Editorial 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 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¦
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