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...
View ArticleBIS's Financial Stability Institute hosts conference on supervisory policy...
Press release about FSI hosting a conference on supervisory policy implementation - "a cross-sectoral journey", 21 September 2017.
View ArticleCFTC Charges Nicholas Gelfman and Gelfman Blueprint, Inc. with Fraudulent...
The U.S. Commodity Futures Trading Commission (CFTC) filed a federal civil enforcement action against Nicholas Gelfman, of Brooklyn, New York, and Gelfman Blueprint, Inc., a New York corporation,...
View ArticleSelling the Problem vs. Selling the Solution
Entrepreneur and investor Dave Bailey has written an outstanding column for Medium. Bailey addresses the importance of focusing as an entrepreneur on the problem you are trying to solve. He argues...
View ArticleDensity of the set of probability measures with the martingale representation...
Let $\psi$ be a multi-dimensional random variable. We show that the set of probability measures $\mathbb{Q}$ such that the $\mathbb{Q}$-martingale...
View ArticleHow Facebook drives investor behavior. (arXiv:1709.07300v1 [q-fin.TR])
Recent studies combining social media data with data from capital markets have mainly focused on the relationship between returns and activity on social media. In contrast, we study how behavior of...
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CFTC Orders Merrill, Lynch, Pierce, Fenner & Smith Incorporated to Pay...
The U.S. Commodity Futures Trading Commission (CFTC) issued an Order filing and simultaneously settling charges against Merrill, Lynch, Pierce, Fenner & Smith Incorporated, a registered Futures...
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A Guide to Modern Econometrics 5th Edition
A Guide to Modern Econometrics, Fifth Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition...
View ArticleHappy Accidents: The Transformative Power of "YES, AND" at Work and...
Happy Accidents is your personal guide to transforming your life. As we take on task after task, responsibility after responsibility, we lose sight of who we are and why we're doing what we do; we rush...
View ArticleDerivatives Markets and Analysis
Derivatives is an exposition on investments, guiding you from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and models. As part of...
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The Wiley Handbook of Entrepreneurship
Written by leading scholars, The Wiley Handbook of Entrepreneurship provides a distinctive overview of methodological, theoretical and paradigm changes in the area of entrepreneurship research. It...
View ArticleSlashdot
'Tetris' Recreated In Conway's 'Game of Life'https://t.co/e7Cn6i4UOn â Financial Technology (@fin_tech) September 24, 2017
View ArticleNew copulas based on general partitions-of-unity and their applications to...
We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature. In particular, we consider negative binomial...
View ArticleA posteriori multi-stage optimal trading under transaction costs and a...
This paper presents a method for the evaluation of a posteriori (historical) multi-variate multi-stage optimal trading under transaction costs and a diversification constraint. Starting from a given...
View ArticleArbitrage and Geometry. (arXiv:1709.07446v1 [q-fin.MF])
This article introduces the notion of arbitrage for a situation involving a collection of investments and a payoff matrix describing the return to an investor of each investment under each of a set of...
View ArticleDiagnostic Expectations and Stock Returns -- by Pedro Bordalo, Nicola...
We revisit La Porta's (1996) finding that returns on stocks with the most optimistic analyst long term earnings growth forecasts are substantially lower than those for stocks with the most pessimistic...
View ArticleThe Impact of State Medical Marijuana Laws on Social Security Disability...
We study the effect of state medical marijuana laws (MMLs) on Social Security Disability Insurance (SSDI) and Workers' Compensation (WC) claiming. We use data on benefit claiming drawn from the 1990 to...
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