A Risk.net Rapid Read survey report: how efficiency in post-trade services at financial firms influences risk management, and how it is expected to evolve
This paper provides an alternative way to introduce the stylized facts on electricity futures.
As global financial institutions face changing compliance targets, demand has emerged for new ways to improve efficiency and increase the integration of regulatory and finance initiatives into organisations’ business‑planning processes
In this paper, the authors use information theory quantifiers to analyze the graphs generated by the VG method as applied to the return rate time series of stock markets from different countries.
Practice improves allocations but more can be done, says Darrell Duffie
Flawed and inconsistent mainstream macroeconomic theories such as efficient market hypothesis are dangerous to society, says Alexander Lipton
This paper looks for optimal explicit constructions and empirical tests in regards to pricing and hedging derivatives with coherent risk measures.
The use of unstructured data in creating an alternative information edge is a potential new source of uncorrelated excess returns