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Avoiding strategic surprises: beware of the lurkers!
Usually, we talk about two types of surprises in strategic projects: those that hit you like a flash out of a blue sky, and those that creep up on you, nudging you off track, bit by bit. Either type...
View ArticleHow a Kaggle Grandmaster cheated in $25,000 AI contest with hidden code...
How a Kaggle Grandmaster cheated in $25,000 AI contest with hidden code. https://t.co/dkDVo9Umit â Financial Technology (@fin_tech) January 22, 2020
View ArticleBank of England to consider adopting cryptocurrency
"The Bank of England will examine how Britain could adopt a bitcoin-style digital currency as part of a global group of central banks that have joined togetherâ¦
View ArticleDo foreign peers bring green wind? Evidence from China
Publication date: Available online 21 January 2020Source: Finance Research LettersAuthor(s): Jingyi Gao, Yue Jin, Fengchun LiAbstractThe role of foreign firms in energy efficiency improvement in...
View ArticleOpening Remarks at the Inaugural Meeting of the Asset Management Advisory...
Opening Remarks at the Inaugural Meeting of the Asset Management Advisory Committee, by Chairman Jay Clayton, Washington, D.C., January 14, 2020
View ArticleOpening remarks at the the Inaugural Meeting of the Asset Management Advisory...
Opening remarks at the the Inaugural Meeting of the Asset Management Advisory Committee Commissioner Hester M. Peirce Washington, D.C. January 14, 2020
View ArticlePricing a bivariate option with copulas
International Journal of Bonds and Derivatives, Volume 4, Issue 1, Page 74-87, January 2018.
View ArticleCo-movement and the transmission of the Japanese REIT market in different...
International Journal of Bonds and Derivatives, Volume 4, Issue 1, Page 63-73, January 2018.
View ArticleGARCH volatilities applied to an asset selection algorithm: the case of fixed...
International Journal of Bonds and Derivatives, Volume 4, Issue 1, Page 52-62, January 2018.
View ArticleRationale and mechanics for peak natural catastrophe variance swaps in insurance
International Journal of Bonds and Derivatives, Volume 4, Issue 1, Page 33-51, January 2018.
View ArticleOutput, environmental pollution and health nexus in Vietnam: an estimation of...
International Journal of Bonds and Derivatives, Volume 4, Issue 1, Page 10-32, January 2018.
View ArticleCorrections in Heston model derivations for bond options
International Journal of Bonds and Derivatives, Volume 4, Issue 1, Page 1-9, January 2018.
View ArticleSEC Awards Whistleblowers Whose Information Helped Stop Fraud
The Securities and Exchange Commission today announced two whistleblower awards in connection with two separate enforcement actions. Â Both whistleblowers provided significant information that helped...
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Am I the person Dominic Cummings is looking for? A followup to The Times
For those interested in a bit more background to my Times article today, here are some details on how Cummings's topics have showed up in my cognitive economics research. You can judge for yourself if...
View ArticleAnticipated impacts of Brexit scenarios on UK food prices and implications...
Food insecurity is associated with increased risk for several health conditions and with poor chronic disease management. Key determinants for household food insecurity are income and food costs....
View ArticlePromotion through Connections: Favors or Information?. (arXiv:1708.07723v2...
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....
View ArticleMeasuring the Input Rank in Global Supply Networks. (arXiv:2001.08003v1...
In this paper, we introduce the Input Rank as a measure to study the organization of global supply networks at the firm level. We model the case of a firm that needs assessing the technological...
View ArticleInvestor Experiences and International Capital Flows. (arXiv:2001.07790v1...
We propose a novel explanation for classic international macro puzzles regarding capital flows and portfolio investment, which builds on modern macro-finance models of experience-based belief...
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