On Dynamic Deviation Measures and Continuous-Time Portfolio Optimisation....
In this paper we propose the notion of dynamic deviation measure, as a dynamic time-consistent extension of the (static) notion of deviation measure. To achieve time-consistency we require that a...
View ArticleOn the Surprising Explanatory Power of Higher Realized Moments in Practice....
Realized moments of higher order computed from intraday returns are introduced in recent years. The literature indicates that realized skewness is an important factor in explaining future asset...
View ArticleComputershare And SETL Demonstrate Australiaâs First Working Blockchain...
Computershare (CPU:ASX) and SETL have today demonstrated Australia’s first working blockchain solution at Computershare’s annual Investor and Analyst day. read more...
View ArticleDalian Commodity Exchange: Notice On Adjusting The Trading Fee Rates Of The...
It is decided upon discussion that starting from April 27, 2016, Â 1. The trading fee rate of the metallurgical coke and coking coal futures will be adjusted from 0.018% to 0.036% of the turnover....
View ArticleJapan Exchange Group: Consolidated Financial Results For The Fiscal Year...
In the fiscal year ended March 31, 2016 (from April 1, 2015 to March 31, 2016), the Group recorded operating revenue of ¥114,776 million (8.1% increase from the same period of the previous fiscal year...
View ArticleASIC: ABN AMRO Clearing Sydney Pty Ltd Pays $45,000 Infringement Notice Penalty
ABN AMRO Clearing Sydney Pty Ltd ("ABN AMRO") has paid a penalty of $45,000 to comply with an infringement notice given to it by the Markets Disciplinary Panel ("MDP").read more...
View ArticleSigning Of Asia Region Funds Passportâs Memorandum Of Co-operation
Representatives from Australia, Japan, Korea and New Zealand today signed the Asia Region Funds Passport’s Memorandum of Co-operation (MoC).read more...
View ArticleCross-Border Trade Agreement Means More Investment Choices For New Zealanders
New Zealand investors will benefit from more competition for their investment dollar and more choice of investment options as a result of an international agreement signed today.read more...
View ArticleJapan Exchange Group: Notice Of Partial Amendment To The Articles Of...
At the meeting of the Board of Directors held on April 28, 2016, Japan Exchange Group, Inc. resolved to propose the "Partial Amendment to the Articles of Incorporation", as below, for resolution at the...
View ArticleMNI India Business Sentiment Survey: India Business Confidence Lowest Since...
The MNI India Business Sentiment Survey for April showed that business confidence fell for the second consecutive month, albeit marginally, as firms’ financial position deteriorated.  The MNI India...
View ArticleMandatory Notification Of Trade - Oslo Børs VPS Holding ASA
Oslo Børs VPS Holding ASA has 28 April bought 15,000 own shares at a price of NOK 91 per share. After this transaction, Oslo Børs VPS Holding holds 17,280 shares in the company.
View ArticleEuronext Expands ETF Activity To London
Euronext has extended its range of ETF listing and trading venues to London, enabling ETF issuers to access the UK investor base alongside its existing Eurozone trading and distribution network....
View ArticleWorkshop On The New BM&FBOVESPA Clearinghouse And Its Margining Methodology
In another venture to develop the financial and capital markets, BM&FBOVESPA will hold the Workshop on The New BM&FBOVESPA Clearinghouse and its Margining Methodology in London (May 9, 2016)...
View ArticleTMX Insights Launches Fixed Income Terms & Conditions (FITC) Service
TMX Insights today announced the launch of its Fixed Income Terms & Conditions (FITC) service. This new product was designed to increase transparency and benefit investors, enhance accuracy of...
View ArticleFTSE Russell: New Suite Of US ETF Reference And Analytics Data Available From...
FTSE Russell today announced the availability of a new suite of reference and analytics data to help investors research and evaluate the US exchange traded funds (ETF) market. Acquired by the London...
View ArticleInterest Rates: European Parliament Final Vote To Ensure Robust And...
Interbank Offered Rate (LIBOR) and the Euro Interbank Offered Rate (EURIBOR), will become more reliable thanks to a new law voted in by Parliament on Thursday. This law aims to clean up the...
View ArticleCanadian Securities Regulators Seek Comment On Proposals To Enhance The...
The Canadian Securities Administrators (CSA) today published for a 120-day comment period CSA Consultation Paper 33-404 Proposals to Enhance the Obligations of Advisers, Dealers and Representatives...
View ArticleBCSC Supports Raising The Standards Of Conduct For Registrants
The British Columbia Securities Commission (BCSC) today announced that it strongly supports taking action to strengthen the client-registrant relationship through a sweeping set of targeted reforms to...
View ArticleTestimony Of ISDA CEO Scott O'Malia Before The US House Of Representatives...
Chairman Scott, Ranking Member Scott and Members of the Subcommittee. Thank you for the opportunity to testify today. read more...
View ArticleCalPERS Hears Report On The Financial Benefits Of Diversity And Inclusion In...
Diverse corporate boards and companies that embrace diversity lead to better financial performance, according to data presented to the California Public Employees' Retirement System's (CalPERS)...
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