SEC Charges Recidivist Investment Adviser With Defrauding Retirees
The Securities and Exchange Commission today charged Sacramento, California-based investment adviser firm Springer Investment Management, Inc. dba Springer Financial Advisors (SFA) and owner Keith...
View ArticleStyle Transfer with Time Series: Generating Synthetic Financial Data....
Training deep learning models that generalize well to live deployment is a challenging problem in the financial markets. The challenge arises because of high dimensionality, limited observations,...
View ArticleOn closedness of law-invariant convex sets in rearrangement invariant spaces....
This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space $mathcal{X}$. In particular, we show that order closedness,...
View ArticlePay-As-You-Drive Insurance Pricing Model. (arXiv:1912.09273v1 [q-fin.RM])
Every time drivers take to the road, and with each mile that they drive, exposes themselves and others to the risk of an accident. Insurance premiums are only weakly linked to mileage, however, and...
View ArticleInefficiencies in Digital Advertising Markets. (arXiv:1912.09012v1 [econ.GN])
Digital advertising markets are growing and attracting increased scrutiny. This paper explores four market inefficiencies that remain poorly understood: ad effect measurement, frictions between and...
View ArticleHybrid threats as an exogenous economic shock. (arXiv:1912.08916v1 [econ.GN])
The aim of this study is to contribute to the theory of exogenous economic shocks and their equivalents in an attempt to explain business cycle fluctuations, which still do not have a clear...
View ArticleExtended Weak Convergence and Utility Maximization with Proportional...
In this paper we study utility maximization with proportional transaction costs. Assuming extended weak convergence of the underlying processes we prove the convergence of the corresponding utility...
View ArticleClik here to view.
Seven thought-provoking posts on privacy
Informational privacy: a precondition for democratic participation? To survive, democracies need to protect citizens’ data privacy, even against their inclinations to share information online, writes...
View ArticleClik here to view.
Happy Holidays!
LSE Business Review is taking a two-week break and won’t be publishing any new content during the holidays. Thank you for your company in 2019. We look forward to bringing you more relevant research...
View ArticleWhy Did Trend-Following Underperform Last Decade?
Trend-following funds and strategies were once extremely popular after the 2008/2009 crisis. They offered attractive performance, and diversification properties made them a nice addition to investor's...
View ArticleClik here to view.
A Finite Solution to Lorentz Factor at the Speed of Light
IntroductionContinue reading on Cantorâs Paradise »
View ArticleMoneyScience: MoneyScience's post: Cliff Asness Selected as the Recipient of...
Cliff Asness Selected as the Recipient of the 2019 IAQF/Northfield Financial Engineer of the Year Award https://t.co/WX6bNcinGW - @CliffordAsness ââ¦
View Article