, the pricing efficiency, the tracking ability/performance, and the impact on underlying securities of exchange-traded funds …

short-run price dynamics for some commodities, the level and volatility of commodity prices appear to be primarily …

Clarke's normal cone appears as the right tool to define the marginal pricing rule in finite dimensional commodity … commodities since it does satisfy minimal continuity properties. In this paper, we propose an alternative definition of the … marginal pricing rule. …

Cycle, Pricing and Hedging Discount Factors and No Arbitrage Investment: Rule Bases, Alpha, Beta, View and Trade, Fund … Industry, Portfolio Theory Swaps and Financial Markets: IRS, TRS, ALM, ISDA Retail Structured Products Real Estate Asset Class …, Green Banking, Demographic Risk Financial Crisis: Overview Leverage, Systemic Risk, Securitization, Pricing …

September 2008, arguably suggest a greater willingness to subordinate market efficiency in favor of other governmental goals. A … microstructure, and governmental goals. Foremost are those relating to the informational predicate on which market efficiency rests …