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SEC Takes Targeted Action to Assist Funds and Advisers, Permits Virtual Board...

The Securities and Exchange Commission today announced regulatory relief for funds and investment advisers whose operations may be affected by the coronavirus.  The relief provided today...

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Coronavirus: survey of economists reveals consensus of a recession

The World Health Organization has declared a global pandemic as the coronavirus spreads rapidly across the world. As tumbling stock markets reveal growing fears about the potential economic impact, we...

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Dividend smoothing and credit rating changes

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Measurement of production inefficiency in a technology and inefficiency...

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Evaluating the efficiency of regional rural banks across the Indian states...

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Capital advantages: could colleges and universities located in Beijing City...

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Cboe Options Exchange Temporarily Shifts to Fully Electronic Trading –...

The U.S. Securities and Exchange Commission noticed for immediate effectiveness a proposed rule filing submitted by Cboe Exchange, Inc. to facilitate the continued operation of Cboe's options exchange...

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The Theft of a Decade: How the Baby Boomers Stole the Millennials’...

If you are interested in this book review, you may like to listen to this ‘Extra Innings’ episode of The Ballpark podcast in which Joseph Sternberg talks to Ballpark host Chris Gilson about his book.Â...

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Corporate Divestiture Decisions and Long-Run Performance

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Partial liquidation under reference-dependent preferences

Abstract We propose a multiple optimal stopping model where an investor can sell a divisible asset position at times of her choosing. Investors have (S)-shaped reference-dependent preferences, whereby...

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How much has changed since 2008?

How much has changed since 2008? https://t.co/Sxgx7vZWoQ — David R. Koenig (@davidrkoenig) March 15, 2020

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A class of recursive optimal stopping problems with applications to stock...

In this paper we introduce and solve a class of optimal stopping problems of recursive type. In particular, the stopping payoff depends directly on the value function of the problem itself. In a...

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Realized volatility and parametric estimation of Heston SDEs....

We present a detailed analysis of emph{observable} moments based parameter estimators for the Heston SDEs jointly driving the rate of returns $R_t$ and the squared volatilities $V_t$. Since...

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Application of Deep Q-Network in Portfolio Management. (arXiv:2003.06365v1...

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a...

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Optimal hedging of a perpetual American put with a single trade....

It is well-known that using delta hedging to hedge financial options is not feasible in practice. Traders often rely on discrete-time hedging strategies based on fixed trading times or fixed trading...

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Asymptotic expansion for the transition densities of stochastic differential...

In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition densities of the stochastic...

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Coronavirus and oil price crash: A note. (arXiv:2003.06184v1 [q-fin.ST])

Coronavirus (COVID-19) creates fear and uncertainty, hitting the global economy and amplifying the financial markets volatility. The oil price reaction to COVID-19 was gradually accommodated until...

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Disturbing the Peace: Anatomy of the Hostile Takeover of China Vanke Co....

Wang Shi, a business mogul who created his empire of wealth from scratch, relished in his fame and basked in the glory of his affluent business. Nothing lasts forever! After mastering the turbulent...

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Optimal market making with persistent order flow. (arXiv:2003.05958v1...

We address the issue of market making on electronic markets when taking into account the self exciting property of market order flow. We consider a market with order flows driven by Hawkes processes...

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The Mathematics of Ted Kaczynski

“Showed amazing potential. Then he moved to Montana, and blew the competition away.” — Sean MaguireContinue reading on Cantor’s Paradise »

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