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After Capitalism

Geoff Mulgan.

in The Locust and the Bee

March 2015; p ublished online October 2017 .

Chapter. Subjects: Financial Markets. 5678 words.

This chapter aims to provide tools for thinking about capitalism as a system in motion, rather than one which, in its fundamentals, has come to a stop. Capitalism at its best rewards...

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After the Flood

Edited by Edward L. Glaeser, Tano Santos and E. Glen Weyl.

March 2017; p ublished online September 2017 .

Book. Subjects: Financial Markets. 319 pages.

The past three decades have been characterized by vast change and crises in global financial markets—and not in politically unstable countries but in the heart of the developed world, from...

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Ageing Populations

Andrew Smithers.

in Productivity and the Bonus Culture

July 2019; p ublished online May 2019 .

Chapter. Subjects: Financial Markets. 717 words.

The changes in demography, together with low investment and poor productivity, have been responsible for the whole of the decline in the trend growth rates of the UK and US economies....

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Agency and Brokerage of Real Assets in Competitive Equilibrium

Joseph T. Williams.

in The Review of Financial Studies

April 1998; p ublished online June 2015 .

Journal Article. Subjects: Financial Markets. 18362 words.

Brokerage contracts for many categories of real assets are characterized by a common, constant commission rate payable upon sale, exclusive agency, and contractual asking prices. For a...

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Agency and Optimal Investment Dynamics

Peter M. DeMarzo and Michael J. Fishman.

in The Review of Financial Studies

January 2007; p ublished online May 2006 .

Journal Article. Subjects: Financial Markets. 15603 words.

Agency problems limit firms’ access to capital markets, curbing investment. Firms and investors seek contractual ways to mitigate these problems. What are the implications for investment?...

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Agency Collateralized Mortgage Obligations

Frank J. Fabozzi.

in The Handbook of Mortgage-Backed Securities

August 2016; p ublished online October 2016 .

Chapter. Subjects: Financial Markets; Macroeconomics and Monetary Economics. 10971 words.

This chapter provides an overview of the different types of agency collateralized mortgage obligations (CMOs). Unlike agency passthrough securities, which have only one bond class, agency...

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Agency Commercial Mortgage Securities

Ed Daingerfield.

in The Handbook of Mortgage-Backed Securities

August 2016; p ublished online October 2016 .

Chapter. Subjects: Financial Markets; Macroeconomics and Monetary Economics. 4260 words.

This chapter explores agency commercial mortgage-backed securities (ACMBS), which include many different types of US government programs where the underlying assets are commercial real...

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Agency costs in law-firm selection: are companies under-spending on counsel?

Elisabeth de Fontenay.

in Capital Markets Law Journal

October 2016; p ublished online September 2016 .

Journal Article. Subjects: Financial Law; Financial Regulation; Capital Markets; Derivatives. 11949 words.

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Agency Mortgage Passthrough Securities

Frank J. Fabozzi, Glenn Schultz and Linda Lowell.

in The Handbook of Mortgage-Backed Securities

August 2016; p ublished online October 2016 .

Chapter. Subjects: Financial Markets; Macroeconomics and Monetary Economics. 10774 words.

This chapter examines mortgage passthrough securities, specifically those issued under the programs of three entities: one federal-sponsored agency, Ginnie Mae, and two government-sponsored...

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Agency Mortgage-Backed Securities

Ion Dan and Philip O. Obazee.

in The Handbook of Mortgage-Backed Securities

August 2016; p ublished online October 2016 .

Chapter. Subjects: Financial Markets; Macroeconomics and Monetary Economics. 6800 words.

This chapter reviews the historical performance of agency mortgaged-backed securities (MBS). Over time, this asset class has delivered an attractive risk–reward profile compared to other...

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Agency Planned Amortization Class Bonds

William Irving, Frank J. Fabozzi and Linda Lowell.

in The Handbook of Mortgage-Backed Securities

August 2016; p ublished online October 2016 .

Chapter. Subjects: Financial Markets; Macroeconomics and Monetary Economics. 7069 words.

This chapter examines agency planned amortization class (PAC) bonds and their effect on market value and investment performance. PAC bonds represent one of the largest sectors of the...

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Agency Pool Prepayment Models

Andrew Davidson and Alexander Levin.

in Mortgage Valuation Models

June 2014; p ublished online August 2014 .

Chapter. Subjects: Financial Markets. 6775 words.

The goal of prepayment modeling is to estimate the probability of loan termination using information about the loan, the borrower, the collateral, and the economic conditions. This chapter...

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Agency Problems and the Fate of Capitalism

Randall Morck and Bernard Yeung.

in The Oxford Handbook of Capitalism

April 2012; p ublished online November 2012 .

Article. Subjects: Economics; Financial Markets. 20049 words.

This article discusses agency problems and capitalism. It suggests that real social costs of agency problems lie deeper, in the inner workings of the economy. Inefficient resource...

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Agency Problems in Delegated Portfolio Management

Douglas Cumming, Na Dai and Sofia A. Johan.

in Hedge Fund Structure, Regulation, and Performance around the World

February 2013; p ublished online May 2013 .

Chapter. Subjects: Financial Markets. 6885 words.

Chapter 2 describes the standard principal-agent problems arising from delegated portfolio management, and analyses existing theoretical and empirical works on the agency problems in...

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Aggregate Investment and Investor Sentiment

Salman Arif and Charles M. C. Lee.

in The Review of Financial Studies

November 2014; p ublished online August 2014 .

Journal Article. Subjects: Economics; International Financial Markets; Corporate Governance. 19893 words.

Using bottom-up information from corporate financial statements, we examine the relation between aggregate investment, future equity returns, and investor sentiment. Consistent with the...

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Aggregation of Nonparametric Estimators for Volatility Matrix

Jianqing Fan, Yingying Fan and Jinchi Lv.

in Journal of Financial Econometrics

January 2007; p ublished online April 2007 .

Journal Article. Subjects: Financial Markets; Econometrics and Mathematical Economics. 9067 words.

An aggregated method of nonparametric estimators based on time-domain and state-domain estimators is proposed and studied. To attenuate the curse of dimensionality, we propose a factor...

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Aggressive Orders and the Resiliency of a Limit Order Market

Hans Degryse, Frank De Jong, Maarten Van Ravenswaaij and Gunther Wuyts.

in Review of Finance

June 2005; p ublished online June 2005 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 0 words.

We analyze the resiliency of a pure limit order market by investigating the limit order book (bid and ask prices, spreads, depth and duration), order flow and transaction prices in a window...

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Agricultural

Nicole Moran.

in Commodities

August 2018; p ublished online March 2018 .

Chapter. Subjects: Financial Markets. 11637 words.

Society relies on agricultural commodities to feed and clothe the world’s population and play an important role in the economy as well as the financial markets. Unlike other commodities,...

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Algorithmic Trading and Market Regulation

Yesha Yadav.

in Global Algorithmic Capital Markets

December 2018; p ublished online January 2019 .

Chapter. Subjects: Financial Markets. 11766 words.

This chapter examines the interaction between automated, algorithmic markets and fundamental legal concepts in securities regulation, an area to which policy-makers have devoted little...

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Algorithmic Trading, Optimal Execution, and Dyna Mic Port Folios

Petter N. Kolm and Lee Maclin.

in The Oxford Handbook of Quantitative Asset Management

December 2011; p ublished online November 2012 .

Article. Subjects: Economics; Financial Markets; Econometric and Statistical Methods and Methodology: General. 11968 words.

This article discusses the portfolio optimization with market impact costs, combining execution and portfolio risk, and dynamic portfolio analysis. A multi-period portfolio optimization...

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