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Mathematical finance
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#	Item
611	On the Optimality of Long–Short Strategies Bruce I. Jacobs, Kenneth N. Levy, and David Starer We consider the optimality of portfolios not subject to short-selling constraints and derive conditions that a universe of s Add to Reading List Source URL: www.jlem.com Language: English - Date: 2012-02-06 14:13:02 Mathematical finance Financial ratios Investment Financial economics Financial markets Beta Volatility Sharpe ratio Portfolio optimization Normal distribution Rate of return Harry Markowitz
612	Head of Finance, Brightside Add to Reading List Source URL: www.thebrightsidetrust.org Language: English - Date: 2016-07-14 09:38:49 Actuarial science Corporate finance Financial modeling Mathematical finance Finance Management accounting Management Mentorship
613	Reference-dependent preferences and the risk-return trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu February 2016 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market. Add to Reading List Source URL: users.cla.umn.edu Language: English - Date: 2016-02-04 22:18:26 Mathematical finance Investment Financial ratios Financial markets Technical analysis Capital asset pricing model Beta Volatility Market sentiment Risk Rate of return
614	Microsoft Word - WP2016-12.doc Add to Reading List Source URL: www.ofce.fr Language: English - Date: 2016-04-18 03:07:14 Financial markets Stock market Mathematical finance Algorithmic trading Technical analysis High-frequency trading Trend following Volatility Flash Crash
615	Implementing Black-Litterman using an Equivalent Formula and Equity Analyst Target Prices Leon Chen† , Zhi Da‡ and Ernst Schaumburg♦∗ February 9, 2015 Abstract Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2015-02-09 14:59:55 Mathematical finance Investment Financial risk Financial economics Modern portfolio theory BlackLitterman model Portfolio optimization Beta Asset allocation Market portfolio Standard deviation Market sentiment
616	Microsoft Word - orbs7270.doc Add to Reading List Source URL: www.math.hkbu.edu.hk Language: English - Date: 2013-09-27 05:05:16 Stochastic processes Mathematical finance Martingale Brownian motion Markov chain Markov process Wiener process Stochastic Probability Stopping time Financial modeling Markov property
617	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FOURTH QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By: Add to Reading List Source URL: rggi.org Language: English - Date: 2016-02-26 16:51:20 Carbon finance Emissions trading Regional Greenhouse Gas Initiative Mathematical finance Futures contract Option Implied volatility Derivative Open interest European Union Emission Trading Scheme
618	Market Intelligence Portal (Florida Advisor) 5pt An Innovative Approach to Supply and Demand Analytics Add to Reading List Source URL: auber.org Language: English - Date: 2015-10-26 19:26:40 Business intelligence Big data Formal sciences Analytics Mathematical finance Forecasting Privacy
619	CHIM ETF Category: International Access Asia As ofChina Materials ETF Add to Reading List Source URL: www.globalxfunds.com Language: English - Date: 2016-07-18 11:34:28 Mathematical finance Exchange-traded funds Financial ratios Technical analysis Investment Beta Volatility Solactive Rate of return Source UK Services
620	ANALYSIS technical How to value a coco Converting default risk into conversion risk provides a method for valuing contingent convertibles, according to Patrick Cheridito and Zhikai Xu Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2014-10-21 18:01:47 Mathematical finance Convertible bond Bond Forward measure Futures contract Credit risk Coco Financial risk Risk-neutral measure Hedge Discounting Fixed income

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