Hedge Funds and the Value of Diversity and Inclusion
The Alternative Investment Management Association, in conjunction with Ernst & Young, has prepared a paper on inclusion and diversity in the hedge fund industry. The paper begins fittingly with a...
View ArticleAre female top executives more risk-averse or more ethical? Evidence from...
Publication date: Available online 27 November 2019Source: Journal of Empirical FinanceAuthor(s): Trang Doan, Mai Iskandar-DattaAbstractThis study examines the impact of gender in the C-Suite on...
View ArticleForecasting stock returns: A predictor-constrained approach
Publication date: Available online 2 December 2019Source: Journal of Empirical FinanceAuthor(s): Zhiyuan Pan, Davide Pettenuzzo, Yudong WangAbstractWe develop a novel method to impose constraints on...
View ArticleKristina Littman Named Chief of the Cyber Unit
The Securities and Exchange Commission today announced that Kristina Littman has been named Chief of the Division of Enforcementâs Cyber Unit, a national, specialized unit that focuses on protecting...
View ArticleSEC Names John Vanosdall as Deputy Chief Accountant
The Securities and Exchange Commission today announced the appointment of John Vanosdall as a Deputy Chief Accountant (Accounting Group) in the agency's Office of the Chief Accountant. As Deputy Chief...
View ArticleSEC Names Paul Munter as Deputy Chief Accountant
The Securities and Exchange Commission today announced the appointment of Paul Munter as a Deputy Chief Accountant (International) in the agency's Office of the Chief Accountant. As Deputy Chief...
View ArticleComparative Companies' Stock Valuation through Financial Metrics....
Out of the companies, Dolby is the company with the best overall financial and operation health. According to the table that accounted its financial statements for the past three years, Dolby has...
View ArticleModel risk in mean-variance portfolio selection: an analytic solution to the...
In this paper we consider the worst-case model risk approach described in Glasserman and Xu (2014). Portfolio selection with model risk can be a challenging operational research problem. In particular,...
View ArticleOptimal forest rotation under carbon pricing and forest damage risk....
Forests will have two notable economic roles in the future: providing renewable raw material and storing carbon to mitigate climate change. The pricing of forest carbon leads to longer rotation times...
View ArticleA Machine Learning Approach to Adaptive Robust Utility Maximization and...
We investigate the adaptive robust control framework for portfolio optimization and loss-based hedging under drift and volatility uncertainty. Adaptive robust problems offer many advantages but require...
View ArticleHeuristic Strategies in Uncertain Approval Voting Environments....
In many collective decision making situations, agents vote to choose an alternative that best represents the preferences of the group. Agents may manipulate the vote to achieve a better outcome by...
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