吗啡
发表于 2025-3-25 06:24:36
ditional risk measures.Applies Mean Field Theory to reduce t.Since the Global Financial Crisis, the structure of financial markets has undergone a dramatic shift. Modern markets have been “zombified” by a combination of Central Bank policy, disintermediation of commercial banks through regulation,
辫子带来帮助
发表于 2025-3-25 09:53:29
Book 2021ination of Central Bank policy, disintermediation of commercial banks through regulation, and the growth of passive products such as ETFs. Increasingly, risk builds up beneath the surface, through a combination of excessive leverage and crowded exposure to specific asset classes and strategies. In
myriad
发表于 2025-3-25 14:53:03
http://reply.papertrans.cn/63/6243/624241/624241_23.png
heart-murmur
发表于 2025-3-25 19:13:21
,The VIX “Volmaggedon”, with Exchange-Traded Notes Destabilizing the Market,g. Our main result is a numerical risk estimate for the modified distribution. Significantly, our estimate is close to the realized change in front month VIX futures during the Volmageddon. This provides added support for our Mean Field approach.
collagenase
发表于 2025-3-25 22:08:05
http://reply.papertrans.cn/63/6243/624241/624241_25.png
外表读作
发表于 2025-3-26 03:12:00
Market Makers, Stabilizing or Disruptive?,tribution of short-term returns. Volatility has the potential to either compress or explode: it all depends on positioning in advance of the move. With this in mind, we study stock pinning as an example of stabilizing behavior and downside index hedging as a mechanism for increasing the violence of sell offs and the speed of short-term rallies.
Epithelium
发表于 2025-3-26 04:58:50
http://reply.papertrans.cn/63/6243/624241/624241_27.png
赦免
发表于 2025-3-26 08:50:32
can no longer account for toxic feedback effects within the network. Our feedback-based risk adjustments allow investors to size their positions sensibly in dangerous set ups, where volatility is not providing978-3-030-79252-7978-3-030-79253-4
遵循的规范
发表于 2025-3-26 12:58:41
http://reply.papertrans.cn/63/6243/624241/624241_29.png
花争吵
发表于 2025-3-26 18:19:13
http://reply.papertrans.cn/63/6243/624241/624241_30.png