portfolio with Fractal Estimation of Volatility....
A fractal approach to long-only portfolio optimization is proposed. The quantitative system is based on naive risk parity approach. The core of the optimization scheme is a fractal distribution of...
View ArticleNon-parametric and semi-parametric asset pricing. (arXiv:1703.09500v1...
We find that the CAPM fails to explain the small firm effect even if its non-parametric form is used which allows time-varying risk and non-linearity in the pricing function. Furthermore, the linearity...
View ArticleAnalysis of Realized Volatility for Nikkei Stock Average on the Tokyo Stock...
We calculate realized volatility of the Nikkei Stock Average (Nikkei225) Index on the Tokyo Stock Exchange and investigate the return dynamics. To avoid the bias on the realized volatility from the...
View ArticleClik here to view.
The Best of the Aleph Blog, Part 26
Photo Credit: richard winchell || No, don’t study the Kabbalah…read more...
View ArticleClik here to view.
Enhancements to the Pillar 3 disclosure framework issued by the Basel Committee
Press release about enhancements to the Pillar 3 disclosure framework issued by the Basel Committee, 29 March 2017.
View ArticleRegulatory treatment of accounting provisions
Press release about the Basel Committee publishing a paper on regulatory treatment of accounting provisions, 29 March 2017.
View ArticlePillar 3 disclosure requirements - consolidated and enhanced framework
"Pillar 3 disclosure requirements - consolidated and enhanced framework" published by the Basel Committee, March 2017
View ArticleRegulatory treatment of accounting provisions - interim approach and...
"Regulatory treatment of accounting provisions - interim approach and transitional arrangements" published by the Basel Committee, March 2017
View ArticleVideo Statement By European Council EU27 Leaders following UK Brexit...
Press statement by President Tuskread more...
View ArticleMillennium Exchange Releae 9.2 - MiFID II Oslo Børs - New...
Millennium Exchange Release 9.2, MiFID II Oslo Børs, will be implemented by the end of 2017 and will consist of adaptations to ensure MiFID II compliance. read more...
View ArticleMIAX Options - Postponed Activation Of Complex Market Orders And MIAX Price...
MIAX Options has postponed the activation of Complex Market Order Functionality and MIAX Price Collars (MPC) for Complex Orders and Complex eQuotes as previously announced in the March 21, 2017 Alert....
View ArticleCBOE Holdings Announces First Stages Of Technology Integration Plan - CFE To...
CBOE Holdings, Inc. (BATS: CBOE | NASDAQ: CBOE) today announced that the CBOE Futures Exchange (CFE) will be the first of the CBOE Holdings exchanges to migrate onto the Bats technology platform, with...
View ArticleFeri EuroRating Services AG CRA Registration Withdrawn Following Acquisition
The European Securities and Markets Authority (ESMA) has today withdrawn the credit rating agency (CRA) registration of Feri EuroRating Services AG (Feri EuroRating).read more...
View ArticleSIX Swiss Exchange Welcomes A New Company - Today The Shares Of Rapid...
The shares of Rapid Nutrition PLC (“Rapid Nutrition”) were listed today under the “International Reporting Standard” on SIX Swiss Exchange. The issued share capital of Rapid Nutrition comprises...
View Article