Gini estimation under infinite variance. (arXiv:1707.01370v1 [stat.ME])
Under infinite variance, the Gini coefficient cannot be reliably estimated using conventional nonparametric methods. read more...
View ArticleThe Bitcoin price formation: Beyond the fundamental sources....
Much significant research has been done to investigate various facets of the link between Bitcoin price and its fundamental sources. This study goes beyond by looking into least to most influential...
View ArticleOption Pricing in a Regime Switching Stochastic Volatility Model....
In the classical model of stock prices which is assumed to be Geometric Brownian motion, the drift and the volatility of the prices are held constant. However, in reality, the volatility does vary. In...
View ArticleBuy-and-Hold Property for Fully Incomplete Markets when Super-replicating...
We show that when the price process $S$ represents a fully incomplete market, the optimal super-replication of any Markovian claim $g(S_T)$ with $g(\cdot)$ being nonnegative and lower semicontinuous is...
View ArticleInstantaneous order impact and high-frequency strategy optimization in limit...
We propose a limit order book (LOB) model with dynamics that account for both the impact of the most recent order and the shape of the LOB. We present an empirical analysis showing that the type of the...
View ArticleThe Leadership Challenge Workbook Revised, 3rd Edition
The Leadership Challenge Workbook offers practical tools for applying The Five Practices of Exemplary Leadership® in real-life business situations. As the companion to The Leadership Challenge, this...
View ArticleUnlocking the Property Market: The 7 Keys to Property Investment Success
Brimming with fresh content designed to suit current trends in the market, Unlocking the Property Market shares expert property market analyst John Lindeman's tips and techniques on where to buy, what...
View ArticleJohn Ilhan: A Crazy Life
As told through the eyes of his family, friends and colleagues, this poignant biography reveals new insights into the man behind Crazy John's,read more...
View ArticleFixing Feedback
We all want to communicate effectively, but this intent doesn't always translate into action. We avoid giving feedback or handle it poorly when it is given to us. Endless training programs are not...
View ArticleTop Stocks 2008: A Sharebuyer's Guide to Leading Australian Companies
Top Stocks 2008 is written for every investor who has ever thought, \'There are 1700 companies on the Australian Stock Exchange -- where do I start?\'Popular finance author Martin Roth runs the top...
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The Superannuation Handbook 2008-09
Each year The Superannuation Handbook is fully revised and updated to reflect the many changes to superannuation rules, the ways you can save for retirement and the best way to eventually access...
View ArticleCapital treatment for simple, transparent and comparable short-term...
Press release about the Basel Committee proposing capital treatment for simple, transparent and comparable short-term securitisations (6 July 2017).
View ArticleCriteria for identifying simple, transparent and comparable short-term...
Press release about the Basel Committee and IOSCO proposing criteria for identifying simple, transparent and comparable short-term securitisations (6 July 2017).
View ArticleCapital treatment for simple, transparent and comparable short-term...
The Basel Committee is publishing the "Capital treatment for simple, transparent and comparable short-term securitisations - consultative document", July 2017.
View ArticleCriteria for identifying simple, transparent and comparable short-term...
The Basel Committee and the International Organization of Securities Commissions are publishing the "Criteria for identifying simple, transparent and comparable short-term securitisations -...
View ArticleInternational committees complete the April 2015 workplan on central...
5 July 2017read more...
View ArticleOpening Access: Banks and Politics in New York from the Revolution to the...
Before 1838 commercial banks in New York, as elsewhere, were incorporated by special legislative charter. In 1838 New York adopted free banking, which transformed bank formation from legislative...
View ArticlePopulism and the Economics of Globalization -- by Dani Rodrik
Populism may seem like it has come out of nowhere, but it has been on the rise for a while. I argue that economic history and economic theory both provide ample grounds for anticipating that advanced...
View ArticleHow Soon Is Now? Evidence of Present Bias from Convex Time Budget Experiments...
Empirically observed intertemporal choices about money have long been thought to exhibit present bias, i.e. higher short-term compared to long-term discount rates. Recently, this view has been called...
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