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Why Rumors Spread Fast in Social Networks (pdf) (Visit resource)

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Replumbing Our Financial System: Uneven Progress (pdf) (Visit resource)

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Journals and ePrints

Quantitative Finance at arXiv

Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time. (arXiv:1205.4748v1 [q-fin.PM])

Quantitative Finance at arXiv 14 hours ago

Quantitative Finance at arXiv

Dynamic Conic Finance: Pricing and Hedging in Market Models with Transaction Costs via Dynamic Coherent Acceptability Indices. (arXiv:1205.4790v1 [q-fin.RM])

Quantitative Finance at arXiv 14 hours ago

Quantitative Finance at arXiv

Time-Consistent and Market-Consistent Evaluations. (arXiv:1109.1749v3 [q-fin.PR] UPDATED)

Quantitative Finance at arXiv 14 hours ago

Quantitative Finance at arXiv

Involving copula functions in Conditional Tail Expectation. (arXiv:1205.4345v1 [math.ST])

Quantitative Finance at arXiv 2 days ago

Quantitative Finance at arXiv

Point process bridges and weak convergence of insider trading models. (arXiv:1205.4358v1 [math.PR])

Quantitative Finance at arXiv 2 days ago

Quantitative Finance at arXiv

Portfolio Selection with Small Transaction Costs and Binding Portfolio Constraints. (arXiv:1205.4588v1 [q-fin.PM])

Quantitative Finance at arXiv 2 days ago

Quantitative Finance at arXiv

Structural Hamiltonian of the international trade network. (arXiv:1205.4589v1 [q-fin.GN])

Quantitative Finance at arXiv 2 days ago

Quantitative Finance at arXiv

Transaction Costs, Shadow Prices, and Connections to Duality. (arXiv:1205.4643v1 [q-fin.PM])

Quantitative Finance at arXiv 2 days ago

Quantitative Finance at arXiv

Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture. (arXiv:1001.3213v2 [cs.CE] UPDATED)

Quantitative Finance at arXiv 2 days ago

Quantitative Finance at arXiv

The Effect of Non-Smooth Payoffs on the Penalty Approximation of American Options. (arXiv:1008.0836v2 [q-fin.PR] UPDATED)

Quantitative Finance at arXiv 2 days ago

Journal of Finance

Front Matter

Journal of Finance 2 days ago

Journal of Finance

Morgan Stanley—American Finance Association Award for Excellence in Finance 2012

Journal of Finance 2 days ago

Journal of Finance

Fellow of the American Finance Association for 2012

Journal of Finance 2 days ago

Journal of Finance

Corporate Governance and Capital Structure Dynamics

Journal of Finance 2 days ago

Journal of Finance

The Case for Intervening in Bankers’ Pay

Journal of Finance 2 days ago

Journal of Finance

The International Transmission of Bank Liquidity Shocks: Evidence from an Emerging Market

Journal of Finance 2 days ago

Journal of Finance

The Real Effects of Financial Markets: The Impact of Prices on Takeovers

Journal of Finance 2 days ago

Journal of Finance

Which CEO Characteristics and Abilities Matter?

Journal of Finance 2 days ago

Journal of Finance

Decoding Inside Information

Journal of Finance 2 days ago

Journal of Finance

Determinants of Cross‐Border Mergers and Acquisitions

Journal of Finance 2 days ago

Journal of Finance

Threshold Events and Identification: A Study of Cash Shortfalls

Journal of Finance 2 days ago

Journal of Finance

Investment, Idiosyncratic Risk, and Ownership

Journal of Finance 2 days ago

Journal of Finance

CEO Compensation and Board Structure Revisited

Journal of Finance 2 days ago

Journal of Finance

MISCELLANEA

Journal of Finance 2 days ago

Journal of Finance

BACK MATTER

Journal of Finance 2 days ago

Quantitative Finance at arXiv

Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets. (arXiv:1205.4089v1 [q-fin.PR])

Quantitative Finance at arXiv 3 days ago

Econophysics Forum

The Correct Classic Generalized Least-Squares Estimator of an Unknown Constant Mean of Randon Field

