: the aim of this paper is to observe the group dynamic of funds' managers during an interesting period : January 99- July 01, which includes many financial events as financia...
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
Daniel Berleant, Mathieu Dancre, Jean-Philippe Arg...
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...
Automated event extraction remains a very difficult challenge requiring information analysts to manually identify key events of interest within massive, dynamic data. Many techniq...
A recent study by two prominent finance researchers, Fama and French, introduces a new framework for studying risk vs. return: the migration of stocks across size-value portfolio ...
Xiaoxi Du, Ruoming Jin, Liang Ding, Victor E. Lee,...