Portfolio value-at-risk with two-sided Weibull distribution: Evidence from...
Publication date: Available online 31 December 2019Source: Finance Research LettersAuthor(s): Baykar Silahli, Kemal Dincer Dingec, Atilla Cifter, Nezir AydinAbstractThis paper extends the univariate...
View ArticleA Note on the Behavior of Chinese Commodity Markets
Publication date: Available online 31 December 2019Source: Finance Research LettersAuthor(s): John Hua Fan, Neda TodorovaAbstractThis study investigates the presumed behavioral biases of market...
View ArticleCalendar effects in Bitcoin returns and volatility
Publication date: Available online 31 December 2019Source: Finance Research LettersAuthor(s): Harald Kinateder, Vassilios G. PapavassiliouAbstractWe use a GARCH dummy model to study the influence of...
View ArticleQuantpedia Premium in 2019
As we have promised in our previous blog, it's time to take a look at our Premium offering. What's new and what we have accomplished so far? The post Quantpedia Premium in 2019 appeared first on...
View ArticleSHARE BUYBACKS OR COMPOSITE EQUITY ISSUANCE?
By Daniel Fang, CFA, CAIA, Quantitative Research, and Diana Olteanu-Veerman, CFA, Quantitative Strategy, Northern Trust Asset Management Composite Equity Issuance (Cei) Can be a Proxy for Intangible...
View ArticleSubscribe to read | Financial Times
As the efficient markets hypothesis turns 50, it is time to bin it via @FT #Finance https://t.co/9nyURkB4MG â Yves Hilpisch (@dyjh) January 1, 2020
View ArticleHow The 22-Year-Old Founder Of Scale AI Built A Billion-Dollar Business
How The 22-Year-Old Founder Of Scale AI Built A Billion-Dollar Business by @levensti via @forbes https://t.co/Y5Q6D8CskZ #ArtificialIntelligence #AI #businessâ¦
View ArticleRising star in quant finance: Blanka Horvath, Aitor Muguruza and Mehdi Tomas...
Rising stars in quant finance: Blanka Horvath, Aitor Muguruza and Mehdi Tomas - https://t.co/UhWdMUK83a #quantfinance #AI â moneyscience (@moneyscience)â¦
View ArticleThe Non-Contradiction of Proprietary Finance and Community Open Source...
The Non-Contradiction of Proprietary Finance and Community Open Source Programming - https://t.co/phlQ6JkMQ8 #quantfinance â moneyscience (@moneyscience)â¦
View ArticleRisk.net - Financial Risk Management News Analysis
In case you missed it last year, https://t.co/zB3zG5eiVl has named Andrei Lyashenko and Fabio Mercurio as Quants of the Year. https://t.co/3RQfp0ylcwâ¦
View ArticleSEC Charges Six Individuals in International Microcap Fraud Schemes
The Securities and Exchange Commission today charged six individuals and their companies with participating in schemes that allegedly generated more than $35 million of illegal sales of stock in at...
View ArticleThe Impact of LIBOR Linked Borrowing to Cover Venture Bank Investment Loans...
A scenario in which regulators take the drastic step of requiring coverage of all venture bank investment loans using interbank borrowed funds is considered. In this scenario, a minimal amount of...
View ArticleThe perverse incentive for insurance instruments that are derivatives:...
When an insurance note is also a derivative a serious problem arises because a derivative must be fulfilled immediately. This feature of derivatives prevents claims processing procedures that screen...
View ArticleEquity Default Clawback Swaps to Implement Venture Banking....
I propose creation of a venture bank, able to multiply the capital of a venture capital firm by at least 47 times, without requiring access to the Federal Reserve or other central bank apart from...
View ArticleCall for Papers: Special Issue on ‘Islamic Finance’
This special issue solicits original research papers focused on Islamic Finance. We will consider manuscripts that address the broad set of issues dealing with Islamic Finance; theoretical or empirical.
View ArticleLongfin CEO Settles Fraud Action
The Securities and Exchange Commission today announced that Longfin Corp. CEO Venkata S. Meenavalli has agreed to pay $400,000 in disgorgement and penalties to resolve the SECâs fraud action against...
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“Is God A Mathematician?” by Mario Livio
Book ReviewContinue reading on Cantorâs Paradise »
View ArticleMy Favorite New Features in Python 3.8
My Favorite New Features in Python 3.8 https://t.co/DOUxuGDnDX â Towards Data Science (@TDataScience) December 30, 2019
View ArticleBIS and innovation
BIS and innovation - Take a look at some of our top 2019 publications for fintech, digital currencies and central bank innovation #BestOf2019 #Fintech #CBDCâ¦
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