Sharpe portfolio using a cross-efficiency evaluation. (arXiv:1610.00937v1...
The Sharpe ratio is a way to compare the excess returns (over the risk free asset) of portfolios for each unit of volatility that is generated by a portfolio. In this paper we introduce a robust Sharpe...
View ArticleThe Long Bond, Long Forward Measure and Long-Term Factorization in...
This paper proves existence of the long bond, long forward measure and long-term factorization of the stochastic discount factor (SDF) of Alvarez and Jermann (2005) and Hansen and Scheinkman (2009) in...
View ArticleA hybrid approach to assess systemic risk in financial networks....
We propose a credit risk approach in which financial institutions, modelled as a portfolio of risky assets characterized by a probability of default and a correlation matrix, are the nodes of a network...
View ArticleLong-Term Factorization of Affine Pricing Kernels. (arXiv:1610.00778v1...
This paper constructs and studies the long-term factorization of affine pricing kernels into discounting at the rate of return on the long bond and the martingale component that accomplishes the change...
View ArticleGreat Advice For Writing Cover Letters
You are applying for that job you would really love to nab. You have created a strong resume. Now comes the cover letter. What should it say? How should you communicate your skills and experiences in...
View ArticleASIC Remakes And Repeals 'Sunsetting' Class Orders On Markets And Securities
ASIC has remade ten legislative instruments and repealed three that are due to expire ('sunset') in 2016 and 2017, following public consultation.read more...
View ArticleNew Zealand's Financial Markets Authority2016 KiwiSaver Report Shows Growth...
Total money in KiwiSaver funds continues to grow, but at a much slower pace than the previous two years as both returns and numbers of new members decline.read more...
View Article20 Years Of NZ’s Wholesale Electricity Market Celebrated
On behalf of the broader electricity industry, the Electricity Authority and NZX are this month marking 20 years since the launch of New Zealand’s wholesale electricity market in 1996.read more...
View ArticleIrish Stock Exchange Statistics September 2016
September 2016 overall market statistics reportread more...
View ArticleREDI Launches Next-Generation Spread Trader
REDI Global Technologies today announced the launch of its advanced new Spread Trader. It is available immediately to all REDI clients globally.read more...
View ArticleInstitutional Investor's 45th Annual Ranking Of Wall Street's Top Analysts...
Long live sell-side research, according to Institutional Investor's 2016 All-America Research Team. The 45th anniversary of the annual ranking of Wall Street's top equity analysts begs the question:...
View ArticleBME Launches New On-Line Contract Signing And Notification Acceptance Service...
BME, through its subsidiary BME INNOVA, has launched BME ConfidenceNet, an on-line service which allows companies to securely send customers certified notifications, sign contracts and/or accept any...
View ArticleFIA Japan Newsletter October 2016 Edition Released
Futures Industry Association of Japan has released FIAJ Newsletter October 2016 edition. Click the following URL to access the newsletter.read more...
View ArticleSGX Welcomes Maybank Kim Eng Securities As Catalist Full Sponsor
Singapore Exchange (SGX) is pleased to welcome Maybank Kim Eng Securities as a Full Sponsor on Catalist, its sponsor-supervised board for growth companies. As a Full Sponsor, Maybank Kim Eng...
View ArticleTokyo Financial Exchange: Rollover Of Leading Contract Month For Three-Month...
Tokyo Financial Exchange has decided to shift the leading contract month for Euroyen futures from the current March 2017 contracts to the June 2017 contracts, effective from 5 October 2016. For...
View ArticleCISI Comments On Prime Minister Theresa May’s Conservative Party...
The Chartered Institute for Securities & Investment (CISI) would like to make the following statement, in response to Prime Minister Theresa May’s speech at the Conservative Party Conference...
View ArticleESMA Consults On MiFID II Guidelines Regarding Trading Halts
The European Securities and Markets Authority (ESMA) has issued today a public consultation regarding draft guidelines on trading halts under the Markets in Financial Instruments Directive (MiFID II)....
View ArticlePalestine Securities Exchange (PEX) Monthly Investor Newsletter - September 2016
Click here to download the September edition of the PEX Monthly Investor Newsletter.
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