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Bumped Against My Upper Cash Limit
Photo Credit: Wayne Stadler || Most of us have limited vision, myself includedread more...
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US market portrait 2016 week 34
US large cap market returns. Note: Yahoo seemed to have data problems last weekend.read more...
View ArticleSaudi Arabias's Capital Market Authority Announcement Regarding Obligating...
Reference to the transition plan to adopt the International Financial Reporting Standards (the "IFRS"), which were endorsed by the Saudi Organization for Certified Public Accountants ("SOCPA") , who...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 18 August 2016 amounted to SAR 15.05 billion, decreasing by 0.70% over the previous week; while total stock market capitalization reached SAR...
View ArticleUS Federal Reserve Vice Chairman Stanley Fischer, At The "Program On The...
The Fed's dual mandate aims for maximum sustainable employment and an inflation rate of 2 percent, as measured by the price index for personal consumption expenditures (PCE). Employment has increased...
View ArticleTouring the Rio Olympics
I’m a sportswriter who is bound for the Olympics, and I’m writing an article about maximizing the number of events I see in a particular day.read more...
View ArticlePoverty Index With Time Varying Consumption and Income Distributions....
In a recent work (Chattopadhyay, A. K. et al, Europhys. Lett. {\bf 91}, 58003, 2010) based on food consumption statistics, we showed how a stochastic agent based model could represent the time...
View ArticleThe structure of the climate debate. (arXiv:1608.05597v1 [q-fin.EC])
First-best climate policy is a uniform carbon tax which gradually rises over time. Civil servants have complicated climate policy to expand bureaucracies, politicians to create rents. Environmentalists...
View ArticleConsistency of option prices under bid-ask spreads. (arXiv:1608.05585v1...
Given a finite set of European call option prices on a single underlying, we want to know when there is a market model which is consistent with these prices. In contrast to previous studies, we allow...
View ArticleElicitability and backtesting. (arXiv:1608.05498v1 [q-fin.RM])
Conditional forecasts of risk measures play an important role in internal risk management of financial institutions as well as in regulatory capital calculations. In order to assess forecasting...
View ArticleAbu Dhabi Securities Exchange (ADX) Partakes In China Investment Conference 2016
His Excellency Rashed Al Blooshi, CEO of Abu Dhabi Securities Exchange (ADX), stated that the United Arab Emirates (UAE) enjoys a strong relationship with China and mentioned that the value of trade...
View ArticleSource Overweights European Equities Despite Negative Sentiment
The Research team at Source favours European equities over those of the US and holds a maximum overweight to the Eurozone in the Source Multi-Asset Portfolio (a model portfolio).read more...
View ArticleBats Europe Encourages Industry Harmonisation For MiFID II Requirement For...
Bats Europe (Bats), the region’s largest stock exchange operator, has made available for testing on its platform its MiFID II compliant process for order record keeping, which the exchange is proposing...
View ArticleExtension Of Authorisation Of The Clearing House KDPW_CCP
The Polish Financial Supervision Authority (KNF) has extended the authorisation of the clearing house KDPW_CCP to cover new classes of instruments and categories of acceptable collateral as of 9 August...
View ArticleThai Alternative Bourse's Listed Firms Reports Upbeat Q2 Earnings
Thai companies listed on Market for Alternative Investment (mai), under the Stock Exchange of Thailand (SET) group, reported the combined net profit of THB 2.33 billion (approx. USD 66.63 million) in...
View ArticleDIFC Establishes Wealth Management Working Group
The Governor of the DIFC, HE Essa Kazim, has established a DIFC Wealth Management Working Group to discuss and compile an updated wealth management strategy for the DIFC. Its key focus areas will be to...
View ArticleExponential functionals of Levy processes and variable annuity guaranteed...
Exponential functionals of Brownian motion have been extensively studied in financial and insurance mathematics due to their broad applications, for example, in the pricing of Asian options. The...
View ArticleOptimal Portfolios of Illiquid Assets. (arXiv:1610.00395v1 [q-fin.MF])
This paper investigates the investment behaviour of a large unregulated financial institution (FI) with CARA risk preferences. It shows how the FI optimizes its trading to account for market...
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