An incomplete equilibrium with a stochastic annuity
Abstract We prove the global existence of an incomplete, continuous-time finite-agent Radner equilibrium in which exponential agents optimise their expected utility over both running consumption and...
View ArticleMoneyScience: The Tokenisation of Assets and Potential Implications for...
The Tokenisation of Assets and Potential Implications for Financial Markets - OECD Report - https://t.co/9Hatn3777x — Financial Technology (@fin_tech) January…
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Becoming a #quant - resources for the uninitiated https://t.co/nsduEE6ldg #quantfinance — moneyscience (@moneyscience) January 24, 2020
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UK active fund managers suffer bloodbath in 2019 #finance #investment #fundmanagement https://t.co/Cwj6ZanxZb via @financialtimes — Yves Hilpisch (@dyjh)…
View ArticleMoneyScience: MoneyScience's post: Call for Papers - 27th Forecasting...
Call for Papers - 27th Forecasting Financial Markets Conference https://t.co/t6LSbbYUD5 pic.twitter.com/NqhNGemO80 — moneyscience (@moneyscience) January 29,…
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Quantitative Finance Conferences & Events 2020 - https://t.co/tbq4YqjYew #quantfinance — moneyscience (@moneyscience) January 29, 2020
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A Curious Observation about Analytic and Harmonic Functions
Their zeroes have opposite propertiesContinue reading on Cantor’s Paradise »
View ArticleLazy Prices
ABSTRACT Using the complete history of regular quarterly and annual filings by U.S. corporations, we show that changes to the language and construction of financial reports have strong implications...
View ArticleCross Currency Valuation and Hedging in the Multiple Curve Framework....
We generalize the results of Bielecki and Rutkowski (2015) on funding and collateralization to a multi-currency framework and link their results with those of Piterbarg (2012), Moreni and Pallavicini...
View ArticleWho presents and where? An analysis of research seminars in US economics...
Using a large dataset of research seminars held at US economics departments in 2018, I explore the factors that determine who is invited to present at a research seminar and whether the invitation is...
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Fuelling procompetitive growth with foreign credit
The debate about the desirability of international financial flows is at the centre of the discussion of researchers and policy makers. This article focuses on one key aspect of capital controls:...
View ArticleThe state of privacy-preserving machine learning
The Data Exchange Podcast: Morten Dahl on TF Encrypted, federated learning, coopetitive learning, and other privacy tools for ML.Subscribe: iTunes, Android, Spotify, Stitcher, Google, and RSS.[full...
View ArticleSEC Brings Charges Against Fraud Targeting Amish and Mennonite Investors
On Wednesday, Jan. 29, the Securities and Exchange Commission charged a Pennsylvania man with defrauding Amish and Mennonite community members by making false claims about the use of their funds and...
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