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NZX June 2016 Shareholder Metrics

Please find attached shareholder metrics for June 2016.read more...

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presence of drift in an asset over short periods of time

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Dynamic optimization and its relation to classical and quantum constrained...

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study...

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Evolutionary Model of Stock Markets. (arXiv:1607.01248v1 [q-fin.GN])

The paper presents an evolutionary economic model for the price evolution of stocks. Treating a stock market as a self-organized system governed by a fast purchase process and slow variations of demand...

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Natural gas-fired power plants valuation and optimisation under Levy copulas...

In this work we analyse a stochastic control problem for the valuation of a natural gas power station while taking into account operating characteristics. Both electricity and gas spot price processes...

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Utility Indifference Pricing of Insurance Catastrophe Derivatives....

We propose a model for an insurance loss index and the claims process of a single insurance company holding a fraction of the total number of contracts that captures both ordinary losses and losses due...

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Data Mining for Business Analytics: Concepts, Techniques, and Applications...

Data Mining for Business Analytics: Concepts, Techniques, and Applications with JMP Pro® presents an  applied and interactive approach to data mining.read more...

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Shenzhen Stock Exchange Market Bulletin 4 July, 2016, Issue 22

China will detail rules to allow foreign hedge fund managers to launch products in the country. According to the CSRC, foreign asset managers launching products in China must set up operations locally,...

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MNI China Car Purchase Indicator: Chinese Car Buying Sentiment Steady In June...

Chinese consumer sentiment towards the car market was little changed in June, with a small upward revision in the assessment of the purchasing environment and an equivalent drop in fuel price...

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ASIC Crackdown On Unlicensed Retail OTC Derivative Providers

ASIC has warned of a dramatic increase in the extent of unlicensed conduct by retail OTC derivative providers seeking to expand their market with new customers for their complex and risky products such...

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“There Is No Listed Infrastructure Asset Class” - New EDHECinfra...

EDHEC Infrastructure Institute-Singapore (EDHECinfra) has released a new paper entitled “Searching for a Listed Infrastructure Asset Class” establishing that listed infrastructure securities cannot be...

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PEGAS: Danish Gaspoint Nordic To Join PEGAS Platform

The Danish exchange Gaspoint Nordic is to join the PEGAS platform in the course of 2016, thus integrating the Danish and Continental European gas markets. By expanding to Scandinavia, the PEGAS...

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ICAP Electronic Markets Volumes - June 2016

12 Months ended 30 Juneread more...

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Euro iSTOXX 70 Equal Weight Decrement 5% Index Licensed To Natixis

STOXX Limited, the operator of Deutsche Boerse Group’s index business, and a global provider of innovative and tradable index concepts, today announced that the newly launched EURO iSTOXX 70 Equal...

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Euronext Announces Volumes For June 2016

Euronext, the leading exchange in the Eurozone, today announced trading volumes for June 2016.read more...

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Inequality, Debt and Credit Stagnation

via @ProfSteveKeen: Inequality, Debt and Credit Stagnation https://t.co/yPpkHYk5La — moneyscience (@moneyscience) July 6, 2016

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Sue Lewis Re-Appointed Chair Of The Financial Services Consumer Panel

The Financial Conduct Authority has re-appointed Sue Lewis Chair of the Financial Services Consumer Panel for a further two and a half years, from 1 July.read more...

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Moscow Exchange Begins Calculating And Releasing Eurobonds Yields From 11 July

Moscow Exchange will begin calculating and transmitting Eurobonds yields from 11 July 2016 in response to continuing growth of Eurobond trading volumes and queries from trading firms.read more...

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SWIFT Daily Messaging Volumes Exceed 30 Million Mark - Two Peak Traffic Days...

The end of June peak in Payments traffic, combined with the ongoing Brexit-related surge in Securities and Treasury traffic, triggered two successive FIN traffic peak days on Tuesday 28th and Thursday...

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Market Structure And Regulatory Expert Rebecca Healey Joins Liquidnet -...

Liquidnet, the global institutional trading network, today announces the appointment of Rebecca Healey as Head of Market Structure and Strategy.read more...

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