Modeling of the Labour Force Redistribution in Investment Projects with...
The mathematical model of the labour force redistribution in investment projects is presented in the article. The redistribution mode of funds, labour force in particular, according to the equal risk...
View ArticleThe bail-out optimal dividend problem under the absolutely continuous...
This paper studies the optimal dividend problem with capital injection under the constraint that the cumulative dividend strategy is absolutely continuous. We consider an open problem of the general...
View ArticleLarge-Scale Portfolio Allocation Under Transaction Costs and Model...
We theoretically and empirically study large-scale portfolio allocation problems when transaction costs are taken into account in the optimization problem. We show that transaction costs act on the one...
View ArticleUniversal L\'evy's Stable Law of Stock Market and its Characterization....
Price fluctuations in financial markets can be characterized by L\'evy's stable distribution, which is supported by the generalized central limit system. When the stable parameters were estimated from...
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Herb Kelleher on Market Share
Entrepreneur Joel Gascoigne tweeted a quote from Southwest Airlines co-founder Herb Kelleher yesterday. The quote describes Kelleher's views on the pursuit of market share vs. profitability. I think...
View Article[0810.4672] Scientists who engage with society perform better academically
"Scientists who engage with society perform better academically" https://t.co/TThCd7nnEV (in 2008) ht @jmcourty http://pic.twitter.com/0oIWBCNyaW â Arthurâ¦
View ArticleCFTC Chairman Giancarlo Appoints Matthew B. Kulkin as Director of the...
U.S. Commodity Futures Trading Commission (CFTC) Chairman J. Christopher Giancarlo today announced the appointment of Matthew B. Kulkin to serve as Director of the CFTCâs Division of Swap Dealer and...
View ArticleRedacted Version of the September 2017 FOMC Statement
July 2017September 2017CommentsInformation received since the Federal Open Market Committee met in June indicates that the labor market has continued to strengthen and that economic activity has been...
View ArticleMarket Dynamics. On A Muse Of Cash Flow And Liquidity Deficit....
The first attempt to obtain market directional information from non--stationary solution of the dynamic equation[1] "future price tend to the value maximizing the number of shares traded per unit time"...
View ArticleDead Alphas as Risk Factors. (arXiv:1709.06641v1 [q-fin.PM])
We give an explicit algorithm and source code for extracting equity risk factors from dead (a.k.a. "flatlined" or "hockey-stick") alphas and using them to improve performance characteristics of good...
View ArticleDo Big Things: The Simple Steps Teams Can Take to Mobilize Hearts and Minds,...
An inspiring, practical and progress-oriented blueprint for energetic achievement.read more...
View ArticleThe Strategic Storyteller: Content Marketing in the Age of the Educated Consumer
The world needs more storytellers.read more...
View ArticleWealth Management Unwrapped, Revised and Expanded: Unwrap What You Need to...
Wealth Management Unwrapped provides you with the tools and tips you need to take back control and more effectively manage your money. Wall Street veteran Charlotte Beyer conducts a tour of the wealth...
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Veerathai Santiprabhob appointed Chair of the BIS Asian Consultative Council
The Board of Directors of the Bank for International Settlements (BIS) has appointed Veerathai Santiprabhob as Chair of the BIS Asian Consultative Council (ACC) from 26 September 2017. Mr Santiprabhob...
View ArticleBIS's Financial Stability Institute hosts conference on supervisory policy...
Press release about FSI hosting a conference on supervisory policy implementation - "a cross-sectoral journey", 21 September 2017.
View ArticleCFTC Charges Nicholas Gelfman and Gelfman Blueprint, Inc. with Fraudulent...
The U.S. Commodity Futures Trading Commission (CFTC) filed a federal civil enforcement action against Nicholas Gelfman, of Brooklyn, New York, and Gelfman Blueprint, Inc., a New York corporation,...
View ArticleSelling the Problem vs. Selling the Solution
Entrepreneur and investor Dave Bailey has written an outstanding column for Medium. Bailey addresses the importance of focusing as an entrepreneur on the problem you are trying to solve. He argues...
View ArticleDensity of the set of probability measures with the martingale representation...
Let $\psi$ be a multi-dimensional random variable. We show that the set of probability measures $\mathbb{Q}$ such that the $\mathbb{Q}$-martingale...
View ArticleHow Facebook drives investor behavior. (arXiv:1709.07300v1 [q-fin.TR])
Recent studies combining social media data with data from capital markets have mainly focused on the relationship between returns and activity on social media. In contrast, we study how behavior of...
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