Are female top executives more risk-averse or more ethical? Evidence from...
Publication date: Available online 27 November 2019Source: Journal of Empirical FinanceAuthor(s): Trang Doan, Mai Iskandar-DattaAbstractThis study examines the impact of gender in the C-Suite on...
View ArticleForecasting stock returns: A predictor-constrained approach
Publication date: Available online 2 December 2019Source: Journal of Empirical FinanceAuthor(s): Zhiyuan Pan, Davide Pettenuzzo, Yudong WangAbstractWe develop a novel method to impose constraints on...
View ArticleKristina Littman Named Chief of the Cyber Unit
The Securities and Exchange Commission today announced that Kristina Littman has been named Chief of the Division of Enforcementâs Cyber Unit, a national, specialized unit that focuses on protecting...
View ArticleSEC Names John Vanosdall as Deputy Chief Accountant
The Securities and Exchange Commission today announced the appointment of John Vanosdall as a Deputy Chief Accountant (Accounting Group) in the agency's Office of the Chief Accountant. As Deputy Chief...
View ArticleSEC Names Paul Munter as Deputy Chief Accountant
The Securities and Exchange Commission today announced the appointment of Paul Munter as a Deputy Chief Accountant (International) in the agency's Office of the Chief Accountant. As Deputy Chief...
View ArticleComparative Companies' Stock Valuation through Financial Metrics....
Out of the companies, Dolby is the company with the best overall financial and operation health. According to the table that accounted its financial statements for the past three years, Dolby has...
View ArticleModel risk in mean-variance portfolio selection: an analytic solution to the...
In this paper we consider the worst-case model risk approach described in Glasserman and Xu (2014). Portfolio selection with model risk can be a challenging operational research problem. In particular,...
View ArticleFinancial Market Directional Forecasting With Stacked Denoising Autoencoder....
Forecasting stock market direction is always an amazing but challenging problem in finance. Although many popular shallow computational methods (such as Backpropagation Network and Support Vector...
View ArticleArtificial boundary method for the solution of pricing European options under...
This paper considers the valuation of a European call option under the Heston stochastic volatility model. We present the asymptotic solution to the option pricing problem in powers of the volatility...
View ArticleValuing Tradeability in Exponential L'evy Models. (arXiv:1912.00469v1...
The present article provides a novel theoretical way to evaluate tradeability in markets of ordinary exponential L'evy type. We consider non-tradeability as a particular type of market illiquidity and...
View ArticleOn Extensions of the Barone-Adesi & Whaley Method to Price American-Type...
The present article provides an efficient and accurate hybrid method to price American standard options in certain jump-diffusion models as well as American barrier-type options under the Black &...
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