Positioning for Late Cycle with Defensive Equity
By Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development at CAIA Association Excerpted from the Alternative Investment Analyst Review, Volume 8, Issue 2 The Alternative Investment...
View ArticleMarket Implementation of Multiple-Arrival Multiple-Deadline Differentiated...
An increasing concern in power systems is how to elicit flexibilities in demand, which leads to nontraditional electricity products for accommodating loads of different flexibility levels. We have...
View ArticleInvestigating the influence Brexit had on Financial Markets, in particular...
On 23rd June 2016, 51.9% of British voters voted to leave the European Union, triggering a process and events that have led to the United Kingdom leaving the EU, an event that has become known as...
View ArticleCovariance matrix filtering with bootstrapped hierarchies....
Statistical inference of the dependence between objects often relies on covariance matrices. Unless the number of features (e.g. data points) is much larger than the number of objects, covariance...
View ArticleInf-convolution and optimal risk sharing with arbitrary sets of risk...
The inf-convolution of risk measures is directly related to risk sharing and general equilibrium, and it has attracted considerable attention in mathematical finance and insurance problems. However,...
View ArticleMultidimensional Analysis of Monthly Stock Market Returns....
This study examines the monthly returns in Turkish and American stock market indices to investigate whether these markets experience abnormal returns during some months of the calendar year. The data...
View ArticleIndemnity Payments in Agricultural Insurance: Risk Exposure of EU States....
This study estimates the risk contributions of individual European countries regarding the indemnity payments in agricultural insurance. We model the total risk exposure as an insurance portfolio where...
View ArticleElectoral systems and international trade policy. (arXiv:2003.05725v1 [econ.GN])
We develop a simple theoretic game a model to analyze the relationship between electoral sys tems and governments' choice in trade policies. We show that existence of international pressure or foreign...
View ArticleNumerical smoothing and hierarchical approximations for efficient option...
When approximating the expectation of a functional of a certain stochastic process, the efficiency and performance of deterministic quadrature methods, and hierarchical variance reduction methods such...
View ArticleSEC Wins Jury Trial Against Microcap Fraudsters
Jurors in Los Angeles federal court yesterday returned a verdict in the Securities and Exchange Commissionâs favor against a microcap issuer, Curative Biosciences Inc., formerly known as Healthient...
View ArticleClik here to view.
Coronavirus: perceptions of mortality and contagion raise economic anxiety
The rapid and global spread of the new coronavirus within just a few weeks is infecting the global economy. While containment of the virus and efforts to reduce the loss of life have ultimate priority,...
View ArticleClik here to view.
Taylor Series And The Power Of Approximation
We take a deeper look at what Taylor Series does and how can we obtain polynomials for approximating non-polynomial functions.Continue reading on Cantorâs Paradise »
View ArticleDiversification Strikes Back!
By Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development at CAIA Association, and Keith Black, PhD, CFA, CAIA, FDP, Managing Director, Content Strategy at CAIA Association...
View ArticleSEC Charges Russian National for Defrauding Older Investors of Over $26...
The Securities and Exchange Commission today announced charges against Denis Georgiyevich Sotnikov and entities he controlled for allegedly participating in a fraudulent scheme to lure U.S. investors...
View ArticleSEC Staff Provides Guidance to Promote Continued Shareholder Engagement,...
The Securities and Exchange Commission today announced that the SEC staff has published guidance to assist public companies, investment companies, shareholders, and other market participants affected...
View Article