Quant News http://www.quantnews.com Quant News http://www.quantnews.com http://www.quantnews.com/images/favicons/apple-icon-76x76.png en-US Mon, 20 Feb 2017 20:02:12 +0000 Mon, 20 Feb 2017 15:00:24 +0000 The Anatomy of Financial Vulnerabilities and Crises (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10595&source=RSS Mon, 20 Feb 2017 15:00:24 +0000 The amazing power of dimensional analysis: Quantifying market impact (arxiv.org) http://www.quantnews.com/redirect.php?hid=10593&source=RSS Sun, 19 Feb 2017 21:00:10 +0000 Domestic Banks as Lightning Rods? Home Bias During the Eurozone Crisis (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10592&source=RSS Sat, 18 Feb 2017 19:00:25 +0000 AI trader? Tech vet launches hedge fund run by artificial intelligence (dailyherald.com) http://www.quantnews.com/redirect.php?hid=10591&source=RSS Sat, 18 Feb 2017 10:50:31 +0000 Why Responsible Investors Should Consider Islamic Criteria (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10590&source=RSS Fri, 17 Feb 2017 22:00:29 +0000 Are Mutual Fund Managers Good Gamblers? (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10589&source=RSS Fri, 17 Feb 2017 21:00:25 +0000 FRM: A Financial Risk Meter Based on Penalizing Tail Events Occurrence (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10587&source=RSS Fri, 17 Feb 2017 19:00:24 +0000 My Snap Story: Valuing Snap ahead of it's IPO! (aswathdamodaran.blogspot.com) http://www.quantnews.com/redirect.php?hid=10585&source=RSS Fri, 17 Feb 2017 16:35:24 +0000 Fuzzy Logic-Based Portfolio Selection with Particle Filtering and Anomaly Detection (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10584&source=RSS Fri, 17 Feb 2017 15:01:02 +0000 Social Interaction, Stochastic Volatility, and Momentum (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10583&source=RSS Fri, 17 Feb 2017 14:00:27 +0000 Forecasting Factor And Smart Beta Returns (Hint: History Is Worse Than Useless) (valuewalk.com) http://www.quantnews.com/redirect.php?hid=10582&source=RSS Fri, 17 Feb 2017 13:13:26 +0000 Risk and Performance of Islamic Indexes During Subprime Crisis (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10579&source=RSS Fri, 17 Feb 2017 09:00:24 +0000 Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly (arxiv.org) http://www.quantnews.com/redirect.php?hid=10577&source=RSS Thu, 16 Feb 2017 23:00:10 +0000 PyCaMa: Python for cash management (arxiv.org) http://www.quantnews.com/redirect.php?hid=10576&source=RSS Thu, 16 Feb 2017 22:00:11 +0000 Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Study (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10573&source=RSS Thu, 16 Feb 2017 18:00:24 +0000 Retirement Spending and Biological Age (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10572&source=RSS Thu, 16 Feb 2017 13:00:26 +0000 The Impact of Jumps on Carry Trade Returns (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10571&source=RSS Thu, 16 Feb 2017 10:00:27 +0000 A hybrid approach for risk assessment of loan guarantee network (arxiv.org) http://www.quantnews.com/redirect.php?hid=10567&source=RSS Wed, 15 Feb 2017 23:00:14 +0000 Estimating VaR in credit risk: Aggregate vs single loss distribution (arxiv.org) http://www.quantnews.com/redirect.php?hid=10566&source=RSS Wed, 15 Feb 2017 22:00:12 +0000 Hawkes process model with a time-dependent background rate and its application to high-frequency financial data (arxiv.org) http://www.quantnews.com/redirect.php?hid=10565&source=RSS Wed, 15 Feb 2017 21:00:11 +0000 Investment Decisions and Negative Interest Rates (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10564&source=RSS Wed, 15 Feb 2017 20:00:21 +0000 Wealth Effects and Macroeconomic Dynamics – Evidence from Indian Economy (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10563&source=RSS Wed, 15 Feb 2017 19:00:23 +0000 Why Data Nerds Struggle to Gain Power at Hedge Funds (bloomberg.com) http://www.quantnews.com/redirect.php?hid=10562&source=RSS Wed, 15 Feb 2017 18:33:11 +0000 Isolating the Disaster Risk Premium with Equity Options (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10555&source=RSS Wed, 15 Feb 2017 12:00:22 +0000 Regularities and Irregularities in Order Flow Data (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10554&source=RSS Wed, 15 Feb 2017 11:00:24 +0000 High Frequency Trading and Fragility (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10553&source=RSS Wed, 15 Feb 2017 10:00:22 +0000 Welcome to Greenwich, China (bloomberg.com) http://www.quantnews.com/redirect.php?hid=10552&source=RSS Wed, 15 Feb 2017 00:04:22 +0000 Pricing Non-cash Collateralized Derivatives and Collateral Optimization with Liquidity Value Adjustment (arxiv.org) http://www.quantnews.com/redirect.php?hid=10550&source=RSS Tue, 14 Feb 2017 23:00:11 +0000 Contagion in financial systems: A Bayesian network approach (arxiv.org) http://www.quantnews.com/redirect.php?hid=10549&source=RSS Tue, 14 Feb 2017 22:00:12 +0000 Multivariate FX Models with Jumps: Triangles, Quantos and Implied Correlation (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10546&source=RSS Tue, 14 Feb 2017 19:00:21 +0000