The statistical assumption of normal (log-normal) distribution of stock returns (prices) is not that strong and tail events' occurrence is largely undervalued. Nevertheless, this modeling framework has been widely used for strong reasons.
Media-based strategies are expanding further more with the introduction a new source of data: blogs. A former Goldman banker and a professor have teamed up to launch Plug AI Fund, a fund which use such source of information
The operation of shale gas could generate major geopolitical changes: Instead of an increasing reliance on Russia and the Middle East, we would witness an important reshuffling of the cards
According to Fabrice Foy, Quantitative Analyst at CCR-AM, we should do the exact opposite of the classical theory: the stock price does not reflect fundamentals, and if it deviates from its fundamental value, it does not necessarily tend to revert ...
The changes in our regulatory framework (BASEL 3) and the widespread use of inappropriate IFRS rules will not solve the imbalances of the international financial and economic system