On closedness of law-invariant convex sets in rearrangement invariant spaces....
This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space $mathcal{X}$. In particular, we show that order closedness,...
View ArticlePay-As-You-Drive Insurance Pricing Model. (arXiv:1912.09273v1 [q-fin.RM])
Every time drivers take to the road, and with each mile that they drive, exposes themselves and others to the risk of an accident. Insurance premiums are only weakly linked to mileage, however, and...
View ArticleInefficiencies in Digital Advertising Markets. (arXiv:1912.09012v1 [econ.GN])
Digital advertising markets are growing and attracting increased scrutiny. This paper explores four market inefficiencies that remain poorly understood: ad effect measurement, frictions between and...
View ArticleHybrid threats as an exogenous economic shock. (arXiv:1912.08916v1 [econ.GN])
The aim of this study is to contribute to the theory of exogenous economic shocks and their equivalents in an attempt to explain business cycle fluctuations, which still do not have a clear...
View ArticleExtended Weak Convergence and Utility Maximization with Proportional...
In this paper we study utility maximization with proportional transaction costs. Assuming extended weak convergence of the underlying processes we prove the convergence of the corresponding utility...
View ArticleClik here to view.
Seven thought-provoking posts on privacy
Informational privacy: a precondition for democratic participation? To survive, democracies need to protect citizens’ data privacy, even against their inclinations to share information online, writes...
View ArticleClik here to view.
Happy Holidays!
LSE Business Review is taking a two-week break and won’t be publishing any new content during the holidays. Thank you for your company in 2019. We look forward to bringing you more relevant research...
View ArticleWhy Did Trend-Following Underperform Last Decade?
Trend-following funds and strategies were once extremely popular after the 2008/2009 crisis. They offered attractive performance, and diversification properties made them a nice addition to investor's...
View ArticleClik here to view.
A Finite Solution to Lorentz Factor at the Speed of Light
IntroductionContinue reading on Cantorâs Paradise »
View ArticleMoneyScience: MoneyScience's post: Cliff Asness Selected as the Recipient of...
Cliff Asness Selected as the Recipient of the 2019 IAQF/Northfield Financial Engineer of the Year Award https://t.co/WX6bNcinGW - @CliffordAsness ââ¦
View ArticleClik here to view.
This Year in Review (2019)
Hello readers of CP!December 16th marked the six month anniversary of the launch of Cantorâs Paradise on Medium. Since then, weâve published a total of 67 stories from 15 talented writers,...
View ArticleDo FOMC and macroeconomic announcements affect Bitcoin prices?
Publication date: Available online 21 December 2019Source: Finance Research LettersAuthor(s): Sujin Pyo, Jaewook LeeAbstractBitcoin, developed by Satoshi Nakamoto after the financial crisis in 2008,...
View ArticleThe Road to Software 2.0
It's clear that AI can and will have a big influence on how we develop software.By Mike Loukides and Ben Lorica.[A version of this post appears on the O'Reilly Radar.]Roughly a year ago, we wrote...
View ArticleClik here to view.
Understanding Exponents
Countering Our Limited Intuition Towards Exponential FunctionsContinue reading on Cantorâs Paradise »
View ArticleGreenfields and Brownfields: Asian Investors Backing Infrastructure Investments
The Asian Infrastructure Investment Bank has taken a 30% stake in Bayfront Infrastructure Management. Clifford Capital, with the backing of the government of Singapore, has the other 70%. They have...
View ArticleGrouping of Contracts in Insurance using Neural Networks. (arXiv:1912.09964v1...
Despite the high importance of grouping in practice, there exists little research on the respective topic. The present work presents a complete framework for grouping and a novel method to optimize...
View ArticleHow connected is too connected? Impact of network topology on systemic risk...
Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the...
View Article