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The Keynesian Model in the General Theory: A Tutorial. (arXiv:1708.07509v1...

This small overview of the General Theory is the kind of summary I would have liked to have read, before embarking in a comprehensive study of the General Theory at the time I was a student. As shown...

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Active Preference Learning for Personalized Portfolio Construction....

In financial asset management, choosing a portfolio requires balancing returns, risk, exposure, liquidity, volatility and other factors. These concerns are difficult to compare explicitly, with many...

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Haircutting Non-cash Collateral. (arXiv:1708.07585v1 [q-fin.PR])

Haircutting non-cash collateral has become a key element of the post-crisis reform of the shadow banking system and OTC derivatives markets. This article develops a parametric haircut model by...

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Semiparametric GARCH via Bayesian model averaging. (arXiv:1708.07587v1...

As the dynamic structure of the financial markets is subject to dramatic changes, a model capable of providing consistently accurate volatility estimates must not make strong assumptions on how prices...

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Feedback effect between Volatility of capital flows and financial stability:...

Financial system being the place of metting capital flows (equality between saving and investment), a volatility of capital flows can destroy the robustness and good working of financial system, it...

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Trends and Risk Premia: Update and Additional Plots. (arXiv:1708.07637v1...

Recently, our group has published two papers that have received some attention in the finance community. One is about the profitability of trend following strategies over 200 years, the second is about...

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Dynamic trading under integer constraints. (arXiv:1708.07661v1 [q-fin.MF])

In this paper we investigate discrete time trading under integer constraints, that is, we assume that the offered goods or shares are traded in integer quantities instead of the usual real quantity...

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Promotion through Connections: Favors or Information?. (arXiv:1708.07723v1...

Connections appear to be helpful in many contexts such as obtaining a job, a promotion, a grant, a loan or publishing a paper. This may be due to favoritism or to information conveyed by connections....

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2017 International Valuation Handbook - Guide to Cost of Capital + Semiannual...

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The Contractor's NEC3 ECC Handbook

Addresses the daily challenges faced by contractors who use the NEC3 ECC with clear, practical and useable advice on how to solve themread more...

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JavaScript Is Eating The World

#JavaScript Is Eating The World https://t.co/REU7XplJHV — moneyscience (@moneyscience) August 25, 2017

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M&A Disputes: A Professional Guide to Accounting Arbitrations

M&A Disputes takes you inside the dispute resolution process to help you put together the many "moving parts" necessary to obtain a successful outcome. With deep insight from experts in the...

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Optimal firm's policy under lead time-and price-dependent demand: interest of...

Considering a lead-time-and price-sensitive demand, we investigate whether a client rejection policy, modeled as M/M/1/K system, can be more profitable than an all-client acceptance policy, modeled as...

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Second order approximations for limit order books. (arXiv:1708.07394v1...

In this paper we derive a second order approximation for an infinite dimensional limit order book model, in which the dynamics of the incoming order flow is allowed to depend on the current market...

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DGM: A deep learning algorithm for solving partial differential equations....

High-dimensional PDEs have been a longstanding computational challenge. We propose a deep learning algorithm similar in spirit to Galerkin methods, using a deep neural network instead of linear...

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CFTC Charges South Carolina Resident Thomas Lanzana, Florida Resident Nikolay...

The U.S. Commodity Futures Trading Commission (CFTC) filed a civil enforcement action against Defendants Thomas Lanzana (d/b/a Unique Forex) and his company Blackbox Pulse, LLC, and Nikolay Masanko and...

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Ethics in Social Networking and Business 1: Theory, Practice and Current...

This book, the first of two volumes dedicated to ethics in social networking and business, presents the notions, theories and practical aspects related to ethics, morale and deontology in our...

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Building Resilience to Global Risks: Challenges for African Central Banks

BIS Papers No 93 by Benedicte Vibe Christensen and Christian Upper. The policy response of many African commodity exporting economies to the slump in commodity prices after mid-2014 has been markedly...

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Key Account Management - Das Praxishandbuch B2B

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The New Rules of Marketing and PR: How to Use Social Media, Online Video,...

When it comes to marketing, anything goes in the Digital Age, right? Well, not quite. While marketing and public relations tactics do seem to change overnight, every smart businessperson knows that it...

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