Whole Foods: Could it Get Stuck in the Middle?
Companies pursuing a differentiation strategy often face a serious challenge when low-cost competitors begin to infringe on their turf. Some customers may opt for lower-priced options. As growth...
View ArticleSTOXX Monthly Index News
The latest edition of STOXX Monthly Index News brings you the following topics:read more...
View ArticleNasdaq Stockholm Orders Nederman Holding To Pay A Fine Corresponding To One...
The Disciplinary Committee of Nasdaq Stockholm (“the Exchange”) has ruled that Nederman Holding AB (“Nederman”) has breached Nasdaq Stockholm’s regulations (“the Rule Book”), and has therefore ordered...
View ArticleSIFMA Releases Electronic Bond Trading Platform Report For U.S. Corporate And...
SIFMA today released the results of its survey of electronic bond trading platforms for U.S. corporate and municipal securities. The survey results highlight a fixed income market structure that is...
View ArticleDeutsche Börse AG Closes Financial Year 2015 With Significant...
Deutsche Börse AG published its preliminary results for the fourth quarter and the full year 2015 on Wednesday. The company generated net revenue of €2,367.4 million for the full year, a year-on-year...
View ArticleEgypt To Engage DFIs And Investors To Outline 30GW Of Energy Projects This...
In mid Feb 2016 Egypt’s government, regulators and public sector stakeholders will discuss the role of DFIs and the private sector to fund and build 30GW of electricity generation, transmission and...
View ArticleA Record-Breaking Year For Dubai International Financial Centre
Dubai International Financial Centre (DIFC), the global financial services hub connecting businesses and financial institutions with emerging markets across the Middle East, Africa & South Asia...
View ArticleDevet Capital Investments Wins AIF Factor 2016 At The Amsterdam Investor Forum
Devet Capital Investments was voted the AIF Factor 2016 winner during ABN AMRO Clearing’s 5th Amsterdam Investor Forum held today. The fund successfully pitched their investment strategy and convinced...
View ArticleMinutes Of The Federal Open Market Committee, January 26-27, 2016
The Federal Reserve Board and the Federal Open Market Committee on Wednesday released the attached minutes of the Committee meeting held on January 26-27, 2016.read more...
View ArticleISE Mercury Completes Successful Launch
The International Securities Exchange Holdings, Inc. (ISE Holdings) today announced that ISE Mercury™, ISE Holdings’ third options exchange, launched successfully yesterday. ISE Mercury launched with...
View ArticleSEC: Deutsche Bank Analyst Issued Stock Rating Inconsistent With Personal View
The Securities and Exchange Commission today charged a former Deutsche Bank research analyst with certifying a rating on a stock that was inconsistent with his personal view.read more...
View ArticleRichard G. Ketchum, Chairman And Chief Executive Officer FINRA; Remarks From...
Good afternoon. First, let me thank Alison [Watson] for the invitation to speak with you today. The Exchequer Club plays a unique role in Washington by providing an important venue to discuss the major...
View ArticleSEC Announces Agenda For February 25 Meeting of the Advisory Committee On...
The Securities and Exchange Commission today announced that the next meeting of its Advisory Committee on Small and Emerging Companies will examine the capital formation landscape for small and...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleDaniel Kahl Named As Chief Counsel Of National Exam Program
The Securities and Exchange Commission today announced that Daniel S. Kahl has been named Chief Counsel of its Office of Compliance Inspections and Examinations (OCIE). In this role Mr. Kahl will...
View ArticleCBOE Holdings Declares First-Quarter 2016 Dividend - Announces Increase In...
CBOE Holdings, Inc. (NASDAQ: CBOE) announced today that its Board of Directors has declared a quarterly cash dividend of $0.23 per share and increased its share repurchase authorization by $100...
View ArticleAlpha-CIR Model with Branching Processes in Sovereign Interest Rate...
We introduce a class of interest rate models, called the $\alpha$-CIR model, which gives a natural extension of the standard CIR model by adopting the $\alpha$-stable L{\'e}vy process and preserving...
View ArticleDo co-jumps impact correlations in currency markets?. (arXiv:1602.05489v1...
We study how co-jumps influence covariance and correlation in currency markets. We propose a new wavelet-based estimator of quadratic covariation that is able to disentangle the continuous part of...
View ArticleRobust Mean-Variance Hedging via G-Expectation. (arXiv:1602.05484v1 [q-fin.MF])
In this paper we study mean-variance hedging under the G-expectation framework. Our analysis is carried out by exploiting the G-martingale representation theorem and the related probabilistic tools, in...
View ArticleIs comonotonicity a good property for risk measures?. (arXiv:1602.05477v1...
We study comonotonicity of regulatory risk measures in terms of the primitives of the theory of risk measures: acceptance sets and eligible assets. We show that comonotonicity cannot be characterized...
View Article