FRAUD 发表于 2025-3-28 17:59:59
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Liquidity Risk and Optimal Redemption Policies for Illiquid Investmentsd) and another investment that has liquidity restrictions. The illiquidity could be due to restrictions on the investments (such as hedge funds) or due to nature of the asset held (such as real estate). The investor’s objective is to maximize the utility he derives from his terminal wealth at a futuBUOY 发表于 2025-3-29 00:56:41
Credit Derivatives, Their Risks and Role in Global Financial Crisiserivatives and mainly consist of credit default swaps, credit linked note, credit swap options and collateralized debt obligations. Credit derivatives market has experienced an exponential growth in recent years. From almost nothing in 1990s, approached to $60 trillion in 2008. Growth was particularpancreas 发表于 2025-3-29 04:23:03
An Approach to Measure Financial Risk Relative Indices: A Case Study of Indonesian Insurance Companie of insurance. In order to ensure the sustainability of acompany as well as its customers’ safety, the insurance companies have to maintain the quality of their performance. To deal with this, the Financial Service Authority (OJK) of Indonesia needs to monitor the risk level of each insurance compa环形 发表于 2025-3-29 09:37:32
Extreme Value Theory in Finance: A Way to Forecast Unexpected Circumstancests, oppositely EVT directly focuses on extreme events and analyze them. Financial data also contain outliers due to crashes, breaks and peaks. Since extremal events are more commonly seen in financial data than many other data types and excluding of those results in under or overestimation, academic旁观者 发表于 2025-3-29 14:19:36
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Jumps and Earnings Announcement: Empirical Evidence from An Emerging Market Using High Frequency Dat economy using high frequency data. Besides, it intends to show the profitability of earnings announcement strategy that uses jumps as trading signal. For this, the chapter divides earnings announcements as “Good” and “Bad” news and tests how jump behavior changes in accordance to “Good” or “Bad” eaAbominate 发表于 2025-3-29 22:34:26
Hedging Scenarios Under Competition: Exploring the Impact of Competitors’ Hedging Practicesa market maker and an individual firm are taken as the players of a simultaneous game. We explore the impact of competitors’ hedging practices on the optimal hedging policy of an individual firm by explicitly considering the other factors such as the level of pass-through of cost shocks and the levemoribund 发表于 2025-3-30 03:26:08
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Global Economic Outlookter draws attention to some of the economic reports that should be taken into consideration for financial services industry. Moreover the current and expected economic situation is discussed by reviewing reports.