Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio....
We consider an investor who seeks to maximize her expected utility derived from her terminal wealth relative to the maximum performance achieved over a fixed time horizon, and under a portfolio...
View ArticleBSX CEO Comments On The Collaboration And Growth Of The Global ILS Industry
In a press release issued by ILS Bermuda, Bermuda Stock Exchange CEO Greg Wojciechowski, comments on the Global ILS Industry. The filing stated:read more...
View ArticleJapan Exchange Group: Consolidated Financial Results For The Six Months Ended...
During the consolidated cumulative second quarter (from April 1, 2016 to September 30, 2016), the Group recorded operating revenue of ¥52,882 million (8.7% decrease from the same period of the previous...
View ArticleUBS's Third-Quarter 2016 Results - UBS 3Q Adjusted Pre-Tax Profit Up 33% -...
Quarterly reportread more...
View ArticleJohannesburg Stock Exchange (JSE) Spire Awards Showcase Excellence In Fixed...
ABSA Capital, Rand Merchant Bank (RMB) and Nedbank took home the big awards of the evening at the 15th annual Spire awards as the winners of the Best Bonds House, Best Fixed Income and Currencies...
View ArticleBME Posts A Net Profit Of â¬121 Million To The End Of September
BME net profit for the first nine months of 2016 totaled €121 million, a decrease of 8.6% on the year ago figure. Third quarter net profit decreased 14.3%, to €35.1 million. The general slowdown in...
View ArticleHKFE Announces Revised Margins For Futures Contracts
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 Tuesday, 1 November...
View ArticleMoscow Exchange Group: National Settlement Depository Sums Up Q3 2016 Results
In the third quarter of 2016, the value of securities under custody continued to grow and reached RUB 33.6 trillion; this was a 13% increase as compared with Q3 2015 (RUB 29.6 trillion). The number of...
View ArticleJoint ESMA And EBA Guidelines On The Assessment Of The Suitability Of Members...
The European Banking Authority (EBA) and the European Securities and Markets Authority (ESMA) launched today a consultation on Guidelines on the Assessment of the Suitability of the Members of...
View ArticleCBOE Holdings Reports Solid Third-Quarter Results
Year-To-Date 2016 Financial Highlightsread more...
View ArticleMalawi Stock Exchange Weekly Trading Report - 28 October, 2016
Click here to download Malawi Stock Exchange's weekly trading report for the week ending 28 October, 2016.
View ArticleRobust Utility Maximization in Discrete-Time Markets with Friction....
We study a robust stochastic optimization problem in the quasi-sure setting in discrete-time. We show that under a lineality-type condition the problem admits a maximizer. This condition is implied by...
View ArticleModel-independent pricing with insider information: a Skorokhod embedding...
In this paper, we consider the pricing and hedging of a financial derivative for an insider trader, in a model-independent setting. In particular, we suppose that the insider wants to act in a way...
View ArticleOn the difference between locally risk-minimizing and delta hedging...
We discuss the difference between locally risk-minimizing and delta hedging strategies for exponential L\'evy models, where delta hedging strategies in this paper are defined under the minimal...
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Valerie M. Grubb Tackles the Multigenerational Workplace in Her New Book,...
In Clash of the Generations, Grubb details proven strategies that managers and senior leaders can use immediately to incorporate the contributions of youth and the wisdom of age to give...
View ArticleDIFC Welcomes Leading European Independent Wealth And Asset Manager Picte
Dubai International Financial Centre (DIFC),the global financial services hub connecting businesses and institutions with emerging market opportunities across the Middle East, Africa and South Asia...
View ArticleTokyo Commodity Exchange: Inhibition Of Implied Function (Bait Order...
Further to the exchange notice dated August 26, the Exchange announced that the implied function (bait order generation) will continue to be inhibited after the end of October. Additional examinations...
View ArticleASIC 2015â16 Annual Report Tabled
ASIC's annual report for the 2015–16 financial year has been tabled today, Monday 31 October 2016, in the Australian Parliament.read more...
View ArticleComprehensive Digital Crypto Currency Data To Be Made Available To Financial...
Tullett Prebon Information (TPI), a leading provider of independent real-time price information from the global OTC financial and commodity markets, has signed a deal with Brave New Coin (BNC) to...
View ArticleNew FinTech Business Wins Best Start-Up At The Women n STEM Awards 2016
NOW Money, The UAE's new remittance app, has won the Best Start-Up for CEO Katharine Budd’s pitch at the prestigious Global Women in STEM awards.read more...
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