A fetish and fiction of finance: Unraveling the subprime crisis
E Pani, N Holman - Economic Geography, 2014 - Taylor & Francis
As the moderately strengthened financial regulation of Basel III comes into effect over the
next seven years, this article sets out a cautionary reminder as to why regulation needs to …
next seven years, this article sets out a cautionary reminder as to why regulation needs to …
The Dirichlet portfolio model: Uncovering the hidden composition of hedge fund investments
LF Korsos - arXiv preprint arXiv:1306.0938, 2013 - arxiv.org
Hedge funds have long been viewed as a veritable" black box" of investing since outsiders
may never view the exact composition of portfolio holdings. Therefore, the ability to estimate …
may never view the exact composition of portfolio holdings. Therefore, the ability to estimate …
Essays on Municipal Bonds
X Zhang - 2018 - search.proquest.com
Municipal bonds are debt obligations issued by states, cities, counties, and other local
governmental institutions. Since the first issuance in 1812, municipal bonds have …
governmental institutions. Since the first issuance in 1812, municipal bonds have …
[PDF][PDF] The progress of State-of-art Arbitrage Models Based on Bigdata Analysis and Machine Learning Approaches
H Chen - clausiuspress.com
Starting from the principle of arbitrage, this article introduces the traditional arbitrage models
in different forms. Subsequently, the designs of arbitrage model based on big data and …
in different forms. Subsequently, the designs of arbitrage model based on big data and …
[BOOK][B] The dirichlet portfolio model: Uncovering the hidden composition of hedge fund portfolios
LF Korsos - 2013 - search.proquest.com
This dissertation is a compilation of three papers developing a class of compositional state
space models for modeling a latent set of time-varying portfolio compositions on the simplex …
space models for modeling a latent set of time-varying portfolio compositions on the simplex …