Econophysics Forum 5 days ago

Econophysics Forum

Optimal starting times, stopping times and risk measures for algorithmic trading

Econophysics Forum 5 days ago

Econophysics Forum

Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information

Econophysics Forum 5 days ago

Econophysics Forum

From Minority Game to Black & Scholes pricing

Econophysics Forum 5 days ago

Econophysics Forum

Price manipulation in a market impact model with dark pool

Econophysics Forum 5 days ago

Econophysics Forum

Universality class of balanced flows with bottlenecks: granular flows, pedestrian fluxes and financial price dynamics

Econophysics Forum 5 days ago

Econophysics Forum

How Visibility and Divided Attention Constrain Social Contagion

Econophysics Forum 5 days ago

Econophysics Forum

Stability of Boolean Multiplex Networks

Econophysics Forum 5 days ago

Econophysics Forum

The robustness of interdependent clustered networks

Econophysics Forum 5 days ago

Econophysics Forum

A k-shell decomposition method for weighted networks

Econophysics Forum 5 days ago

Econophysics Forum

Multi-scale Dynamics in a Massive Online Social Network

Econophysics Forum 5 days ago

Quantitative Finance at arXiv

Price manipulation in a market impact model with dark pool. (arXiv:1205.4008v1 [q-fin.TR])

Quantitative Finance at arXiv 6 days ago

Quantitative Finance at arXiv

Penalty Decomposition Methods for Rank Minimization. (arXiv:1008.5373v3 [math.OC] UPDATED)

Quantitative Finance at arXiv 6 days ago

Quantitative Finance at arXiv

Restructuring the Italian NHS: a case study of the regional hospital network. (arXiv:1205.3519v1 [q-fin.GN])

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging. (arXiv:1205.3507v1 [q-fin.PR])

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

New solvable stochastic volatility models for pricing volatility derivatives. (arXiv:1205.3550v1 [q-fin.PR])

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

Approximating stochastic volatility by recombinant trees. (arXiv:1205.3555v1 [q-fin.CP])

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

Valuation and hedging of the ruin-contingent life annuity (RCLA). (arXiv:1205.3686v1 [q-fin.PR])

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

Arbitrary Truncated Levy Flight: Asymmetrical Truncation and High-Order Correlations. (arXiv:1205.3671v1 [math.ST])

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment. (arXiv:1205.3763v1 [q-fin.CP])

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

Asymptotically Optimal Algorithm for Short-Term Trading Based on the Method of Calibration. (arXiv:1205.3767v1 [cs.AI])

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

An Optimal Execution Problem with Market Impact. (arXiv:0907.3282v3 [q-fin.TR] UPDATED)

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

Small-time asymptotics for fast mean-reverting stochastic volatility models. (arXiv:1009.2782v2 [q-fin.PR] UPDATED)

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

An Optimal Execution Problem in Geometric Ornstein-Uhlenbeck Price Process. (arXiv:1107.1787v2 [q-fin.TR] UPDATED)

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

Generalized Gaussian Bridges. (arXiv:1205.3405v1 [math.PR])

Quantitative Finance at arXiv 8 days ago

Quantitative Finance at arXiv

Optimal starting times, stopping times and risk measures for algorithmic trading. (arXiv:1205.3482v1 [q-fin.TR])

Quantitative Finance at arXiv 8 days ago

Quantitative Finance at arXiv

Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions. (arXiv:1010.2865v4 [q-fin.PR] UPDATED)

Quantitative Finance at arXiv 8 days ago

Quantitative Finance at arXiv

The explicit Laplace transform for the Wishart process. (arXiv:1107.2748v3 [q-fin.PR] UPDATED)

Quantitative Finance at arXiv 8 days ago

Quantitative Finance at arXiv

The fractional volatility model: No-arbitrage, leverage and completeness. (arXiv:1205.2866v1 [q-fin.ST])

Quantitative Finance at arXiv 9 days ago

Quantitative Finance at arXiv

Impact of the economic crisis on the Italian public healthcare expenditure. (arXiv:1205.2863v1 [q-fin.GN])

