Networks as Proxies: a relational approach towards economic complexity in the...
Based on the assumption that economic complexity is characterised by the interactions of economic agents (who) constantly change their actions and strategies in response to the outcome they mutually...
View ArticlePythagorean theorem of Sharpe ratio. (arXiv:1703.02777v1 [q-fin.PM])
In the present paper, using a replica analysis, we examine the portfolio optimization problem handled in previous work and discuss the minimization of investment risk under constraints of budget and...
View ArticleMedia Network and Return Predictability. (arXiv:1703.02715v1 [q-fin.ST])
Media news reveals soft information about economic linkages between firms that is not immediately incorporated into stock price. In this paper, we propose a novel measure for aggregate market risk...
View ArticleCharacterization of Fully Coupled FBSDE in Terms of Portfolio Optimization...
We characterize a class of fully coupled forward backward stochastic differential equations in terms of optimal maximal sub-solutions of BSDEs. We present the application thereof in utility...
View ArticleTokyo Commodity Exchange February 2017 Market Summary - TOCOM February 2017...
The Tokyo Commodity Exchange announced today that February average daily futures volume was 96,364 contracts, down 10.3% month-over-month. Volume increased for Rubber by 3.7% to 13,251 contracts. It...
View ArticleWiley Revenue Recognition plus Website: Understanding and Implementing the...
Wiley Revenue Recognition provides an overview of the new revenue recognition standard and instructs financial statement preparers step-by-step through the new model, providing numerous, helpful...
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FINRA Proposes Streamlining Competency Exams - New Securities Industry...
The Financial Industry Regulatory Authority (FINRA) announced today that it has filed a proposal with the Securities and Exchange Commission (SEC) to streamline competency exams and facilitate...
View ArticleNew Zealand's Financial Markets Authority Files Charges For Insider Trading
The FMA has filed charges in the Auckland District Court alleging breaches of the insider trading prohibitions contained in the Financial Markets Conduct Act 2013 (FMCA). The charges were filed in...
View ArticleNEX Optimisation Announces The Launch Of NEX Regulatory Reporting, An...
NEX Optimisation, which helps clients simplify complexity and optimise their resources, announces the launch of NEX Regulatory Reporting. Led by Collin Coleman and powered by Abide Financial (Abide), a...
View ArticleSIX Remains Firmly On Track In A Difficult Environment
SIX remained on track in 2016, continuing to hold its position in an increasingly challenging market environment. Operating income was up 1.5% and operating profit rose 2.9% to CHF 287.1 million. SIX...
View ArticleBroadridge Expands Its Global Post-Trade Control Solutions Through...
Broadridge Financial Solutions, Inc. (NYSE:BR) announced today that it has extended its global post-trade control capabilities for sell-side and buy-side firms in capital markets through the...
View ArticleChanging business models in international bank funding
This paper investigates the foreign funding mix of globally active banks. Using BIS international banking statistics for a panel of 12 advanced economies, we detect a structural break in international...
View ArticleFinancial Regulators Of Japan And UK Announce Exchange Of Letters On...
The Financial Services Agency of Japan (JFSA) and the UK’s Financial Conduct Authority (FCA) have exchanged letters on a Co-operation Framework to support innovative FinTech companies. This Exchange of...
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