Uncertainty Shocks as Second-Moment News Shocks -- by David Berger, Ian...
We provide evidence on the relationship between aggregate uncertainty and the macroeconomy. Identifying uncertainty shocks using methods from the news shocks literature, the analysis finds that...
View ArticleWhere Modern Macroeconomics Went Wrong -- by Joseph E. Stiglitz
This paper provides a critique of the DSGE models that have come to dominate macroeconomics during the past quarter-century. It argues that at the heart of the failure were the wrong microfoundations,...
View ArticleStructural Transformation, Deep Downturns, and Government Policy -- by Joseph...
Most recessions are a result of some shock to the economic system, typically amplified by financial accelerators, and leading to large balance sheet effects of households and firms, which result in the...
View ArticleHow I Snatched 153,037 ETH After A Bad Tinder Date – Mitch Brenner...
Cautionary Tale - How I Snatched 153,037 ETH After A Bad Tinder Datehttps://t.co/KDrjXB1gHH â Financial Technology (@fin_tech) September 13, 2017
View ArticleBryant Alumni Reception in Minneapolis
Several days prior to running the Twin Cities Marathon, I'll be hosting a reception for Bryant alumni in Minneapolis along with Robin Warde, Director of Alumni Engagement at Bryant. The event will...
View ArticleScott Galloway's "Amazon Clinic"
For those intrigued by my post yesterday regarding Amazon and possible future acquisition targets, you should take a look at NYU Professor Scott Galloway's talk titled "Amazon Clinic." He presents...
View ArticleRisk-Aware Multi-Armed Bandit Problem with Application to Portfolio...
Sequential portfolio selection has attracted increasing interests in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning...
View ArticleWelfare effects of information and rationality in portfolio decisions under...
We analyze and quantify, in a financial market with parameter uncertainty and for a Constant Relative Risk Aversion investor, the utility effects of two different boundedly rational (i.e., sub-optimal)...
View ArticleMultivariate Density Modeling for Retirement Finance. (arXiv:1709.04070v1...
Prior to the financial crisis mortgage securitization models increased in sophistication as did products built to insure against losses. Layers of complexity formed upon a foundation that could not...
View ArticleRandom walks and market efficiency in Chinese and Indian equity markets....
Hypothesis of Market Efficiency is an important concept for the investors across the globe holding diversified portfolios. With the world economy getting more integrated day by day, more people are...
View ArticleArtificial Intelligence for Marketing: Practical Applications
Artificial Intelligence for Marketing presents a tightly-focused introduction to machine learning, written specifically for marketing professionals. This book will notteach you to be a data...
View ArticleHow to Work With and Lead People Not Like You: Practical Solutions for...
The people you work with may be from a different generation, different culture, different race, different gender, or just a different philosophy toward work and life in general, but you need to work...
View ArticleAICPA Professional Standards, 2017, Set
To help apply the standards in specific circumstances, standards and related interpretations are arranged by subject with amendments noted, superseded portions deleted, and conforming changes...
View ArticleDavid Allen Green on Twitter
This by Lord Kerr in the House of Lords on Brexit last night is worth a very close read. (ht a commenter at @FT)https://t.co/9bQdUdgHmNâ¦
View ArticleRemarks of CFTC Chairman J. Christopher Giancarlo before the Eurofi Financial...
Remarks of CFTC Chairman J. Christopher Giancarlo before the Eurofi Financial Forum
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