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Work in the 21st Century: An Introduction to Industrial and Organizational...
Work in the 21st Century, 5th Edition by Frank J. Landy and Jeffrey M. Conte, ties together themes such as diversity, mental and physical ability, personality, interpersonal skills, emotional...
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Yield = Poison (3)
Photo Credit: Brent Moore || Watch the piggies run after scarce yield!read more...
View ArticleGlobal impact of US and euro area unconventional monetary policies: a comparison
The paper analyses and compares the domestic and cross-border effects of US and euro area unconventional monetary policy measures on 24 major advanced and emerging economies, based on an estimated...
View ArticleIOSCO report shows progress made in implementation of Benchmark Principles
IOSCO/MR/01/2017read more...
View ArticleHarvard’s $1.2 Billion Haul Erased by Investing Loss, Payout
Harvardâs $1.2 Billion in Donations Wiped by Losses https://t.co/1bMcXwFcTa â Yves Hilpisch (@dyjh) February 7, 2017
View ArticleConditional Davis Pricing. (arXiv:1702.02087v1 [q-fin.MF])
We introduce the notion of a conditional Davis price and study its properties. Our ultimate goal is to use utility theory to price non-replicable contingent claims in the case when the investor's...
View ArticleThe Installation Costs of a Satellite and Space Shuttle Launch Complex as a...
From the 1940's to the present, space explorations, which is a highly important topic for the world and human beings, penetrate into many areas from the communication to the national security as well...
View ArticleTrading Lightly: Cross-Impact and Optimal Portfolio Execution....
We model the impact costs of a strategy that trades a basket of correlated instruments, by extending to the multivariate case the linear propagator model previously used for single instruments. Our...
View ArticleShort Maturity Asian Options for the CEV Model. (arXiv:1702.03382v1 [q-fin.PR])
We present a rigorous study of the short maturity asymptotics for Asian options with continuous-time averaging, under the assumption that the underlying asset follows the Constant Elasticity of...
View ArticleA Theory of Market Efficiency. (arXiv:1702.03290v1 [q-fin.EC])
We introduce a mathematical theory called market connectivity that gives concrete ways to both measure the efficiency of markets and find inefficiencies in large markets. The theory leads to new...
View ArticleUK GAAP 2017: Generally Accepted Accounting Practice under UK and Irish GAAP
The New UK GAAP has now been in effect for two years. UK GAAP 2017 is fully updated to reflect the application of the new standard in practice.UK GAAP 2017 focusses on each area of the financial...
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Marketing Your Products as Designed by Users: Benefit or Hindrance?
The Boston Globe reported this weekend on the fascinating new research of Vienna University Professor Martin Schreier. He studied the marketing of crowdsourced products. Schreier found that...
View ArticleRegularities and Irregularities in Order Flow Data. (arXiv:1702.04289v1...
We identify and analyze statistical regularities and irregularities in the recent order flow of different NASDAQ stocks, focusing on the positions where orders are placed in the orderbook. This...
View ArticleContagion in financial systems: A Bayesian network approach....
We develop a structural default model for interconnected financial institutions in a probabilistic framework. For all possible network structures we characterize the joint default distribution of the...
View ArticlePricing Non-cash Collateralized Derivatives and Collateral Optimization with...
This article studies derivatives pricing when privately financed by non-cash collateral. The liability-side posting collateral must weigh in haircuts stipulated in collateral agreements against those...
View ArticleLabor Contract Law -An Economic View. (arXiv:1702.03977v1 [q-fin.EC])
China's new labor law -- Labor Contract Law has been put into practice for over one year. Since its inception, debates have been whirling around the nation, if not the world. In this article, we take...
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