Historical Simulation News Today

Asset allocation methods assign positive weights to cryptos in diversified portfolios

Concentration of activity around June expiration responsible for record rise

Chinese bank’s market risk up by over a third to highest level in a decade

Open access notables From this weeks government/NGO section and UC Berkeleys Goldman School of Public Policy, an attractive choice: 2035 and Beyond: The Report

Consolidated financial statements. In the preparation of the consolidated financial statements, amounts resulting from transactions between consolidated companies, including the equity...

OVERVIEW Earnings Summary U.S. Bancorp and its subsidiaries reported net income attributable to U.S. Bancorp of $1.7 billion for the first quarter of 2023, or $1.04 per diluted common share,... | May 8, 2023

Open access notables Sea level rise (SLR) as a result of our atmospheric accident is a certainty; the outcome well realize sits between brackets restng far above zero. For any country with a sea coast— particularly those with a combination of human presence and low coastal elevations— theres more or less urgent need to figure out how accomodate encroachment. We get one chance to optimize this work and it wont be easy even with the best information. So, useful information we should kn...

First-quarter surge comes after four consecutive reductions

In this paper the authors study different moving-window lengths for value-at-risk evaluation, and also address subjectivity in choosing the window size by