Search Results - subject:"Position limits"

Options Portfolio Selection with Position Limits

Guasoni, Paolo; Mayerhofer, Eberhard; Zhao, Mingchuan - 2022

incorporates position limits, transaction costs, and volatility persistence. The Sharpe ratios of index-neutral strategies is …

Persistent link: https://www.econbiz.de/10014236006

Insiderhandel und die Regulierung der Kapitalmärkte: Ein Beitrag zur MiFID-Debatte

Will, Matthias Georg; Pies, Ingo - 2014

by whistle blowing. Compared to position limits, such a framework of regulation has socially desirable advantages. (3 …

Persistent link: https://www.econbiz.de/10011733877

Insiderhandel und die Regulierung der Kapitalmärkte : ein Beitrag zur MiFID-Debatte

Will, Matthias Georg; Pies, Ingo - 2014

blowing. Compared to position limits, such a framework of regula-tion has socially desirable advantages. (3) Finally, we …

Persistent link: https://www.econbiz.de/10011757277

Does financial speculation with agricultural commodities cause hunger? A reply to our critics

Will, Matthias Georg; Prehn, Sören; Pies, Ingo; … - 2013

As a reply to our critics, we show that Bozorgmehr et al. (2013) have (a) misunderstood, (b) misread, and (c) misinterpreted the literature review by Will et al. (2012).

Persistent link: https://www.econbiz.de/10011733867

Singapore: Detailed Assessment of Observance-Assessment of Observance of the CPSS-IOSCO Principles for Financial Market Infrastructures

International Monetary Fund (IMF); International … - 2013

This paper discusses key findings of the Detailed Assessment of Observance of the Committee on Payment and Settlement Systemsâ€“International Organization of Securities Commissions Principles for Financial Market Infrastructures(FMIs) in Singapore. Singapore has a well-developed payment,...

Persistent link: https://www.econbiz.de/10011242648

India; Financial Sector Assessment Programâ€”Detailed Assessments Report on CPSS IOSCO Recommendations for Securities Settlement Systems and Central Counterparties

International Monetary Fund (IMF); International … - 2013

This paper discusses findings of the assessments on Committee on Payment and Settlement Systemsâ€“International Organization of Securities Commissions (CPSS-IOSCO) Recommendations for Securities Settlement Systems and Central Counterparties in India. The results indicate that, in general,...

Persistent link: https://www.econbiz.de/10011244082

Does financial speculation with agricultural commodities cause hunger? : a reply to our critics

Will, Matthias Georg; Prehn, Sören; Pies, Ingo; … - 2013

Persistent link: https://www.econbiz.de/10011758136

Schadet oder nützt die Finanzspekulation mit Agrarrohstoffen? Ein Literaturüberblick zum aktuellen Stand der empirischen Forschung

Will, Matthias Georg; Prehn, Sören; Pies, Ingo; … - 2012

Dieser Literaturüberblick wertet 35 Forschungsarbeiten aus, die zwischen 2010 und 2012 veröffentlicht wurden und den Einfluss der Finanzspekulation auf die Agrarrohstoffmärkte empirisch untersuchen: Gemäß aktuellem Erkenntnisstand spricht wenig für die Auffassung, dass die Zunahme der...

Persistent link: https://www.econbiz.de/10011733840

Is financial speculation with agricultural commodities harmful or helpful? A literature review of current empirical research

Will, Matthias Georg; Prehn, Sören; Pies, Ingo; … - 2012

This literature survey comprises 35 empirical studies published between 2010 and 2012 that analyze the influence of financial speculation on the markets for agricultural commodities. According to the current state of research, there is little supporting evidence that the recent increase in...

Persistent link: https://www.econbiz.de/10011733841

Regulations and price discovery: oil spot and futures markets

Goyal, Ashima; Tripathi, Shruti - Indira Gandhi Institute of Development Research (IGIDR) - 2012

. Indian regulations such as position limits may have mitigated short duration bubbles. It follows leverage due to lax …

Persistent link: https://www.econbiz.de/10010555572