Musings on Markets: Race to the top: The Duel between Alphabet and Apple!
via @AswathDamodaran Race to the top: The Duel between Alphabet and Apple! https://t.co/ckef6KkE8y â moneyscience (@moneyscience) February 15, 2016
View ArticleSci-Hub: Russian neuroscientist running 'Pirate Bay for scientists' with 48...
Russian neuroscientist running a 'pirate bay' for academic research. https://t.co/Rx4SoKJVPt â moneyscience (@moneyscience) February 16, 2016
View ArticleWhy Wall Street Is Embracing the BlockchainâIts Biggest Threat
Why Wall Street Is Embracing the BlockchainâIts Biggest Threat https://t.co/lIrWtQbDOj â moneyscience (@moneyscience) February 16, 2016
View ArticleMGEX Reports Top Open Interest, Pair Of Daily Volume Records
MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), reports three separate daily records from Friday, including its highest open interest total of all-time, ending the...
View ArticleUBS MTF Trading Notice N1 2016 Rules Of Engagement Update - Tag 1
UBS MTF would like to announce an update to its current FIX Rules of Engagement.read more...
View ArticleSEC: Tech Company Bribed Chinese Officials
The Securities and Exchange Commission today announced that a Massachusetts-based technology company and its Chinese subsidiaries agreed to pay more than $28 million to settle parallel civil and...
View ArticleESMA Updates EMIR Q&A
The European Securities and Markets Authority (ESMA) has today issued an update of its Question and Answers (Q&As) regarding the implementation of the European Market Infrastructure Regulation...
View ArticleNew York Attorney General Eric T. Schneiderman Announces Conviction And...
Attorney General Eric T. Schneiderman today announced the conviction and sentencing of Frederick E. Monroe, Jr., 59, of Queensbury, New York, for stealing over $5 million from investors by fraudulently...
View ArticleSEC Cyber Security Disclosure
In 2010, the U.S. Securities and Exchange Commission (SEC) issued rules requiring the disclosure of directorsâ qualifications and the role played by the board in risk oversight.1 A new bipartisan...
View ArticleTreasury International Capital Data For December
The U.S. Department of the Treasury today released Treasury International Capital (TIC) data for December 2015. The next release, which will report on data for January 2016, is scheduled for March 15,...
View ArticleCanadian Securities Regulators Seek Comment On Proposed Amendments To...
Securities regulators in Alberta, New Brunswick, Newfoundland and Labrador, Northwest Territories, Nova Scotia, Nunavut, Prince Edward Island, Saskatchewan and Yukon (the participating jurisdictions)...
View ArticleDynamic portfolio selection without risk-free assets. (arXiv:1602.04975v1...
We consider the mean--variance portfolio optimization problem under the game theoretic framework and without risk-free assets. The problem is solved semi-explicitly by applying the extended...
View ArticleDeviations in expected price impact for small transaction volumes under fee...
We report on the occurrence of an anomaly in the price impacts of small transaction volumes following a change in the billing model of an electronic market. We first review evidence for the existence...
View ArticleA pathwise approach to continuous-time trading. (arXiv:1602.04946v1 [q-fin.MF])
This paper develops a mathematical framework for the analysis of continuous-time trading strategies which, in contrast to the classical setting of continuous-time mathematical finance, does not rely on...
View ArticleMultifactor Risk Models and Heterotic CAPM. (arXiv:1602.04902v1 [q-fin.PM])
We give a complete algorithm and source code for constructing general multifactor risk models (for equities) via any combination of style factors, principal components (betas) and/or industry factors....
View ArticleOption Pricing in Markets with Unknown Stochastic Dynamics....
We consider arbitrage free valuation of European options in Black-Scholes and Merton markets, where the general structure of the market is known, however the specific parameters are not known. In order...
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Leader Developmental Readiness
This volume takes an in-depth look at leader development readiness and practice, especially in early life stages where it is especially formative and has the potential magnitude of long-term impact....
View ArticleDemand-Driven Inventory Optimization and Replenishment: Creating a More...
Demand-Driven Inventory Optimization and Replenishmentshows how companies can support supply chain metrics and business initiatives by removing the weak points built into their inventory systems....
View ArticleHey, Whipple, Squeeze This: The Classic Guide to Creating Great Ads, 5th Edition
Hey Whipple, Squeeze This has helped generations of young creatives make their mark in the field. From starting out and getting work, to building successful campaigns, you gain a real-world perspective...
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Hedge Fund Investing: A Practical Approach to Understanding Investor...
A comprehensive guide to alternative investments and a valuable study companion for the CFA, CAIA, FRM and other professional examinations that include hedge fund investingThe 2nd Edition offers new...
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