CFTC Charges Jody Dupont Of South Carolina And His Company, Open Range...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil enforcement action charging DefendantsĀ Jody DupontĀ of Anderson, South Carolina, and his company,Ā Open Range Trading LLC(Open Range),...
View ArticleUS Task Forces Begin Review Of Faster Payments Solution Proposals
Members of the two national task forces convened by the Federal Reserve to make payments faster and more secure have begun to review and discuss 19 specific proposals submitted by interested task force...
View ArticleMGEX To Auction Historic Cash Table
MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), will be making seven Cash Tables available to the public through an online auction. Ā Ā read more...
View ArticleBahamas International Securities Exchange Hurricane Closure Procedures
The Bahamas International Securities Exchange Limited (BISX) wishes to inform the public that due to the threat of Hurricane Matthew and the issuance of a Hurricane Warning for New Providence, BISXās...
View ArticleUS Agencies Post Public Sections Of "Targeted Submissions" For...
The Federal Reserve Board and the Federal Deposit Insurance Corporation (FDIC) on Tuesday posted the public portions of the required "targeted submissions" for the eight systemically important,...
View ArticleAutorité Des Marchés Financiers Announces Members Of Mining...
The AutoritĆ© des marchĆ©s financiers (the āAMFā) has announced the members of its Mining Advisory Committee.read more...
View ArticleExponential utility maximization under model uncertainty for unbounded...
We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of non-dominated...
View ArticleInventory growth cycles with debt-financed investment. (arXiv:1610.00955v1...
We propose a continuous-time stock-flow consistent model for inventory dynamics in an economy with firms, banks, and households. On the supply side, firms decide on production based on adaptive...
View ArticleSharpe portfolio using a cross-efficiency evaluation. (arXiv:1610.00937v1...
The Sharpe ratio is a way to compare the excess returns (over the risk free asset) of portfolios for each unit of volatility that is generated by a portfolio. In this paper we introduce a robust Sharpe...
View ArticleOffice Of The Comptroller Of The Currency Bulletin: Risk Management Guidance...
The Office of the Comptroller of the Currency (OCC) is issuing guidance to national banks, federal savings associations, and federal branches and agencies (collectively, banks) regarding periodic...
View ArticleOffice Of The Comptroller Of The Currency Allows National Banks And Federal...
The Office of the Comptroller of the Currency today issued a proclamation allowing national banks and federal savings associations affected by Hurricane Matthew to close at their discretion.read more...
View ArticleUpdate From Annual NZX Listed Issuer Forum 2016
NZX held its annual Listed Issuer Forum in Auckland yesterday, which attracted more than 110 attendees from 82 listed companies.read more...
View ArticleMixture Diffusion for Asset Pricing. (arXiv:1610.01450v1 [q-fin.MF])
This paper proposes a general form of mixture diffusion process to model asset price dynamics, using a mixture of infinite number of parametric diffusions. We show that the underlying asset price...
View ArticleThe Cross-section of Expected Returns on Penny Stocks: Are Low-hanging Fruits...
In this paper, we study the determinants of expected returns on the listed penny stocks from two perspectives. Traditionally financial economics literature has been devoted to study the macro and micro...
View ArticleInformation inefficiency in a random linear economy model....
We study the effects of introducing information inefficiency in a model for a random linear economy with a representative consumer. This is done by considering statistical, instead of classical,...
View ArticleA Duality Result for Robust Optimization with Expectation Constraints....
This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and...
View ArticleTaylor's Law of temporal fluctuation scaling in stock illiquidity....
Taylor's law of temporal fluctuation scaling, variance $\sim$ $a($mean$)^b$, is ubiquitous in natural and social sciences. We report for the first time convincing evidence of a solid temporal...
View ArticleFederal Reserve Vice Chairman Stanley Fischer, At The 40th Annual Central...
I would like to thank the Federal Reserve Bank of New York for establishing this seminar 40 years ago and for maintaining it since then. This event has always been a useful forum for sharing knowledge...
View ArticleThe Big Man of Jim Beam: Booker Noe And the Number-One Bourbon In the World
The Big Man of Jim BeamĀ delves into the life and times of legendary distiller F. Booker Noe III, grandson of Jim Beam and father of the bourbon boom. A true American original who left his mark on...
View ArticleSocial Selling Mastery: Scaling Up Your Sales and Marketing Machine for the...
Social Selling Mastery provides a key resource for sales and marketing professionals seeking a better way to connect with today's customer. Author Jamie Shanks has personally built Social Selling...
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