Home > Library
Search results : monte carlo simulation
2020-12-31This simulation study delves into the quantitative effects of the recent proposal for more robust bank capital adequacy.
2013-06-06This research article proposes a new algorithmic model for credit portfolio segmentation.
2012-12-12This research article empirically shows the mysterious and inexorable nexus between credit default swap spreads and interest rate surprises.
2022-02-25 00:00:00 Friday ET
Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
2023-07-14 10:32:00 Friday ET
Ray Fair applies his macroeconometric model to study the central features of the U.S. macroeconomy such as price stability and full employment in the dual m
2018-06-01 07:30:00 Friday ET
The U.S. federal government debt has risen from less than 40% of total GDP about a decade ago to 78% as of May 2018. The Congressional Budget Office predict
2025-02-28 11:31:00 Friday ET
AYA fintech network platform provides proprietary alpha stock signals and personal finance tools for stock market investors. As of September 2025, we hav
2018-01-05 07:37:00 Friday ET
Warren Buffett cleverly points out that American children will not only be better off than their parents, but the former will also enjoy higher living stand
2018-04-02 07:33:00 Monday ET
China President Xi JinPing tries to ease trade tension between America and China in his presidential address at the annual Boao forum. In his vulnerable att