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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 ArticleGeopolitical Risk & Headline Risk: Understanding the Differences -...
Geopolitical Risk & Headline Risk: Understanding the Differences https://t.co/eleKs9Zfb5 via @Crunchify â BCMstrategy, Inc. (@BCMstrategy) January 30, 2020
View ArticleListening to the financial heartbeat with agent-based models
"Scholars have always been curious to know what drives the traders' decisions", and agent-based models might be the way to mimic them https://t.co/jKEQRvtAyq ââ¦
View ArticleMoneyScience: Quant Jobs
Quant Jobs in the US - https://t.co/BYq67B1vmy #quantfinance #quantjobs #recruitment â moneyscience (@moneyscience) January 30, 2020
View ArticleSixteen Leading Quants Imagine the Next Decade in Global Finance
"If the worldâs top quants are right, get ready for another decade of disruption across investing strategies, business models and the very structure ofâ¦
View ArticleWhy Do Top Hedge Funds Outperform?
Every hedge fund manager and every trader wants to know what strategies are employed in a fund ran by his competition. The curiosity is even stronger if we want to see how strategies are mixed in the...
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An Ode to Luck: Revisiting my Tesla Valuation
When investing, I am often my own biggest adversary, handicapped by the preconceptions and priors that I bring into analysis and decision making, and no company epitomizes the dangers of bias more than...
View ArticleIntroducing CAIA Alternative Viewpoints
Dear Reader, Welcome to CAIA Alternative Viewpoints. For those who have been following CAIA Associationâs website, or any of our industry commentary on social media, the title âViewpointsâ should...
View ArticleCAIA Viewpoint: A Conversation with the Institute of Business Ethics
By Keith Black, PhD, CFA, CAIA, FDP | Managing Director, Content Strategy at CAIA Association Recently, CAIA Association sat down for a conversation with Guen Donde, the Head of Research for the...
View ArticleAgencies Propose Changes to Modify “Covered Funds” Restrictions...
Five federal financial regulatory agencies on Thursday invited public comment on a proposal to modify regulations implementing the Volcker ruleâs general prohibition on banking entities investing in...
View ArticleSEC Proposes Amendments to Modernize and Enhance Financial Disclosures
The Securities and Exchange Commission today announced that it has voted to propose amendments to modernize, simplify, and enhance certain financial disclosure requirements in Regulation S-K. The...
View ArticleMyths and Realities: Modernizing the Proxy Rules
Speech by Commissioner Elad L. Roisman Myths and Realities: Modernizing the Proxy Rules
View ArticleRisk Management with Tail Quasi-Linear Means. (arXiv:1902.06941v3 [q-fin.RM]...
We generalize Quasi-Linear Means by restricting to the tail of the risk distribution and show that this can be a useful quantity in risk management since it comprises in its general form the Value at...
View ArticleKelly Betting with Quantum Payoff: a continuous variable approach....
The main purpose of this study is to introduce a semi-classical model describing betting scenarios in which, at variance with conventional approaches, the payoff of the gambler is encoded into the...
View ArticleRobust Optimal Investment and Reinsurance Problems with Learning....
In this paper we consider an optimal investment and reinsurance problem with partially unknown model parameters which are allowed to be learned. The model includes multiple business lines and...
View ArticleThe Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula...
There are several researches that deal with the behavior of SEs and their relationships with different economical factors. These range from papers dealing with this subject through econometrical...
View ArticleHow Safe are European Safe Bonds? An Analysis from the Perspective of Modern...
Several proposals for the reform of the euro area advocate the creation of a market in synthetic securities backed by portfolios of sovereign bonds. Most debated are the so-called European Safe Bonds...
View ArticleDeep combinatorial optimisation for optimal stopping time problems and...
A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. Numerical tests are done on...
View ArticleNonparametric sign prediction of high-dimensional correlation matrix...
We introduce a method to predict which correlation matrix coefficients are likely to change their signs in the future in the high-dimensional regime, i.e. when the number of features is larger than the...
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