The Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 3 November 2016 amounted to SAR 16.17 billion, increasing by 0.28% over the previous week; while total stock market capitalization reached SAR...
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Is Donald Trump The United Statesâ Pericles?
"Our city-state does not copy the laws of our neighbors, we are not followers, but rather the pattern to follow. We call our state a democracy, because it serves all the people, and not just the few....
View ArticleA fair monetization model to reconcile authors and consumers of intellectual...
In this small article one compromise monetization strategy is proposed, which hopefully may lead to a more satisfactory coexistence of IP manufacturers and consumers. The motto is "fair exchange": you...
View ArticleInternational Portfolio Optimisation with Integrated Currency Overlay Costs...
Portfolio optimisation typically aims to provide an optimal allocation that minimises risk, at a given return target, by diversifying over different investments. However, the potential scope of such...
View ArticleLiquidity induced asset bubbles via flows of ELMMs. (arXiv:1611.01440v1...
We consider a constructive model for asset price bubbles, where the market price $W$ is endogenously determined by the trading activity on the market and the fundamental price $W^F$ is exogenously...
View ArticleRevealing the Anatomy of Vote Trading. (arXiv:1611.01381v1 [physics.soc-ph])
Cooperation in the form of vote trading, also known as logrolling, is central for law-making processes, shaping the development of democratic societies. Empirical evidence of logrolling is scarce and...
View ArticleSparse grid high-order ADI scheme for option pricing in stochastic volatility...
We present a sparse grid high-order alternating direction implicit (ADI) scheme for option pricing in stochastic volatility models. The scheme is second-order in time and fourth-order in space....
View ArticleAn Axiomatization of Naive Diversification. (arXiv:1611.01285v1 [q-fin.EC])
A widely applied diversification paradigm is the naive diversification choice heuristic. It stipulates that an economic agent allocates equal decision weights to given choice alternatives independent...
View ArticleOptimal portfolio selection under vanishing fixed transaction costs....
In this paper, asymptotic results in a long-term growth rate portfolio optimization model under both fixed and proportional transaction costs are obtained. More precisely, the convergence of the model...
View ArticleSummary Of October 2016 Activities At Tokyo Commodity Exchange - October...
The Tokyo Commodity Exchange announced today that average daily volume for October 2016 was 84,561 contracts, down 1.1% month-over-month. Volume rose for some products, such as Gold Rolling Spot, which...
View ArticleNifty 50 Futures aAnd EUR/USD & USD/JPY FX Futures Debut On TAIFEX -...
The Taiwan Futures Exchange (TAIFEX) today launched three new derivative contracts – a Taiwan Dollar (TWD)-denominated Nifty 50 Futures contract, and two FX futures contracts: EUR/USD FX Futures and...
View ArticleSGX Academy And IBF Launch Certified Securities Professionals Programme
In a move to provide securities professionals more training opportunities to acquire technical and soft skills, the Institute of Banking and Finance Singapore (IBF) and Singapore Exchange (SGX) today...
View ArticleCommcise Named âBest Buy-Side Product For 2016â At Buy-Side...
Commcise, the provider of award-winning Integrated Commission Management Solutions for investment management firms, has been named as ‘Best buy-side newcomer’ and overall ‘Best buy-side product for...
View ArticleTata Communications Deploys Interconnection POP In NJFX's Colocation Campus -...
New Jersey Fiber Exchange (NJFX), the first Tier 3 carrier-neutral subsea colocation campus linking the United States, Europe, South America and the Caribbean, announces that Tata Communications, a...
View ArticleThe Dangers of Preprint Servers
Now that I have moved (at least partially!) into academic administration, my colleagues ask for advice on publishing strategy. Â A situation has occurred with one of my colleagues that has made me...
View ArticleExegy Bulks Up Enterprise Sales With Santivenere
Exegy Inc., a leading provider of managed services and technology for low-latency market data, announced today the addition of Steve Santivenere to its team of senior account managers. Mr. Santivenere...
View ArticleIOSCO consults on Other CRA Products and their use by market participants
IOSCO/MR/27/2016read more...
View ArticleFirst ACER Report On The Implementation Of The Balancing Network Code...
The Agency publishes today its first Report on the implementation of the Balancing Network Code (‘Code’). The Report describes the status of the implementation and application of the Code across the EU...
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