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86 days ago - MoneyScience Twitter Stream
moneyscience: Research: Optimal dividends problem with a terminal value for spectrally positive Levy processes. (arXiv:1302.... http://t.co/LAV9N0Yr1w
86 days ago - q-fin updates on arXiv.org
In this paper we consider a modified version of the classical optimal
dividends problem of de Finetti in which the dividend payments subject to a
penalty at ruin. We assume th...
91 days ago - The Aleph Blog
I need to correct one thing that I wrote yesterday: 3G and Berkshire Hathaway each own 50% of Heinz, once the transaction is done. I mistakenly thought that both sides were ...
94 days ago - News Articles
NZXs results for the full year ended 31 December 2012 reflect continued growth in the core information, markets and infrastructure businesses offset by a year of low capital r...
98 days ago - Musings on Markets
It looks like I just I cannot stay away from the Apple story, with Tim Cook making a splash (or a belly flop) with his speech in New York yesterday and David Einhorn's proposa...
98 days ago - Review of Finance - current issue
We propose a direct test of the explanation by Modigliani and Cohn (MC) for the positive correlation between inflation and equity values—that it results from investors&r...
100 days ago - MoneyScience Twitter Stream
moneyscience: Research: On the optimal dividend problem for a spectrally positive Levy process. (arXiv:1302.2231v1 [q-fin.PR]) http://t.co/Ep36KQsv