Shadow of doubt cast over China’s sovereign digital currency plan
Some have called for caution with regards to Chinaâs digital currency, with the urgency to rush now lessened as Libra, which is perceived by Beijing as a majorâ¦
View ArticleCorrigendum for Brokers and Order Flow Leakage: Evidence from Fire Sales
The Journal of Finance, Volume 75, Issue 1, Page E1-E1, February 2020.
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The Journal of Finance, Volume 75, Issue 1, Page 583-584, February 2020.
View ArticleISSUE INFORMATION FM
The Journal of Finance, Volume 75, Issue 1, Page 1-3, February 2020.
View ArticleAMERICAN FINANCE ASSOCIATION
The Journal of Finance, Volume 75, Issue 1, Page 582-582, February 2020.
View ArticleIcahn, HP and Xerox: The Story Remains the Same
A long-running drama continues over Xeroxâ desire to buy HP. Xerox upped the ante early in the new year, announcing that it has secured binding financing commitments in the amount of $24 million. The...
View ArticleStrategic Formation and Reliability of Supply Chain Networks....
Supply chains are the backbone of the global economy. Disruptions to them can be costly. Centrally managed supply chains invest in ensuring their resilience. Decentralized supply chains, however, must...
View ArticleContinuous-Time Portfolio Choice Under Monotone Mean-Variance...
We consider an incomplete market with a nontradable stochastic factor and a continuous time investment problem with an optimality criterion based on monotone mean-variance preferences. We formulate it...
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Signalling sincerity in stakeholder capitalism
Milton Friedman versus Klaus Schwab – it was a battle between two world views. In 1970, Friedman wrote his seminal essay on the role of the firm effectively arguing that the âbusiness of business is...
View ArticleEditorial Board
Publication date: January 2020Source: Journal of Empirical Finance, Volume 55Author(s):
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The Arithmetic-Geometric Mean Inequality
Shortcuts around calculusContinue reading on Cantorâs Paradise »
View ArticleOvernight Indexed Swap-Implied Interest Rate Expectations
Publication date: Available online 14 January 2020Source: Finance Research LettersAuthor(s): Simon P. LloydAbstractOvernight indexed swap (OIS) rates are regularly used to measure interest rate...
View ArticleMoneyScience: MoneyScience's post: Call for Papers - 13th International Risk...
Call for Papers - 13th International Risk Management Conference - June 2020 https://t.co/TwVZdFnJ4o pic.twitter.com/2DHfbv3u9A â moneyscience (@moneyscience)â¦
View ArticleA Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data....
We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and...
View ArticlePath-dependent volatility models. (arXiv:2001.05248v1 [q-fin.PR])
We provide a thorough analysis of the path-dependent volatility model introduced by Guyon, proving existence and uniqueness of a strong solution, characterising its behaviour at boundary points, and...
View ArticleRational Kernel on Pricing Models of Inflation Derivatives....
The aim of this thesis is to analyze and renovate few main-stream models on inflation derivatives. In the first chapter of the thesis, concepts of financial instruments and fundamental terms are...
View Articlehttps://t.co/h1FSjJA59k
Research: The Logic of Strategic Assets: From Oil to Artificial Intelligence. (arXiv:2001.03246v1 [https://t.co/h1FSjJA59k]) https://t.co/wfayG5OqYv ââ¦
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