Sur la d\'ecomposabilit\'e empirique des indicateurs de pauvret\'e....
We study the empirical decomposition of poverty indicators. This property is very important and convenient in the context of the fight against poverty. Indeed, it makes it possible to put in place...
View ArticleThe Influence of Collaboration in Procurement Relationships....
Supply Chain Management often requires independent organizations to work together to achieve shared objectives. This collaboration is necessary when coordinated actions benefit the group more than the...
View ArticleEconomic information from Smart Meter: Nexus Between Demand Profile and...
In this paper, we demonstrate that a consumer's marginal system impact is only determined by their demand profile rather than their demand level. Demand profile clustering is identical to cluster...
View ArticleMovie Trailer: Banking on Bitcoin
Bitcoin is the most disruptive invention since the Internet, and now an ideological battle is underway between fringe utopists and mainstream capitalism. The film shows the players who are defining how...
View ArticleWhy Persuading People with Facts Doesn't Work At Times
The British Psychological Society's Research Digest reports on a new study by Gregory Trevors and his colleagues. They examined why we fail at times to persuade people with factual evidence. Why...
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Narrative and Numbers: How a number cruncher learned to tell stories!
When I taught my first valuation class in 1986 at New York University, I taught it with numbers, with barely a mention of stories. It was only with the passage of time that I realized that my...
View ArticleNAG Numerical Library - Data Solutions - Marketplace.MoneyScience
Marketplace: NAG Numerical Library - 100s of algorithms which are powerful, reliable, flexible and ready for use. https://t.co/L1Edz4YD7l â Financialâ¦
View ArticlePlanet Trump
With Donald Trump as president, 2017 will mark the beginning of a darker global order https://t.co/HZfrYwsOFM http://pic.twitter.com/n2OUXcm2tY â The Economistâ¦
View ArticleTrading strategies for stock pairs regarding to the cross-impact cost....
We extend the framework of trading strategy for single stocks from Gatheral [2010] to a pair of stocks. Our trading strategy with the executions of two round-trip trades can be described by the trading...
View ArticleRobust Portfolio Optimisation with Specified Competitors. (arXiv:1701.02958v1...
We extend Relative Robust Portfolio Optimisation models to allow portfolios to optimise their distance to a set of benchmarks. Portfolio managers are also given the option of computing regret in a way...
View ArticleModeling stochastic skew of FX options using SLV models with stochastic...
It is known that the implied volatility skew of FX options demonstrates a stochastic behavior which is called stochastic skew. In this paper we create stochastic skew by assuming the spot/instantaneous...
View ArticlePhase-type Approximation of the Gerber-Shiu Function. (arXiv:1701.02798v1...
The Gerber-Shiu function provides a way of measuring the risk of an insurance company. It is given by the expected value of a function that depends on the ruin time, the deficit at ruin, and the...
View ArticleOrganizational Culture and Leadership, 5th Edition
The book that defined the field, updated and expanded for today's organizationsread more...
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Wall Streetâs Most Famous Quants Fed Up With JPMorgan Soothsayer
As AQR sees it, quant / algo funds are just scapegoats in a doomed quest to explain jarring market movements. https://t.co/0c5HAM2JIF â moneyscienceâ¦
View ArticleAre Your New Hires Fitting In?
Joann Lublin reported yesterday in the Wall Street Journal about new research regarding cultural fit of new employees. Lublin described the research of Sameer B. Srivastava, Amir Goldberg, and their...
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Almost time for class: My Line Up for the Spring Semester!
If you have been reading my blog for awhile, you should be familiar with the routine at the start of every semester. If I am teaching that semester, I list the classes that I will be teaching, describe...
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