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The Doubling Rule
Picture Credit: Vincent Brown || Einstein never said this, either…read more...
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Uber's bad week: Doomsday Scenario or Business Reset?
Uber just cannot seem to help itself, finding a way to get in the news, and often in ways that leave its image in tatters. You could see this pattern in full display last week, where Travis Kalanick,...
View ArticleStop-loss and Leverage in optimal Statistical Arbitrage with an application...
In this paper we develop a statistical arbitrage trading strategy with two key elements in hi-frequency trading: stop-loss and leverage. We consider, as in Bertram (2009), a mean-reverting process for...
View ArticleMarket Efficiency and Growth Optimal Portfolio. (arXiv:1706.06832v1 [q-fin.PM])
The paper predicts an Efficient Market Property for the equity market, where stocks, when denominated in units of the growth optimal portfolio (GP), have zero instantaneous expected returns....
View ArticleSingular Fourier-Pad\'e Series Expansion of European Option Prices....
We apply a new numerical method, the singular Fourier-Pad\'e (SFP) method invented by Driscoll and Fornberg (2001, 2011), to price European-type options in L\'evy and affine processes. The motivation...
View ArticleFedEx Saved From Bankruptcy With Blackjack Winnings - Business Insider
How I missed this for all these years is beyond me, but it fits my classes PERFECTLY!! When you have nothing to lose, you might as well take big risks!  See Galai and Masulis as well as very hail...
View ArticleStartup Opportunities: Know When to Quit Your Day Job, 2nd Edition
Startup Opportunities is the go-to guide for anyone with a great business idea. Whether it's your first business or your fifth, realistic assessment from the outset can save you a lot of time and...
View ArticleImplementing the countercyclical capital buffer
Press release about the Basel Committee publishing a range of practices in implementing the countercyclical capital buffer policy (22 June 2017).
View ArticleCall for comments on harmonising OTC derivatives data elements
IOSCO/MR/12/2017read more...
View ArticleTestimony of J. Christopher Giancarlo Acting-Chairman, Commodity Futures...
Testimony of J. Christopher Giancarlo Acting-Chairman, Commodity Futures Trading Commission before the U.S. Senate Committee on Appropriations Subcommittee on Financial Services and General Government
View ArticleHow Do We Deal (Dysfunctionally) with a Heavy Workload?
Diwas S. KC, Maryam Kouchaki, Bradley R. Staats, and Francesca Gino have written an HBS Working Paper titled "Task Selection and Workload: A Focus on Completing Easy Tasks Hurts Long-Term Performance."...
View ArticleLeadership Practices Inventory 5th Edition: Self
The LPI: Self is the 30-item self assessment associated with the Leadership Practices Inventory (LPI) 5th Edition product suite.read more...
View ArticleCorrigendum for "Second-order reflected backward stochastic differential...
The aim of this short note is to fill in a gap in our earlier paper [7] on 2BSDEs with reflections, and to explain how to correct the subsequent results in the second paper [6]. We also provide more...
View ArticleProve It! : How to Create a High-Performance Culture and Measurable Success
Prove It! is the executive guide to improving organisational performance through the practice of evidence-based leadership. More than ever before, the world is demanding transparency and accountability...
View ArticleIOSCO Celebrates World Investor Week 2017: Securities Regulators Across the...
The International Organization of Securities Commissions (IOSCO) today announced that it will hold a World Investor Week from 2nd through 8th October 2017, to promote greater investor education and...
View ArticleCredit ratings of domestic and global agencies: What drives the differences...
The market for the credit ratings of Chinese firms is large and growing. We focus our analysis on the firms that have ratings from both domestic and global agencies. Despite the similar symbols, the...
View ArticleDraft guidance for supervisory stress testing of central counterparties released
Press release about CPMI and IOSCO issuing "Draft guidance for supervisory stress testing of central counterparties", 28 June 2017
View ArticleFramework for supervisory stress testing of central counterparties (CCPs) -...
The Committee on Payments and Market Infrastructures is publishing the "Framework for supervisory stress testing of central counterparties (CCPs) - consultative report", June 2017.
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User/Subscriber Economics: An Alternative View of Uber's Value
In the week since I posted my Uber valuation, I have received many suggestions on what I should have done differently in the valuation, with many of you arguing that I was being a over optimistic in my...
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