3 papers
cs.CY2019
The other side of the Coin: Risks of the Libra Blockchain
Louis Abraham, Dominique Guégan
Libra was presented as a cryptocurrency on June 18, 2019 by Facebook. On the same day, Facebook announced plans for Calibra, a subsidiary in charge of the development of an electro…
q-fin.TR2013
A theoretical framework for trading experiments
Maxence Soumare, Jørgen Vitting Andersen, Francis Bouchard +5
A general framework is suggested to describe human decision making in a certain class of experiments performed in a trading laboratory. We are in particular interested in discernin…
q-fin.RM2011
On the Necessity of Five Risk Measures
Dominique Guégan, Wayne Tarrant
The banking systems that deal with risk management depend on underlying risk measures. Following the Basel II accord, there are two separate methods by which banks may determine th…