Financialization in Commodity Markets -- by V.V. Chari, Lawrence Christiano
The financialization view is that increased trading in commodity futures markets is associated with increases in the growth rate and volatility of commodity spot prices. This view gained credence...
View ArticleThe Impact of Partial-Year Enrollment on the Accuracy of Risk Adjustment...
Accurate risk adjustment facilitates healthcare market competition. Risk adjustment typically aims to predict annual costs of individuals enrolled in an insurance plan for a full year. However,...
View ArticleGlobal Macro Risks in Currency Excess Returns -- by Kimberly A. Berg, Nelson...
We study the cross-sectional variation of carry-trade-generated currency excess returns in terms of their exposure to global macroeconomic fundamental risk. The risk factor is the cross-country...
View ArticleThree Ways Leaders Can Build Trust
I was asked a very important question today during a presentation to a group of senior finance executives from a wide array of Fortune 500 companies. One person asked, "How does a leader build trust?...
View ArticleWeekly Top 5 Papers – September 11th 2017
1. A Brief Introduction to the Basics of Game Theory by Matthew O. Jackson (Stanford University – Department of Economics; Santa Fe Institute; Canadian Institute for Advanced Research (CIFAR))read...
View ArticleAdditive energy forward curves in a Heath-Jarrow-Morton framework....
One of the peculiarities of power and gas markets is the delivery mechanism of forward contracts. The seller of a futures contract commits to deliver, say, power, over a certain period, while the...
View ArticlePredictive Modeling: An Optimized and Dynamic Solution Framework for...
This paper defines systematic value investing as an empirical optimization problem. Predictive modeling is introduced as a systematic value investing methodology with dynamic and optimization features....
View ArticleOn portfolios generated by optimal transport. (arXiv:1709.03169v1 [q-fin.MF])
First introduced by Fernholz, functionally generated portfolio allows its investment performance to be attributed to directly observable and easily interpretable market quantities. In previous works we...
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Basel III Monitoring Report
This report is the 12th publication of results from the periodic Basel III monitoring exercise and summarises the aggregate results using data as of 31 December 2016.
View ArticleBasel III monitoring results published by the Basel Committee
Press release about the Basel Committee publishing Basel III monitoring results (12 September 2017)
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CFDs For Dummies, Australian Edition
Take advantage of the bestfeatures of these versatilederivativesread more...
View ArticleWill Amazon Buy Nordstrom Next?
Back on May 11th, NYU Professor Scott Galloway appeared on Kara Swisher's Recode Decode podcast. During that conversation, he predicted that Amazon would acquire Whole Foods. One month later, Jeff...
View ArticleA Workout in Computational Finance, with Website - Quantitative Methods -...
A Workout in Computational Finance, with Website @wiley_finance https://t.co/gTH1Nsc2aR â moneyscience (@moneyscience) September 12, 2017
View ArticleBreaking: An Entirely New Type of Quantum Computing Has Been Invented
A new blueprint for Quantum Computing: https://t.co/cd9ijLKZtK #quantumcomputing â moneyscience (@moneyscience) September 12, 2017
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