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Skiadopoulos, George S. - 2003

This paper assesses the performance of historical and Monte Carlo simulation in calculating VAR, using data from the …

Persistent link: https://www.econbiz.de/10012786408

Digital Finance and Fintech : Current Research and Future Research Directions

Gomber, Peter - 2017

Since decades, the financial industry has experienced a continuous evolution in service delivery due to digitalization. This evolution is characterized by expanded connectivity and enhanced speed of information processing both at the customer interface and in back-office processes. Recently,...

Persistent link: https://www.econbiz.de/10012961546

The Tyranny of the Multitude is a Multiplied Tyranny : Is the United States Financial Regulatory Structure Undermining U.S. Competitiveness?

Brown, Elizabeth F. - 2009

If imitation is the highest form of flattery, the United States may feel very flattered by the fact that other nations have modeled many of their regulations governing financial services (securities, banking, and insurance) on U.S. regulations. In fact, the United States government and the...

Persistent link: https://www.econbiz.de/10012767024

Securitization of Mezzanine Capital in Germany

Hein, Julia - 2008

A recent trend in the German asset-backed securities (ABS) market is the securitization of subordinated loans and …

Persistent link: https://www.econbiz.de/10012770329

Replication in Financial Economics

Harvey, Campbell R. - 2019

The existing replication policies at top finance journals are far weaker than the policies at top economics journals. This paper explores both the costs and benefits of having a stronger replication policy in the context of my failed 2010 initiative to develop a unified policy across all top...

Persistent link: https://www.econbiz.de/10012867841

Institutional Trading Momentum and Mispricing

Bulsiewicz, James - 2017

I investigate whether or not the multi-period trades of financial institutions cause mispricing in the stock market. After controlling for the magnitude and trends in institutional trades, I find evidence consistent with institutional trades pushing prices away from fundamentals. Stocks heavily...

Persistent link: https://www.econbiz.de/10012971888

Venture Capital Optimal Investment Portfolio Strategies Selection in Diffusion - Type Financial Systems in Global Capital Markets with Nonlinearities

Ledenyov, Dimitri - 2017

The condensed research article presents some innovative research results on the venture capital optimal investment portfolio strategies selection in the diffusion-type financial systems in the imperfect highly volatile global capital markets with the incomplete information, which are...

Persistent link: https://www.econbiz.de/10012971891

Managing Interest Rate Risk : The Next Challenge?

Nawalkha, Sanjay K. - 2020

? This paper addresses this important issue by reviewing important findings in the area of interest rate risk management. We … strategies such as portfolio immunization, bond index replication, duration gap management, and contingent immunization, to …

Persistent link: https://www.econbiz.de/10012857660

Evidence on Usage Behavior and Future Adoption Intention of Fintechs and Digital Finance Solutions

Gerlach, Johannes M. - 2019

Financial Technology Companies are gaining popularity and becoming more relevant within financial services industries worldwide. This growth can be encouraged by the EY FinTech Adoption Index, which indicates a global average FinTech Adoption of 33.0% in 2017. With regard to Financial Technology...

Persistent link: https://www.econbiz.de/10012862006

Private Capital Funds and Their Role in Albanian Financial Market

Meka, Elvin S. - 2016

The prolonged stagnation bank credit expansion, especially after the outbreak of recent economic and financial crises, has produced a significant impact on the availability of new and long-term sources of business financing, mainly related to mid and large-size companies, but also to start-ups....

Persistent link: https://www.econbiz.de/10012984007