SGX Welcomes Global Link Securities As Securities Trading Member
Singapore Exchange (SGX) today welcomes Taiwan-based Global Link Securities Co., Ltd, a wholly-owned subsidiary of Taiwan Stock Exchange (TWSE) to its Securities market as a trading member.read more...
View ArticleSix Major European Banks To Explain Their âTax Optimisationâ Role...
Representatives of ING Group (NL), Crédit Agricole (FR), Nordea (SW), Santander (ES), UBS (CH), and Unicredit (IT) will meet members of the Special Committee on Tax Rulings (TAXE II) on Monday...
View ArticleSGX Reports 3Q Results On 20 April 2016
Singapore Exchange (SGX) is reporting third-quarter results for Financial Year 2016 (FY2016) after the market closes on 20 April 2016.read more...
View ArticleIHS And Markit To Merge, Creating A Global Leader In Critical Information,...
IHS (NYSE: IHS) and Markit (NASDAQ: MRKT) today announced the signing of a definitive agreement under which the companies will combine in an all-share merger of equals to create a global leader in...
View ArticleChubb Announces Personal Risk Services Management Team For Europe - Launches...
Chubb today announced the management team that will lead its Personal Risk Services (PRS) business serving high net worth (HNW) brokers and their clients in Europe.read more...
View ArticleWeekly Top 5 Papers â March 18, 2016
1. Understanding Modern Portfolio Construction by Cullen Roche (Orcam Financial Group)read more...
View ArticleThe Price Effects of Cross-Market Hospital Mergers -- by Leemore Dafny, Kate...
So-called "horizontal mergers" of hospitals in the same geographic market have garnered significant attention from researchers and regulators alike. However, much of the recent hospital industry...
View ArticleThe Environmental Cost of Global Fuel Subsidies -- by Lucas W. Davis
Despite increasing calls for reform many countries continue to provide subsidies for gasoline and diesel. This paper quantifies the external costs of global fuel subsidies using the latest available...
View ArticleOptimal Liquidation under Stochastic Resilience of Price Impact....
We solve explicitly a two-dimensional singular control problem of finite fuel type in infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market...
View ArticleThe mathematics of non-linear metrics for nested networks....
Numerical analysis of data from international trade and ecological networks has shown that the non-linear fitness-complexity metric is the best candidate to rank nodes by importance in bipartite...
View ArticleNo-arbitrage bounds for the forward smile given marginals....
We explore the robust replication of forward-start straddles given quoted (Call and Put options) market data. One approach to this problem classically follows semi-infinite linear programming...
View ArticleA rank based mean field game in the strong formulation. (arXiv:1603.06312v1...
We discuss a natural game of competition and solve the corresponding mean field game with \emph{common noise} when agents' rewards are \emph{rank dependent}. We use this solution to provide an...
View ArticleExtracting Predictive Information from Heterogeneous Data Streams using...
Financial markets are notoriously complex environments, presenting vast amounts of noisy, yet potentially informative data. We consider the problem of forecasting financial time series from a wide...
View ArticleSwitching Economics for Physics and the Carbon Price Inflation: Problems in...
Integrated Assessment Models (IAMs) are mainstay tools for assessing the long-term interactions between climate and the economy and for deriving optimal policy responses in the form of carbon prices....
View ArticleRisk-Constrained Kelly Gambling. (arXiv:1603.06183v1 [q-fin.PM])
We consider the classic Kelly gambling problem with general distribution of outcomes, and an additional risk constraint that limits the probability of a drawdown of wealth to a given undesirable level....
View ArticleTukey's Transformational Ladder for Portfolio Management. (arXiv:1603.06050v1...
Recently, the authors of (\cite{Ernst}) empirically showed that over the 1958-2014 horizon, the returns of the MaxMedian S\&P 500 portfolio (see \cite{thomp2}) substantially exceed both those of...
View ArticleThe Circle of Investment. (arXiv:1603.06047v1 [q-fin.PM])
We will look at the entire cycle of the investment process relating to all aspects of, formulating an investment hypothesis, constructing a portfolio based on that, executing the trades to implement...
View ArticleSolving Society's Big Ills, A Small Step. (arXiv:1603.06034v1 [q-fin.GN])
We look at a collection of conjectures with the unifying message that smaller social systems, tend to be less complex and can be aligned better, towards fulfilling their intended objectives. We touch...
View ArticleDalian Commodity Exchange: Notice On Collecting Annual Membership Fees For 2016
According to the relevant provisions of the “Bylaws of Dalian Commodity Exchange” and the “Measures of Dalian Commodity Exchange for Management of Members”, DCE will collect the annual membership fees...
View ArticleKRX: Global Construction Equipment Maker, Doosan Bobcat May Join KOSPI Market
The KRX (Chairman and CEO: Kyungsoo Choi) said that Doosan Bobcat, global construction equipment maker signed a principal underwriting agreement for listing on KOSPI Market with Korea Investment %amp;...
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