Tsallis statistics in the income distribution of Brazil. (arXiv:1602.06855v1...
This paper discusses the empirical evidence of Tsallis statistical functions in the personal income distribution of Brazil. Yearly samples from 1978 to 2014 were linearized by the q-logarithm and...
View ArticleNon-concave optimal investment and no-arbitrage: a measure theoretical...
We consider non-concave and non-smooth random utility functions with do- main of definition equal to the non-negative half-line. We use a dynamic pro- gramming framework together with measurable...
View ArticleCredit risk and companies' inter-organizational networks: Assessing impact of...
Companies do not operate in a vacuum. As companies move towards an increasingly specialized production function and their reach is becoming truly global, their aptitude in managing and shaping their...
View ArticleSolar energy production: Short-term forecasting and risk management....
Electricity production via solar energy is tackled via short-term forecasts and risk management. Our main tool is a new setting on time series. It allows the definition of "confidence bands" where the...
View ArticleFinancial Services Associations Submit Comments On TLAC Requirement To Help...
SIFMA, The Clearing House, the American Bankers Association, the Financial Services Roundtable, and the Financial Services Forum submitted comments to the Federal Reserve in response to its proposal to...
View ArticleTokyo Stock Exchange: Approval Of Initial Programâs Listing (TOKYO...
Today, Tokyo Stock Exchange approved a program listing application from Santander Consumer Finance, S.A. for listing on the professional-oriented TOKYO PRO-BOND Market.read more...
View ArticleNew: The Use of Power Numeraires in Option Pricing
Power numeraires are defined. They are applied to the Black--Scholes model and the drift of the stock is derived. It is also shown how to use them to derive formulas for power options with barriers. A...
View ArticleBursa Malaysia Berhad Announces Appointment Of Director To Its Subsidiaries
Bursa Malaysia Berhad announced the appointment of Mr. Kuok Wee Kiat as a Director to the Board of Directors of its subsidiaries, Bursa Malaysia Securities Berhad and its clearing house, Bursa Malaysia...
View ArticleJapan Exchange Group: Appointment Of Executive Officers And Change In...
Japan Exchange Group (JPX), Inc., Tokyo Stock Exchange, Inc., andOsaka Exchange, Inc. decided on new executive officers, changes in titles of executive officers, andareas of responsibility under the...
View ArticleUK's Financial Conduct Authority Fines And Restricts W H Ireland Limited For...
The Financial Conduct Authority (FCA) has fined W H Ireland Limited (WHI) £1.2million. The firm is also restricted for a period of 72 days from taking on new clients in its corporate broking...
View ArticleFrost Consulting Launches Valuation & Budgeting Software For Investment...
Frost Consulting today launched FrostRB, a research valuation & budgeting software platform which gives asset managers the ability to establish monetary (dollar) values for specific unpriced...
View ArticleDeutsche Börse And Vienna Stock Exchange Extend Trading...
Vienna Stock Exchange will continue to use Deutsche Börse’s trading technology. Both exchanges extended their contract by a further six years, at least until 2021. The co-operation partners of Vienna...
View ArticleHKEx: Arrangements For Adjustment Of Hang Seng Bank Limited Structured...
Hong Kong Exchanges and Clearing Limited (HKEX) has announced the arrangements for the adjustment to Hang Seng Bank Limited (Hang Seng) structured products, futures and options to account for Hang...
View ArticleSecurities Commission Malaysia: Global Body Of Capital Market Regulators To...
The International Organisation of Securities Commissions (IOSCO), the global body of capital market regulators has approved the establishment of its first ever regional office to be set up in Kuala...
View ArticleERI Scientific Beta Announces The Launch Of New Low Carbon Indices That...
EDHEC Risk Institute has been conducting research for several years on the possibility of reconciling financial and environmental performance. The launch of a new series of low carbon indices by ERI...
View ArticleBlackRock Global ETP Landscape: Bonds - Japan fuels January Flows
The BlackRock Global ETP Landscape series Industry Highlights provides commentary on the global Exchange Traded Product (ETP) industry. read more...
View ArticleThai Bourse Affirms Capital Marketâs Strength On Thai Corporate Day 2016
The Stock Exchange of Thailand (SET) has joined hands with CIMB Securities (Thailand) Co., Ltd. to organize “SET-Thai Corporate Day 2016: Driving Economy with Sustainable Growth” from March 7-8, 2016...
View ArticleWho Judges Creative Ideas Well... and Who Doesn't
Stanford Professor Justin Berg has conducted some interesting research on people's ability to evaluate creative ideas. He asked over 300 circus professionals to forecast how popular a series of...
View ArticleHKFE Margin Rates: The Bank of East Asia Limited
Please be advised that pursuant to Exchange Rule 617(d) and HKCC Rule 402, the Exchange and the Clearing House have determined that with effect from the commencement of trading on Thursday, 25 February...
View ArticleNasdaq And Digital Reasoning Establish Exclusive Alliance To Deliver Holistic...
Nasdaq (Nasdaq:NDAQ) and Digital Reasoning, a leader in cognitive computing, have announced a strategic alliance to offer next generation, holistic surveillance technology to the global capital...
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