March 2017 BIS Quarterly Review: Beyond swings in risk appetite
BIS Press Release - March 2017 issue of the BIS Quarterly Review. Investors have started to discriminate more across asset classes, regions and sectors as they try to make sense of the implications of...
View ArticleDubai Financial Services Authority Strengthens Dubaiâs Financial...
The Dubai Financial Services Authority (DFSA) is enhancing its contribution to Dubai’s position as the region’s leading hub for innovation through the publication of a new FinTech consultation paper...
View ArticleLondon Stock Exchange, Deutsche Bank, Amman Stock Exchange, Al Mawared...
London Stock Exchange and Deutsche Bank in partnership with Al Mawared Brokerage are holding a conference on Depositary Receipts on Monday March 13, 2017 at the Jordan Capital Markets premises, in...
View ArticleThe Ascent of Money - Financial History Lecture by Professor Niall Ferguson
The Ascent of Money - Financial History Lecture by Professor Niall Ferguson https://t.co/LyLMZc0sIe â moneyscience (@moneyscience) March 6, 2017
View ArticleExegy Adds IEX Data To X-Port Service
Exegy Inc., a leading provider of managed services and technology for real-time financial market data, announced today the addition of IEX data to its X-Port market data vending service. The Exegy...
View ArticleAl Mawared Brokerage Amman Stock Exchange Weekly Report February 26 â...
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View ArticleESM Welcomes Report By Transparency International
The European Stability Mechanism welcomes Transparency International’s initiative to assess the transparency and accountability of the institution. The ESM fully engaged with Transparency...
View ArticleThe S&P 500 Turns 60
March 4, 2017 marked the 60th anniversary of the S&P 500®, the most widely followed gauge of the U.S. market and indicator of global economic health. Discover how this pioneering index has been a...
View ArticleWas The First Public Health Campaign Successful? The Tuberculosis Movement...
The U.S. tuberculosis movement pioneered many of the strategies of modern public health campaigns. Dedicated to eradicating a specific disease, it was spearheaded by voluntary associations and...
View ArticleOntario Securities Commission Seeks Applications For Investor Advisory Panel
The Ontario Securities Commission (OSC) is inviting applications for membership on its Investor Advisory Panel (IAP), which provides an investor perspective on the policy- and rule-making processes of...
View ArticleDeutsche Börse: Unscheduled Free Float Adjustment Of GfK SE In...
On Monday, Deutsche Börse announced an unscheduled change to the SDAX index. Due to the acquisition of GfK SE by Acceleratio Capital N.V., the free float of GfK SE changed again by more than 10...
View ArticleCouncil of Institutional Investors: Dual-Class Race To The Bottom Accelerates
Snap Chair of the Board Michael Lynton, in a letter to CII, defended the company’s offering of no-vote shares to public investors in its IPO. Lynton was responding to a letter from CII and 18 investors...
View ArticleWisdom of the institutional crowd. (arXiv:1703.01989v1 [q-fin.ST])
The average portfolio structure of institutional investors is shown to have properties which account for transaction costs in an optimal way. This implies that financial institutions unknowingly...
View ArticleOptimality of Excess-Loss Reinsurance under a Mean-Variance Criterion....
In this paper, we study an insurer's reinsurance-investment problem under a mean-variance criterion. We show that excess-loss is the unique equilibrium reinsurance strategy under a spectrally negative...
View ArticleOptimal investment problem with M-CEV model: closed form solution and...
This paper studies an optimal investment problem under M-CEV with power utility function. Using Laplace transform we obtain explicit expression for optimal strategy in terms of confluent hypergeometric...
View ArticleBlockchains and Distributed Ledgers in Retrospective and Perspective....
We introduce blockchains and distributed ledgers and describe their potential applications to money and banking. The analysis compares public and private ledgers and outlines the suitability of various...
View ArticleCollective Learning in China's Regional Economic Development....
Industrial development is the process by which economies learn how to produce new products and services. But how do economies learn? And who do they learn from? The literature on economic geography and...
View ArticleDisentangling Price, Risk and Model Risk. (arXiv:1703.01329v1 [q-fin.RM])
We propose a method to assess the intrinsic risk carried by a financial position when the agent faces uncertainty about the pricing rule providing its present value. Our construction is inspired by a...
View ArticleQuantifying China's Regional Economic Complexity. (arXiv:1703.01292v1...
China has experienced an outstanding economic expansion during the past decades, however, literature on non-monetary metrics that reveal the status of China's regional economic development are still...
View ArticleSwarm behavior of traders with different subjective predictions in the...
A combination of a priority queueing model and mean field theory shows the emergence of traders' swarm behavior, even when each has a subjective prediction of the market driven by a limit order book....
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