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Sumathi Kumaraswamy, Yomna Abdulla and Shrikant Krupasindhu Panigrahi
Recurrent stock market fall and rise sequel by COVID-19, rising global inflation, increase in Fed interest rates, the unprecedented meltdown of technology stocks, fear of trade wars, tightening of governments? fiscal policies call for a new trend in inte...
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Xueting Jin and Daoqin Tong
In the past few years, station-free bike sharing systems (SFBSSs) have been adopted in many cities worldwide. Different from conventional station-based bike sharing systems (SBBSSs) that rely upon fixed bike stations, SFBSSs allow users the flexibility t...
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Wolfgang Karl Härdle and Maria Osipenko
Weather derivatives are contingent claims with payoff based on a pre-specified weather index. Firms exposed to weather risk can transfer it to financial markets via weather derivatives. We develop a utility-based model for pricing baskets of weather deri...
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Guilherme Demos,Thomas Pires,Guilherme Valle Moura
Pág. 544 - 570
Investment managers often rebalance portfolios using it ad-hoc criteria due the trade-off between gains from updating optimal weight and costs incurred from changing the portfolio composition. A common solution for this stalemate is rebalancing the port...
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Sun, Walter, Fan, Ayres, Chen, Li-Wei, Schouwenaars, Tom, Albota, Marius A
Pág. 33 - 43
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