Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of...
Since exchange economy considerably varies in the market assets, asset prices have become an attractive research area for investigating and modeling ambiguous and uncertain information in today...
View ArticleRanking Causal Influence of Financial Markets via Directed Information...
A non-parametric method for ranking stock indices according to their mutual causal influences is presented. Under the assumption that indices reflect the underlying economy of a country, such a ranking...
View ArticleTesting the Number of Regimes in Markov Regime Switching Models....
Markov regime switching models have been used in numerous empirical studies in economics and finance. However, the asymptotic distribution of the likelihood ratio test statistic for testing the number...
View ArticleOn Utility Maximisation Under Model Uncertainty in Discrete-Time Markets....
We study the problem of maximising terminal utility for an agent facing model uncertainty, in a frictionless discrete-time market consisting of one safe asset and finitely many risky assets. We show...
View ArticleAt What Frequency Should the Kelly Bettor Bet?. (arXiv:1801.06737v1 [math.OC])
We study the problem of optimizing the betting frequency in a dynamic game setting using Kelly's celebrated expected logarithmic growth criterion as the performance metric. The game is defined by a...
View ArticleA Second Order Cumulant Spectrum Based Test for Strict Stationarity....
This article develops a statistical test for the null hypothesis of strict stationarity of a discrete time stochastic process. When the null hypothesis is true, the second order cumulant spectrum is...
View ArticleCapital Structure in U.S., a Quantile Regression Approach with Macroeconomic...
The major perspective of this paper is to provide more evidence into the empirical determinants of capital structure adjustment in different macroeconomics states by focusing and discussing the...
View ArticleModelo de maturidade em gerenciamento de riscos em projetos (Project Risk...
The globalization feeded by the technology explosion that begans in the end of the last century, started the world to change faster every day. The only today's certain is the tomorrow's uncertain. Risk...
View ArticleUSDA Forecasts: A meta-analysis study. (arXiv:1801.06575v1 [econ.EM])
The primary goal of this study is doing a meta-analysis research on two groups of published studies. First, the ones that focus on the evaluation of the United States Department of Agriculture (USDA)...
View ArticleCommodity Merchant Louis Dreyfus Trials Blockchain for Soybean Trade
Louis Dreyfus, a major commodities trading company, has announced that it has piloted a blockchain-based transaction system developed by a group of financial institutions including ING.
View ArticleCoinbase Taps Twitter Vet to Bolster Customer Support Team
Coinbase has added Twitter's former vice president of operations and user services to its team in an effort to improve its customer service.
View ArticleSEC 'Looking Closely' at Public Company Blockchain Pivots, Says Chairman
The SEC is investigating companies that have made recent waves in markets with their public pivots toward blockchain.
View ArticleBitcoin Slides More Than 10 Percent to Near $10,000 Level
The price of bitcoin is down more than 10% today, according to CoinDesk's Bitcoin Price Index (BPI).
View ArticleUS Senators Blast Venezuela's Oil-Backed Cryptocurrency Plan
U.S. Senators Marco Rubio (R.-Fl) and Robert Menendez (D.-NJ) have denounced Venezuela's planned cryptocurrency in a new letter.
View ArticleUnited Nations Conference On Trade And Development - Global Foreign Direct...
Global flows of foreign direct investment (FDI) fell by 16% in 2017 to an estimated US$1.52 trillion, from a revised US$1.81 trillion in 2016, according to the latest UNCTAD Global Investment Trends...
View ArticleFTSE Russell: Advisor Use Of Smart Beta Growing, But With Geographic...
68-79% of US-, UK- and Canada-based financial advisors “aware,” yet only 35% on average are “very familiar” with smart beta investment strategiesread more...
View ArticleFINRA Launches Small Firm Helpline To Provide Enhanced Support - New FINRA360...
The Financial Industry Regulatory Authority (FINRA) today launched a Small Firm Helpline, the latest in a series of actions to enhance support for small firms that have been taken as part of the...
View ArticleOntario Securities Commission Announces New Securities Proceedings Advisory...
The Ontario Securities Commission (OSC) is pleased to announce the updated membership of the Securities Proceedings Advisory Committee (SPAC).read more...
View ArticleDTCC Outlines Vision For Modernizing U.S. Equity Market Structure - Looking...
The Depository Trust & Clearing Corporation (DTCC), the premier post-trade market infrastructure for the global financial services industry, today announced its vision for the evolution of the U.S....
View ArticleNew York State Department Of Financial Services Superintendent Vullo Issues...
Financial Services Superintendent Maria T. Vullo today reminded all regulated entities and licensed persons covered by the Department of Financial Services’s (DFS) landmark cybersecurity regulation...
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