Quantitative Finance at arXiv 9 days ago

Quantitative Finance at arXiv

Global Green Economy and Environmental Sustainability: a Coopetitive Model. (arXiv:1205.2872v1 [q-fin.GN])

Quantitative Finance at arXiv 9 days ago

Quantitative Finance at arXiv

Universality class of balanced flows with bottlenecks: granular flows, pedestrian fluxes and financial price dynamics. (arXiv:1205.2915v1 [q-fin.ST])

Quantitative Finance at arXiv 9 days ago

Quantitative Finance at arXiv

Asymmetric R&D Alliances and Coopetitive Games. (arXiv:1205.2878v1 [q-fin.GN])

Quantitative Finance at arXiv 9 days ago

Quantitative Finance at arXiv

Towards a new brain science: lessons from the economic collapse. (arXiv:1205.2999v1 [nlin.AO])

Quantitative Finance at arXiv 9 days ago

Quantitative Finance at arXiv

Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information. (arXiv:1205.3051v1 [q-fin.TR])

Quantitative Finance at arXiv 9 days ago

Quantitative Finance at arXiv

On the nature of financial leverage. (arXiv:1009.2896v3 [q-fin.RM] UPDATED)

Quantitative Finance at arXiv 9 days ago

The Centre for Economic Policy Research

Local Bias and Stock Market Conditions (CEPR DP8969)

The Centre for Economic Policy Research 9 days ago

Quantitative Finance at arXiv

Constructing Sublinear Expectations on Path Space. (arXiv:1205.2415v1 [math.PR])

Quantitative Finance at arXiv 10 days ago

Quantitative Finance at arXiv

Exponential L\'evy models with stochastic volatility and stochastic jump-intensity. (arXiv:1205.2398v1 [q-fin.PR])

Quantitative Finance at arXiv 10 days ago

Quantitative Finance at arXiv

Equilibrium Distribution of Labor Productivity: A Theoretical Model. (arXiv:1205.2470v1 [q-fin.ST])

Quantitative Finance at arXiv 10 days ago

Quantitative Finance at arXiv

A different perspective on retirement income sustainability: the blueprint for a ruin contingent life annuity (RCLA). (arXiv:1205.2513v1 [q-fin.RM])

Quantitative Finance at arXiv 10 days ago

Quantitative Finance at arXiv

Tobit Bayesian Model Averaging and the Determinants of Foreign Direct Investment. (arXiv:1205.2501v1 [stat.AP])

Quantitative Finance at arXiv 10 days ago

Quantitative Finance at arXiv

Weighted-indexed semi-Markov models for modeling financial returns. (arXiv:1205.2551v1 [q-fin.ST])

Quantitative Finance at arXiv 10 days ago

Quantitative Finance at arXiv

From Minority Game to Black & Scholes pricing. (arXiv:1205.2521v1 [math.PR])

Quantitative Finance at arXiv 10 days ago

Quantitative Finance at arXiv

Maximum entropy distribution of stock price fluctuations. (arXiv:1106.4957v2 [q-fin.ST] UPDATED)

Quantitative Finance at arXiv 10 days ago

Econophysics Forum

Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price

Econophysics Forum 12 days ago

Econophysics Forum

On the non-stationarity of financial time series: impact on optimal portfolio selection

Econophysics Forum 12 days ago

Econophysics Forum

Singularity strength based characterization of financial networks

Econophysics Forum 12 days ago

Econophysics Forum

Hierarchical structure and time-lag correlation in Worldwide Financial Markets

Econophysics Forum 12 days ago

Econophysics Forum

Statistical Outliers and Dragon-Kings as Bose-Condensed Droplets

Econophysics Forum 12 days ago

Econophysics Forum

Communication activity in a social network: relation between long-term correlations and inter-event clustering

Econophysics Forum 12 days ago

Econophysics Forum

Graph spectra and the detectability of community structure in networks

Econophysics Forum 12 days ago

Econophysics Forum

Diffusion of innovations in social interaction systems. An agent-based model for the introduction of new drugs in markets

