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Mean field and n-agent games for optimal investment under relative...

We analyze a family of portfolio management problems under relative performance criteria, for fund managers having CARA or CRRA utilities and trading in a common time horizon in log-normal markets. We...

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An Agent-based Model of Contagion in Financial Networks. (arXiv:1703.07513v1...

This work develops an agent-based model for the study of how the leverage through the use of repurchase agreements can function as a mechanism for the propagation and amplification of financial shocks...

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Dalian Commodity Exchange: Innovation In Delivery System Improves Functions...

Now, it is only less than 2 months to go from the delivery of the corn futures C1705 Contract with the open interest close to the highest level in the past and the open interest on one side amounting...

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Qatar Stock Exchange Holds Educational Day At Qatar University

Qatar Stock Exchange (QSE), in cooperation with Qatar University, held an educational day at the College of Business and Economics. The event, which included a simulation trading model, is committed to...

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March 23, 2017 - SS&C Announces Revolutionary Client Communications...

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What's the Best Incentive Compensation Strategy for Salespeople?

Harvard Business School Professors Doug Chung and Das Narayandas have conducted an interesting new study about compensation schemes for salespeople.  They conducted a field experiment with a Swedish...

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Opening Bell Ceremony With Elron To Celebrate 55 Anniversary At TASE

Elron was incorporate in 1962 by Uzia Galil, along with Discount Bank Investment Corporation and the New York-based Rockefeller Venture Fund.  ​ Initially, Elron manufactured electronic devices based...

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HKEX: Adjustment Of Henderson Land Structured Products, Futures And Options

Hong Kong Exchanges and Clearing Limited (HKEX) has announced the arrangements for the adjustment to Henderson Land Development Company Ltd (Henderson Land) structured products, futures and options to...

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Brexit And The Pound - Speech By Ben Broadbent, Bank Of England, Deputy...

The vote to leave the EU led to a big drop in sterling’s exchange rate. One consequence is a rise in import prices and a squeeze on households’ real income. We may already be seeing the impact of that...

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Rosenthal Collins Group Promotes Robert Turner, Patrick Carey To New...

Rosenthal Collins Group LLC (RCG®), a leading independent futures clearing firm, today announced the promotion of Robert Turner to Executive Vice President and Chief Operating Officer. Turner succeeds...

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ESMA: CRA Guidelines On The Validation And Review Of Methodologies Now...

The European Securities and Markets Authority (ESMA) has published the official translations of its final guidelines on the validation and review of Credit Rating Agencies (CRAs) methodologies.read...

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Lupo Holdings Deploys Rival Risk For Vast Improvement In Risk Management...

Rival Systems (Rival), an award-winning provider of trading and risk management software, today announced that Lupo Holdings has selected the Rival Risk platform to manage its futures, equities and...

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Welcoming Remarks By Federal Reserve Chair Yellen - At "Strong...

At "Strong Foundations: The Economic Futures of Kids and Communities," the 10th Biennial Federal Reserve System Community Development Research Conference, Washington, D.C.read more...

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ESMA Publishes Two Sets Of Guidelines Under CSDR

The European Securities and Markets Authority (ESMA) has issued final reports on two sets of guidelines regarding the implementation of the Central Securities Depositary Regulation (CSDR).  The CSDR...

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eVestment Private Markets Study: Private Markets Investors Want More Data,...

In the latest eVestment survey of private markets limited partners and consultants, 40% of respondents agreed “it is easy to compare one fund manager’s performance numbers with another on a fair and...

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The Deal Economy UK Conference Reveals Upbeat Forecast For Mergers And...

Brexit means Brexit, but it may also be bullish. That was the key takeaway from participants, speakers and guests at our Deal Economy UK conference, hosted by The Deal, a business unit of TheStreet,...

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Macro policy responses to natural resource windfalls and the crash in...

Policy prescriptions for managing natural resource windfalls are based on the permanent income hypothesis: none of the windfall is invested at home and saving in an intergenerational SWF is dictated by...

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Oil, equities, and the zero lower bound

Since 2008, oil and equity returns have moved together much more than they did previously. In addition, we show that both oil and equity returns have become more responsive to macroeconomic news....

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Business cycles in an oil economy

The recent oil price fall has created concern among policy makers regarding the consequences of terms of trade shocks for resource-rich countries. This concern is not a minor one - the world's...

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Volatility risk premia and future commodities returns

This paper extends the empirical literature on Volatility Risk Premium (VRP) and future returns by analyzing the predictive ability of Commodities Currencies VRP and commodities VRP. The empirical...

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