$\kappa$-generalized models of income and wealth distributions: A survey....
The paper provides a survey of results related to the "$\kappa$-generalized distribution", a statistical model for the size distribution of income and wealth. Topics include, among others, discussion...
View ArticleUtility Maximization and Indifference Value under Risk and Information...
In this article we consider an optimization problem of expected utility maximization of continuous-time trading in a financial market. This trading is constrained by a benchmark for a utility-based...
View ArticlePortfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio....
We consider an investor who seeks to maximize her expected utility derived from her terminal wealth relative to the maximum performance achieved over a fixed time horizon, and under a portfolio...
View ArticleBSX CEO Comments On The Collaboration And Growth Of The Global ILS Industry
In a press release issued by ILS Bermuda, Bermuda Stock Exchange CEO Greg Wojciechowski, comments on the Global ILS Industry. The filing stated:read more...
View ArticleJapan Exchange Group: Consolidated Financial Results For The Six Months Ended...
During the consolidated cumulative second quarter (from April 1, 2016 to September 30, 2016), the Group recorded operating revenue of ¥52,882 million (8.7% decrease from the same period of the previous...
View ArticleGlobal Advisors Bitcoin Fund Extends Features In Preparation For Securities...
Leading bitcoin asset manager, Global Advisors (Jersey) Limited has announced new custodians and extended trading powers for its flagship fund, Global Advisors Bitcoin Investment Fund PLC (“GABI”),...
View ArticleObject Trading Conforms To BM&FBOVESPA For Direct Connection To Deep...
Object Trading, a provider of multi-asset trading infrastructure, announced today that it has been fully approved by BM&FBOVESPA in Sao Paulo, as a conformed ISV to handle market data, order entry...
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LMEshield to launch in People's Republic of China
The London Metal Exchange (LME) and Henry Bath (whose shareholders include CMST Development Co Ltd and Mercuria Energy Group) today announce a pilot programme for the launch of the LMEshield...
View ArticleLMEshield To Launch In People’s Republic Of China
The London Metal Exchange (LME) and Henry Bath (whose shareholders include CMST Development Co Ltd and Mercuria Energy Group) today announce a pilot programme for the launch of the LMEshield...
View ArticleSecurities Commission Malaysia Releases Guidelines To Enhance Cyber...
Securities Commission Malaysia (SC) today issued new guidelines to enhance cyber resilience of the capital market by requiring capital market entities to establish and implement effective governance...
View ArticleSource: One Quarter Of Institutional Investors To Capture Emerging Market...
A quarter (26%) of institutional investors1 say they will capture the rebound in emerging markets through index tracking/passive investments, according to new research commissioned by Source, one of...
View ArticlePeter Bennett - Memories Pre And Post Big Bang.
This October saw the 30th Anniversary of Big Bang. Press coverage has concluded the event has secured London as a leading trading hub and provider of financial services. Successful application of...
View ArticleCyprus Stock Exchange Monthly Bulletin - September 2016
Click here to download Cyprus Stock Exchange's monthly bulletin for September 2016.
View ArticleOslo Børs: Millennium Exchange Release 9.1 Oslo Børs –...
Oslo Børs’ Millennium 9.1 CDS environment will be upgraded to a new version as of Wednesday 2 November, affecting both technical documentation and reference data files. Wednesday 2 November is to be...
View ArticleLondon Stock Exchange Welcomes ConvaTec Group – Largest UK IPO Of 2016
London Stock Exchange today welcomes ConvaTec Group Plc, the UK headquartered, global medical products and technologies company to open trading following its successful IPO which capitalised the...
View ArticleOslo Børs: Millennium Exchange Release 9.1 Oslo Børs –...
Oslo Børs’ Millennium 9.1 CDS environment will be upgraded to a new version as of Wednesday 2 November, affecting both technical documentation and reference data files. Wednesday 2 November is to be...
View ArticleHKEX: Report On Initial Public Offering Applications, Delisting And...
Main Boardread more...
View ArticleNew On MOEX Equity & Bond Market
From 31 October 2016, аny Russian federal government bond (OFZ) being offered at the auction on the primary market will be available for trading in all other trading regimes at the same time.read more...
View ArticleBalancing, Regression, Difference-In-Differences and Synthetic Control...
In a seminal paper Abadie et al (2010) develop the synthetic control procedure for estimating the effect of a treatment, in the presence of a single treated unit and a number of control units, with...
View ArticleCurrency Manipulation -- by Tarek A. Hassan, Thomas M. Mertens, Tony Zhang
We propose a novel, risk-based transmission mechanism for the effects of currency manipulation: policies that systematically induce a country's currency to appreciate in bad times, lower its risk...
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