Econophysics Forum 12 days ago

Quantitative Finance at arXiv

Optimal retirement consumption with a stochastic force of mortality. (arXiv:1205.2295v1 [q-fin.RM])

Quantitative Finance at arXiv 13 days ago

Quantitative Finance at arXiv

Electricity price modeling and asset valuation: a multi-fuel structural approach. (arXiv:1205.2299v1 [q-fin.PR])

Quantitative Finance at arXiv 13 days ago

Quantitative Finance at arXiv

The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels. (arXiv:1205.2302v1 [q-fin.PR])

Quantitative Finance at arXiv 13 days ago

Quantitative Finance at arXiv

Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach. (arXiv:1011.3736v2 [q-fin.PR] UPDATED)

Quantitative Finance at arXiv 13 days ago

Econophysics Forum

Self-Organized Criticality as Witten-type Topological Field Theory e78 with Spontaneously Broken Becchi-Rouet-Stora-Tyutin Symmetry

Econophysics Forum 13 days ago

Quantitative Finance at arXiv

Hierarchical structure and time-lag correlation in Worldwide Financial Markets. (arXiv:1205.1861v1 [q-fin.ST])

Quantitative Finance at arXiv 14 days ago

Quantitative Finance at arXiv

Optimal multiple stopping with random waiting times. (arXiv:1205.1966v1 [q-fin.PR])

Quantitative Finance at arXiv 14 days ago

Quantitative Finance at arXiv

Bilateral Credit Valuation Adjustment of an Optional Early Termination Clause. (arXiv:1205.2013v1 [q-fin.PR])

Quantitative Finance at arXiv 14 days ago

Quantitative Finance at arXiv

Statistical ensembles for money and debt. (arXiv:1109.0891v2 [q-fin.GN] UPDATED)

Quantitative Finance at arXiv 14 days ago

The Bank for International Settlements

09May/OTC derivatives market activity in the second half of 2011

The Bank for International Settlements 14 days ago

Quantitative Finance at arXiv

Central Counterparty Risk. (arXiv:1205.1533v1 [q-fin.RM])

Quantitative Finance at arXiv 15 days ago

Quantitative Finance at arXiv

A multivariate piecing-together approach with an application to operational loss data. (arXiv:1205.1617v1 [math.ST])

Quantitative Finance at arXiv 15 days ago

Quantitative Finance at arXiv

Singularity strength based characterization of financial networks. (arXiv:1205.1710v1 [q-fin.ST])

Quantitative Finance at arXiv 15 days ago

Quantitative Finance at arXiv

Characterizing price index behavior through fluctuation dynamics. (arXiv:1205.1711v1 [physics.data-an])

Quantitative Finance at arXiv 15 days ago

Quantitative Finance at arXiv

On absolutely continuous compensators and nonlinear filtering equations in default risk models. (arXiv:1205.1154v1 [math.PR])

Quantitative Finance at arXiv 16 days ago

Quantitative Finance at arXiv

Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms. (arXiv:1205.1163v1 [math.NA])

Quantitative Finance at arXiv 16 days ago

Quantitative Finance at arXiv

Statistical Outliers and Dragon-Kings as Bose-Condensed Droplets. (arXiv:1205.1364v1 [physics.soc-ph])

Quantitative Finance at arXiv 16 days ago

Quantitative Finance at arXiv

A Quasi-Sure Approach to the Control of Non-Markovian Stochastic Differential Equations. (arXiv:1106.3273v2 [math.PR] UPDATED)

Quantitative Finance at arXiv 16 days ago

Quantitative Finance at arXiv

A Generalized Fourier Transform Approach to Risk Measures. (arXiv:0909.3978v2 [q-fin.RM] UPDATED)

Quantitative Finance at arXiv 16 days ago

Quantitative Finance at arXiv

Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption. (arXiv:1107.5852v2 [q-fin.PM] UPDATED)

Quantitative Finance at arXiv 16 days ago

Econophysics Forum

Complex-Valued Best Linear Unbiased Estimator of an Unknown Constant Mean of White Noise

Econophysics Forum 16 days ago

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