Supermartingale deflators in the absence of a num'eraire. (arXiv:2001.05906v1...
In this paper we study arbitrage theory of financial markets in the absence of a num'eraire both in discrete and continuous time. In our main results, we provide a generalization of the classical...
View ArticleQuadratic Hedging and Optimization of Option Exercise Policies in Incomplete...
This paper extends quadratic hedging from European to Bermudan options in discrete time when markets are incomplete and investigates its use for supporting exercise policy optimization. The key idea is...
View ArticleOwnership Structure Variation and Firm Efficiency. (arXiv:2001.05575v1...
Firms with different ownership structures could be argued to have different levels of efficiency.Highly concentrated firms are expected to be more efficient as this type of ownership structure may...
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Public investment in defence research can increase business innovation
Government funding for innovation related to military uses represents a key channel through which governments all over the world shape innovation. In the US, for example, annual government...
View ArticleMoneyScience: John Kiff's post: Kiffmeister's Fintech Daily Digest 01/16/2020
Kiffmeister's Fintech Daily Digest 01/16/2020 https://t.co/hwWgd41AHX â moneyscience (@moneyscience) January 17, 2020
View ArticleQuants Show They’re Still Human With 3,168 Versions of Value
âThere is no consensus around what value actually is... Taking Fama and Frenchâs work as a point of departure, researchers face many (active) decisions whenâ¦
View ArticleMoneyScience: Barbara C. Matthews's post: How To Trade The News 101
How To Trade The News 101 https://t.co/j9Vu03z2r4 â moneyscience (@moneyscience) January 14, 2020
View ArticleSEC Charges Convicted Criminal Who Conducted Fraudulent ICO Using a Fake...
The Securities and Exchange Commission today charged convicted criminal Boaz Manor, his business associate, and two businesses, CG Blockchain Inc. and BCT Inc. SEZC, with raising over $30 million from...
View ArticleSEC to Report on State of Small Business Capital Formation in the U.S.
The U.S. Securities and Exchange Commission's Office of the Advocate for Small Business Capital Formation will report on its findings regarding the state of capital formation for small businesses and...
View ArticleSubscribe to read | Financial Times
âQuant winterâ raises tricky questions for a hot industry #Quant #Finance #Trading #AlgoTrading https://t.co/AIbDtPPmwL via @financialtimes â Yves Hilpischâ¦
View ArticleIFTTT / Incompatible Browser
Itâs just bizarre that amazingly clever disciplined diligent people constantly have so much #luck @MagnusCarlsen #chess #fantasyfootball â Charles Crawfordâ¦
View ArticleWilliam T. Ziemba's Contributions to Portfolio Theory and Practice
Half a century flies by when Bill applies himself to Markowitz's gift that keeps on givingâ¦
View ArticleComputation Graphs for AAD and Machine Learning Part II: Adjoint...
Second in a series of three articles with code, exploring the notion of computation graph, with words, mathematics and code, and application in Machine Learning and finance to compute a vast number of...
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