On optimal investment with processes of long or negative memory....
We consider the problem of utility maximization for investors with power utility functions. Building on the earlier work Larsen et al. (2014), we prove that the value of the problem is a...
View ArticleA continuous and efficient fundamental price on the discrete order book grid....
This paper develops a model of liquidity provision in financial markets by adapting the Madhavan, Richardson, and Roomans (1997) price formation model to realistic order books with quote discretization...
View ArticleWork To Do On Corporate Governance Disclosure, New Zealand's Financial...
New Zealand listed companies publicly disclose about two-thirds of the corporate governance information that the FMA believes would be useful to investors. However, on average, unlisted companies...
View ArticleLondon Stock Exchange Group: Announcement Of Interim Results For The 6 Months...
Unless otherwise stated, all figures below refer to continuing operations1 for the six months ended 30 June 2016. Comparative figures are for continuing operations for the six months ended 30 June...
View ArticleMoscow Exchange Announces 2Q 2016 Results
Moscow Exchange (MOEX) today announces its financial results under International Financial Reporting Standards (IFRS) for the second quarter 2016. Earnings growth was supported by an increase in fee...
View ArticlePEGAS-CEGH Cooperation Approved By Austrian And German Authorities
The envisaged cooperation between the Austrian Central European Gas Hub (CEGH) and the Paris-based Powernext has now officially been approved by the Austrian and German competition authorities. In the...
View ArticleENSO And EBS Treasury Partner To Create Leading Hedge Fund Basel III...
ENSO Financial Analytics (ENSO), a leading portfolio finance and treasury solution for hedge funds, has partnered with EBS Treasury, an award-winning ICAP owned and established Money Market Fund (MMF)...
View ArticleSTOXX Monthly Index News: Markets Recovered From Brexit Shock
One month after the surprising Brexit vote, stock markets recovered from first shock reactions. The STOXX Global 1800 Index gained 3.54% in July driven by automobiles & parts, basic resources and...
View ArticleDIFC: Hawkamah To Host Its 10th Annual Corporate Governance Conference -...
Hawkamah, the Institute for Corporate Governance at the Dubai International Financial Centre (DIFC) and the first centre specialised in Governance in the GCC, is set to host its 10th Annual Corporate...
View ArticleEuropean Commission Recognised Securities Commission Malaysia’s Audit...
The European Commission has recognised the Audit Oversight Board (AOB)’s requirements as comparable to that complied by its European Union counterparts for the purpose of transferring audit working...
View ArticleThai Bourse Initiates Best Deal Award For “SET Awards 2016” In...
The Stock Exchange of Thailand (SET) has joined Money & Banking magazine to organize SET Awards 2016 in which a new award “Best Deal of the Year” will be introduced this year to recognize listed...
View ArticleCraig Wright’s proof that he invented Bitcoin: “F**k off,...
Craig Wrightâs extraordinary audio interview, from when he was trying to prove he invented Bitcoin: https://t.co/qxHUChktTu (NSFW) â Ars Technica UKâ¦
View ArticleBank Of England Cuts Bank Rate To 0.25% And Introduces A Package Of Measures...
âExchange of letters regarding the expansion of the Asset Purchase Facilityread more...
View ArticleChannel Islands Securities Exchange Takes Steps To Welcome More Islamic...
The Channel Islands Securities Exchange (CISE) is looking to capitalise on a renewed interest in Islamic finance listings.read more...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Committee Questions FCA...
The Treasury Committee publishes responses from Tracey McDermott, former Chief Executive of the Financial Conduct Authority (FCA), and Andrew Bailey, former Deputy Governor for Prudential Regulation,...
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BoE Cuts Interest Rate: Reaction From Centre For Policy Studies Head Of...
Daniel Mahoney responds to the Bank of England’s announcement:“The Bank’s further loosening of monetary policy could prove problematic for the UK economy. The falling pound means that inflationary...
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Bank of England: Financial Policy Committee Statement And Record From Its...
Available as: PDFread more...
View ArticleREDI Rolls Out Enhanced Cloud-Delivered Platform
REDI Global Technologies today announced the launch of the next generation of its fully web-based platform, ROCC (REDI Over Cloud Computing). Powered by PowWow Mobile, this new version of ROCC is run...
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