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Black Holes, explained

What they are, how they form, types & shapes, and how they dieContinue reading on Cantor’s Paradise »

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Data driven partition-of-unity copulas with applications to risk management....

We present a constructive and self-contained approach to data driven general partition-of-unity copulas that were recently introduced in the literature. In particular, we consider Bernstein-, negative...

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The Optimal Dynamic Reinsurance Strategies in Multidimensional Portfolio....

The present paper addresses the issue of choosing an optimal dynamic reinsurance policy, which is state-dependent, for an insurance company that operates under multiple insurance business lines. The...

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Housing Investment, Stock Market Participation and Household Portfolio...

This paper employs the survey data of CHFS (2013) to investigate the impact of housing investment on household stock market participation and portfolio choice. The results show that larger housing...

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A Note on Portfolio Optimization with Quadratic Transaction Costs....

In this short note, we consider mean-variance optimized portfolios with transaction costs. We show that introducing quadratic transaction costs makes the optimization problem more difficult than using...

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Classifying ecosystem disservices and comparing their effects with ecosystem...

To completely understand the effects of urban ecosystems, the effects of ecosystem disservices should be considered along with the ecosystem services and require more research attention. In this study,...

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Disentangling shock diffusion on complex networks: Identification through...

Large scale networks delineating collective dynamics often exhibit cascading failures across nodes leading to a system-wide collapse. Prominent examples of such phenomena would include collapse on...

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Hedging problems for Asian options with transactions costs....

In this paper, we consider the problem of hedging Asian options in financial markets with transaction costs. For this, we use the asymptotic hedging approach. The main task of asymptotic hedging in...

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Forecasting Bitcoin closing price series using linear regression and neural...

This paper studies how to forecast daily closing price series of Bitcoin, using data on prices and volumes of prior days. Bitcoin price behaviour is still largely unexplored, presenting new...

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A Socioeconomic Well-Being Index. (arXiv:2001.01036v1 [econ.GN])

An annual well-being index constructed from thirteen socioeconomic factors is proposed in order to dynamically measure the mood of the US citizenry. Econometric models are fitted to the log-returns of...

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How the bystander effect can explain inaction towards global warming

Not too long ago, I was preparing a lecture about group dynamics for my students at Delft University of Technology. One of the dynamics I wanted to introduce was the bystander effect. The bystander...

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SEC Investor Advisory Committee to Hold Jan. 24 Telephone Meeting

The Securities and Exchange Commission’s Investor Advisory Committee (IAC) will meet telephonically on Jan. 24 at 11:30 a.m. Eastern time. The public is invited to listen to the meeting live using...

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SEC Office of Compliance Inspections and Examinations Announces 2020...

The Securities and Exchange Commission’s Office of Compliance Inspections and Examinations (OCIE) today announced its 2020 examination priorities. OCIE publishes its examination priorities annually...

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Forecasting core inflation: the case of South Africa

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Heterogeneity and fine wine prices: application of the quantile regression...

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Economies of scale and mechanization in Chinese corn and wheat production

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An augmented P-star model of Indian inflation

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Dependence risk analysis in energy, agricultural and precious metals...

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Ability grouping and children’s non-cognitive outcomes

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Corporate tax avoidance and cost of equity capital: international evidence

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