Some correspondences between Index Number Theory in economy and the General...
GDP of China is about 11 trillion dollars and GDP of the United States is about 18 trillion dollars. Suppose that we know for the coming years, economy of the US will experience a real growth rate...
View ArticleOn the tail behavior of a class of multivariate conditionally heteroskedastic...
Conditions for geometric ergodicity of multivariate ARCH processes, with the so-called BEKK parametrization, are considered. We show for a class of BEKK-ARCH processes that the invariant distribution...
View ArticleMean-Reverting Portfolio Design with Budget Constraint. (arXiv:1701.05016v1...
This paper considers the mean-reverting portfolio design problem arising from statistical arbitrage in the financial markets. We first propose a general problem formulation aimed at finding a portfolio...
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The Power of Positive Destruction: How to Turn a Business Idea Into a Revolution
It's no longer good enough to build a company to last; today it's about building a company to ignite change. The Power of Positive Destruction reveals how to start a new business, disrupt an industry,...
View ArticleDigital Sense: The Common Sense Approach to Effectively Blending Social...
Digital Sense provides a complete playbook for organizations seeking a more engaged customer experience strategy. By reorganizing sales and marketing to compete in today's digital-first, omni-channel...
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January 2017 Data Update 3: Cracking the Currency Code
There was a time in the not so distant past, where analysts could do their analysis in their local currencies and care little or not at all about foreign currencies, how they moved and why. This was...
View ArticleTax Lot and Shareholder Accounting - Hedge Fund Software -...
Tax Lot and Shareholder Accounting from PortfolioShop https://t.co/VzulvL5lt9 @portfolioshopny â moneyscience (@moneyscience) January 20, 2017
View Article7 Methods To Crush Your First Draft
So, you have a great idea for a research paper. Now all you have to do is write it. If only that were as easily done as it was for you to say you’re going to do. Theses can spend years marinating in...
View ArticleHow Deutsche Bank Made a $462 Million Loss Disappear
How Deutsche Bank Made a $462 Million Loss Disappear. A dubious trade leads to a criminal trial https://t.co/7rHJyyv9y3 â moneyscience (@moneyscience) Januaryâ¦
View ArticleLibor scandal: the bankers who fixed the worldâs most important number...
Long Read: Libor scandal: the bankers who fixed the worldâs most important number https://t.co/0wJn4TmjO3 â moneyscience (@moneyscience) January 20, 2017
View ArticleNonprofit Kit For Dummies, 5th Edition
Need practical advice on running a nonprofit? No problem! Packed with the latest tips and techniques on starting and managing a charitable organization, this easy-to-follow guide offers everything you...
View ArticleLinkedIn Profile Optimization For Dummies
Your LinkedIn profile is essentially a platform to shape how others see you, highlight your abilities, products, or services, and explain how your work impacts lives. Yet many people simply copy and...
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Call Me When You Have A Real Insurance Company!
Photo Credit: eflon || The title of the article comes from a comment Greenberg supposedly made to Buffett when AIG was much bigger than Berkshire Hathaway — times change…read more...
View ArticleThat Whole Oculus Lawsuit Hinges on What Makes Code âNewâ
What exactly does it mean to steal code? https://t.co/OQtczXQauQ â Financial Technology (@fin_tech) January 21, 2017
View ArticleBank monitoring incentives under moral hazard and adverse selection....
In this paper, we extend the optimal securitization model of Pag\`es [41] and Possama\"i and Pag\`es [42] between an investor and a bank to a setting allowing both moral hazard and adverse selection....
View ArticleThe Value of Timing Risk. (arXiv:1701.05695v1 [q-fin.PR])
The aim of this paper is to provide a mathematical contribution on the semi-static hedge of timing risk associated to positions in American-style options under a multi-dimensional market model. Barrier...
View ArticleThe Internet as Quantitative Social Science Platform: Insights from a...
With the large-scale penetration of the internet, for the first time, humanity has become linked by a single, open, communications platform. Harnessing this fact, we report insights arising from a...
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London Metal Exchange Chief Executive retires
Hong Kong Exchanges and Clearing Limited (HKEX), The London Metal Exchange (LME) and LME Clear (LMEC) (wholly-owned subsidiaries of HKEX) announced today (Monday) that Garry Jones, the LMEâs Chief...
View ArticleOne in a Million: Field Experiments on Perceived Closeness of the Election...
A common feature of many models of voter turnout is that increasing the perceived closeness of the election should increase voter turnout. However, cleanly testing this prediction is difficult and...
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