Continuous Time Portfolio Selection under Conditional Capital at Risk by Gordana Dmitrasinovic-Vidovic, Ali Lari-Lavassani, Xun Li, Antony Ware

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How Investor Structure Influences the Yield, Information Dissemination Efficiency, and Liquidity by Hongli Che, Xiong Xiong, Juntian Yang, Wei Zhang, Yongjie Zhang

“…This essay focuses on the investor structure of the stock index futures market and uses agent-based computational finance method to discuss how the volume-synchronized probability of informed trading (VPIN) affects market absolute yield, information dissemination efficiency, and liquidity with different ratios of informed traders in the market. …”
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Saving gas through cross-border renewable and nuclear electricity generation by Christoph Halser, Dogan Keles, Florentina Paraschiv

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