Quants of the year: Andrei Lyashenko and Fabio Mercurio - Risk.net
2020 Quants of the year: Andrei Lyashenko and Fabio Mercurio https://t.co/iev3hziiDp #quantfinance â moneyscience (@moneyscience) November 28, 2019
View ArticleMoneyScience: Online Training - Ultimate Beginners Excel VBA Finance Course...
Resource: Online Training - Ultimate Beginners Excel VBA Finance Course for Banking https://t.co/gwXSJ4G1AG â moneyscience (@moneyscience) November 28, 2019
View ArticleKeynote Address — 2019 ICI Securities Law Developments Conference
Keynote Address: 2019 ICI Securities Law Developments Conference, by Dalia Blass, Director, Division of Investment Management, December 3, 2019
View ArticleRough stochastic elasticity of variance and option pricing
Publication date: Available online 28 November 2019Source: Finance Research LettersAuthor(s): Jiling Cao, Jeong-Hoon Kim, See-Woo Kim, Wenjun ZhangAbstractThis study is concerned with the elasticity of...
View ArticleExecutive Compensation, Macroeconomic Conditions, and Cash Flow Cyclicality
Publication date: Available online 28 November 2019Source: Finance Research LettersAuthor(s): Stefano ColonnelloAbstractI model the joint effects of debt, macroeconomic conditions, and cash flow...
View ArticleEconomic Policy Uncertainty and Exchange Rates in Emerging Markets: Short and...
Publication date: Available online 29 November 2019Source: Finance Research LettersAuthor(s): Abir AbidAbstractWe revisit the association between fundamentals and exchange rates in emerging markets...
View ArticleEfficiency in the Markets of Crypto-Currencies
Publication date: Available online 29 November 2019Source: Finance Research LettersAuthor(s): Vu Le Tran, Thomas LeirvikAbstractWe show that the level of market-efficiency in the five largest...
View ArticleA neural approach to the value investing tool F-score
Publication date: Available online 29 November 2019Source: Finance Research LettersAuthor(s): Ruth Gimeno, Lidia Lobán, Luis VicenteAbstractThis work is the first neural approach to Piotroski's (2000)...
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