CMT Level III 2017: The Integration of Technical Analysis
Everything you need to pass Level III of the CMT Programread more...
View ArticleCMT Level II 2017: Theory and Analysis
Everything you need to pass Level II of the CMT Programread more...
View ArticleCMT Level I 2017: An Introduction to Technical Analysis
Everything you need to pass Level I of the CMT Programread more...
View ArticleThe World After GDP: Politics, Business and Society in the Post Growth Era
GDP is much more than a simple statistic. It has become the overarching benchmark of success and a powerful ordering principle at the heart of the global economy. But the convergence of major economic,...
View ArticleAn Ivy League professor who spent 4 months working in a South Bronx...
An Ivy League professor who spent 4 months working in a South Bronx check-cashing store says we're getting it all wrong: "The three common reasons customers cited for using a check casher over a bank:...
View ArticleEndowment Sweepstakes: How Tiny Houghton College Beat Harvard - The New York...
Endowment Sweepstakes: How Tiny Houghton College Beat Harvard - The New York Times: "Compare the results with those of Houghton College, a liberal arts institution affiliated with the Wesleyan Church...
View ArticleWeekly Top 5 Papers – February 13th 2017
1. Extreme Protest Tactics Reduce Popular Support for Social Movements by Matthew Feinberg (University of Toronto – Organizational Behavior and Human Resource Management) and Robb Willer (Stanford...
View ArticleTrading Lightly: Cross-Impact and Optimal Portfolio Execution....
We model the impact costs of a strategy that trades a basket of correlated instruments, by extending to the multivariate case the linear propagator model previously used for single instruments. Our...
View ArticleShort Maturity Asian Options for the CEV Model. (arXiv:1702.03382v1 [q-fin.PR])
We present a rigorous study of the short maturity asymptotics for Asian options with continuous-time averaging, under the assumption that the underlying asset follows the Constant Elasticity of...
View ArticleA Theory of Market Efficiency. (arXiv:1702.03290v1 [q-fin.EC])
We introduce a mathematical theory called market connectivity that gives concrete ways to both measure the efficiency of markets and find inefficiencies in large markets. The theory leads to new...
View ArticleUK GAAP 2017: Generally Accepted Accounting Practice under UK and Irish GAAP
The New UK GAAP has now been in effect for two years. UK GAAP 2017 is fully updated to reflect the application of the new standard in practice.UK GAAP 2017 focusses on each area of the financial...
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Marketing Your Products as Designed by Users: Benefit or Hindrance?
The Boston Globe reported this weekend on the fascinating new research of Vienna University Professor Martin Schreier. He studied the marketing of crowdsourced products. Schreier found that...
View ArticleRegularities and Irregularities in Order Flow Data. (arXiv:1702.04289v1...
We identify and analyze statistical regularities and irregularities in the recent order flow of different NASDAQ stocks, focusing on the positions where orders are placed in the orderbook. This...
View ArticleContagion in financial systems: A Bayesian network approach....
We develop a structural default model for interconnected financial institutions in a probabilistic framework. For all possible network structures we characterize the joint default distribution of the...
View ArticlePricing Non-cash Collateralized Derivatives and Collateral Optimization with...
This article studies derivatives pricing when privately financed by non-cash collateral. The liability-side posting collateral must weigh in haircuts stipulated in collateral agreements against those...
View ArticleLabor Contract Law -An Economic View. (arXiv:1702.03977v1 [q-fin.EC])
China's new labor law -- Labor Contract Law has been put into practice for over one year. Since its inception, debates have been whirling around the nation, if not the world. In this article, we take...
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