Fractal Optimization of Market Neutral Portfolio. (arXiv:1612.03698v1...
A fractal approach to the long-short portfolio optimization is proposed. The algorithmic system based on the composition of market-neutral spreads into a single entity has been considered. The core of...
View ArticleSensation Seeking, Sports Cars, and Hedge Funds by Yan Lu, Sugata Ray, Melvyn...
Sensation Seeking, Sports Cars, and Hedge Funds - https://t.co/TvHJehnluM â moneyscience (@moneyscience) December 13, 2016
View ArticleThe hierarchical generalized linear model and the bootstrap estimator of the...
This paper presents the hierarchical generalized linear model (HGLM) for loss reserving in a non-life insurance company. Because in this case the error of prediction is expressed by a complex...
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Plumbers and Visionaries by Peter Norman Selected as the Yearâs Most...
Plumbers and Visionaries by Peter Norman Selected as the Year’s Most Popular Financial Books in China Read More...
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Active Investing: Rest in Peace or Resurgent Force?
I was a doctoral student at UCLA, in 1983 and 1984, when I was assigned to be research assistant to Professor Eugene Fama, who wisely abandoned the University of Chicago during the cold winters for...
View ArticleFive Skills that Innovators Need
Lisa Kay Solomon and Emily Shepard shared some thoughts about innovation with a Stanford Business School class. They focused on five skills that one must master to innovate successfully. Here's their...
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Redacted Version of the December 2016 FOMC Statement
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View ArticleOptimal Kernel Estimation of Spot Volatility of Stochastic Differential...
Kernel Estimation is one of the most widely used estimation methods in non-parametric Statistics, having a wide-range of applications, including spot volatility estimation of stochastic processes. The...
View ArticleDynamic Convex Duality in Constrained Utility Maximization....
In this paper, we study a constrained utility maximization problem following the convex duality approach. After formulating the primal and dual problems, we construct the necessary and sufficient...
View ArticleS&P500 Forecasting and Trading using Convolution Analysis of Major Asset...
By monitoring the time evolution of the most liquid Futures contracts traded globally as acquired using the Bloomberg API from 03 January 2000 until 15 December 2014 we were able to forecast the...
View ArticleGeneral Accounting and Auditing Developments, 2015/16: Audit Risk Alert
This useful resource contains a description of all recent auditing, accounting and regulatory developments, and ensures you have a robust understanding of the business, economic, and regulatory...
View ArticleReporting on Controls at a Service Organization Relevant to Security,...
AICPA Guides are developed and updated to provide guidance and discussions specific to current industry developments and trends. This guide, Reporting on Controls at a Service Organization Relevant to...
View ArticleProperty and Liability Insurance Entities, 2015
This property and liability insurance guide will keep you up-to-date on current GAAP and Statutory accounting and audit guidance, and provides a good grounding on the industry, its products and...
View ArticleLife and Health Insurance Entities, 2015
This resource will keep you up-to-date on current GAAP and statutory accounting and audit guidance as well as provide a good grounding on the industry, its products and regulatory issues, and the...
View ArticleHealth Care Entities, 2015
Considered the industry standard resource, this 2015 update contains practical, "how-to" guidance for accounting and auditing of health care entities.read more...
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The Overachiever's Guide to Getting Unstuck: Replan, Reprioritize, Reaffirm
Do you feel trapped by your own plans, expectations, and priorities?read more...
View ArticleMarketing Management For Non-Marketing Managers: Improving Returns on...
Although marketing-related expenses are a significant portion of most organizations’ budgets, it is often frustrating for those with budget oversight to get a clear picture of the returns on their...
View ArticleStatistics on payment, clearing and settlement systems in the CPMI countries...
Statistics on payment, clearing and settlement systems in the CPMI countries - Figures for 2015, published by the Committee on Payments and Market Infrastructures (CPMI), December 2016.
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Estimating Future Stock Returns, September 2016 Update Redux
Idea Credit: Philosophical Economics Blog || I get implementation credit, which is less…read more...
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