The Recovery Theorem
On 15 Feb, 2014 By admin 0 Comments
Finance
The Other Side of Value - The Gross Profitability Premium
On 15 Feb, 2014 By admin 0 Comments
Market Expectations in the Cross Section of Present Values
On 14 Feb, 2014 By admin 0 Comments
Conditional Risk Premia in Currency Markets and Other Asset Classes
On 13 Feb, 2014 By admin 0 Comments
Agent-based Financial Markets - Matching Stylized Facts With Style
On 12 Feb, 2014 By admin 0 Comments
Geometry from a Time Series
On 9 Feb, 2014 By admin 0 Comments
Mandelbrot Makes Sense - Theory of Misbehavior of Markets
On 8 Feb, 2014 By admin 0 Comments
Multifractal Model of Asset Returns
On 8 Feb, 2014 By admin 0 Comments
Finiteness of Variance Is Irrelevant in the Practice of Quantitative Finance
On 8 Feb, 2014 By admin 0 Comments
The Future Has Thicker Tails than the Past: Model Error As Branching Counterfactuals
On 7 Feb, 2014 By admin 0 Comments