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Trading at prices above the fundamental value of an asset, i.e. a bubble, has been verified and replicated in laboratory asset markets for the past seven years. To date, only common group experience provides minimal conditions for common investor sentiment and trading at fundamental value....
We consider financial market using mathematical models which incorporate an excess demand function that depends not only upon the price but on the price derivative. The classical (value-based) motivation for purchasing the equity is augmented with a trend-based strategy of buying due to rising...
We introduce a new class of strategies for hedging derivative securities in the presence of transaction costs assuming lognormal continuous-time prices for the underlying asset. We do not assume necessarily that the payoff is convex as in Leland's work or that transaction costs are small...
Business sectors ranging from banking and insurance to retail, are benefiting from a whole new generation of ‘intelligent’ computing techniques. Successful applications include asset forecasting, credit evaluation, fraud detection, portfolio optimization, customer profiling, risk assessment,...
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