Density forecasting comparison of volatility models. (arXiv:1605.00230v1...
We compare the predictive ability of several volatility models for a long series of weekly log-returns of the Dow Jones Industrial Average Index from 1902 to 2016. Our focus is particularly on...
View ArticleRobustness of mathematical models and technical analysis strategies....
The aim of this paper is to compare the performances of the optimal strategy under parameters mis-specification and of a technical analysis trading strategy. The setting we consider is that of a...
View ArticleDepreciation and the Time Value of Money. (arXiv:1605.00080v1 [q-fin.GN])
Generally accepted depreciation methods do not factor in the Time Value of Money, despite the concept being a core principle of financial asset valuation. By applying the concept to depreciation,...
View ArticleNonzero-sum stochastic differential games with impulse controls and...
We study the notion of Nash equilibrium in a general nonzero-sum impulse game for two players. The main mathematical contribution of the paper is a verification theorem which provides, under some...
View ArticlePMP Project Management Professional Exam Certification Kit, 3rd Edition
PMP Complete Review includes the Sybex Deluxe Study Guide and Review Guideread more...
View ArticleISE Holdings Reports Business Activity For April 2016
ISE’s options exchanges combined to represent 16.1% of equity options market share, excluding dividend trades. ISE’s options exchanges reported a combined ADV of 2.3 million contracts. Dividend trades...
View ArticleNew Zealand's Financial Markets Authority Issues Formal Warning To Craigs
Section 22 of the AML/CFT Act requires reporting entities to conduct enhanced due diligence on clients where the level of risk involved is such that this higher standard of customer due diligence...
View ArticleSGX Welcomes Second Perennial Real Estate Retail Bond Offering
Singapore Exchange (SGX) today welcomed the listing of Perennial Real Estate Holdings Limited’s four-year retail bonds with a coupon rate of 4.55% per annum on the Mainboard under the stock code...
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UBS's First-Quarter 2016 Results - UBS 1Q Adjusted Profit Before Tax CHF 1.4...
Net profit attributable to UBS Group AG shareholders CHF 707 million; diluted earnings per share CHF 0.18 Fully applied CET1 capital ratio 14.0%; Swiss SRB fully applied leverage ratio 5.4% UBS raises...
View ArticleSea Otter Selects Tbricks By Itiviti To Grow ETF Business â Sea Otter...
Itiviti, a world-leading technology provider for the capital markets industry, today announced that Sea Otter Global Ventures LLC, a private investment firm based in New York, has chosen the Tbricks by...
View ArticleCongratulations To Fidessa Fragulator On Surpassing One Million Mark
The Fidessa Fragulator has surpassed the one million mark.read more...
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DCF Myth 3.1: The Margin of Safety - Tool for Action or Excuse for Inaction?
In my last post on dealing with uncertainty, I brought up the margin of safety, the tool that many value investors claim to use to protect themselves against uncertainty. While there are certainly some...
View ArticleBeecher Carlson Expands National Private Equity and Mergers & Acquisition...
Beecher Carlson Insurance Services, LLC (âBeecher Carlsonâ), a specialized large account insurance broker, announces further expansion of the National Private Equity and Mergers & Acquisition...
View ArticleUnmasking the Men Behind Zero Hedge, Wall Street's Renegade Blog
Unmasking the Men Behind Zero Hedge, https://t.co/zoY7UWZjwo â moneyscience (@moneyscience) May 3, 2016
View ArticlePost-Trade Distributed Ledger (PTDL) Group Appoints Three External Advisers...
The Post-Trade Distributed Ledger (PTDL) Group, which brings together major post-trade industry participants and regulators to share information and ideas about how distributed ledger technologies...
View ArticleS&P Dow Jones Indices Market Attributes: Correlation & Dispersion...
Download this month's dashboard read more...
View ArticleTradeweb Government Bond DataSheet - April 2016
Click here to download the April edition of Tradeweb’s monthly DataSheet for global government 10-year benchmark bonds. It shows how government bond yields changed across Europe, North America and...
View ArticleConstraints Promote Creativity
Many people often think that creativity flourishes when people are not constrained in any way. Give people total freedom to think and generate ideas, and they will be highly creative. That's the...
View ArticleBank Capital Pressures, Loan Substitutability, and Nonfinancial Employment
Seung Jung Lee and Viktors Stebunovs | We exploit the cross-state, cross-time variation in bank tangible capital ratios--brought about by bank branch deregulation on a state-by-state basis--to identify...
View ArticleThe Macroeconomic Risks of Undesirably Low Inflation
Jonas E. Arias, Christopher Erceg, and Mathias Trabandt | This paper investigates the macroeconomic risks associated with undesirably low inflation using a medium-sized New Keynesian model. We consider...
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