The authors consider the optimal strategy of research and development (R&D) expenditure adopted by a firm that engages in R&D to develop an innovative product to be launched in the market.
Volume 18, Issue 1, 2014
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Algorithm articles
SEC official warns compliance teams at quant funds lack qualifications and knowledge to effectively monitor trading strategies
We propose a new quantization algorithm for the approximation of inhomogeneous random walks, which are essential for the valuation of collateralized debt obligation (CDO) tranches in latent factor models....
Following losses because of a rogue algorithm, Knight Capital creates new roles
A dark Knight for algos
The gate array way
Risk awards 2012
A new breed of copulas for risk and portfolio management
Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
The fixed-income flash crash
Algos go OTC
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.