Martin Gremm

Pivot Point Advisors

Bellaire, TX 77401

United States

SCHOLARLY PAPERS

5

DOWNLOADS

317

CITATIONS

0

Scholarly Papers (5)

1.

The Origin of Fat Tails

Number of pages: 17 Posted: 10 Oct 2013 Last Revised: 06 Jan 2016
Martin Gremm
Pivot Point Advisors
Downloads 245 (113,952)

Abstract:

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fat tails, volatility clustering, market model, risk management, stochastic volatility

2.

Mathematical Constraints on Financially Viable Public Policy

Number of pages: 12 Posted: 13 Feb 2012
Martin Gremm and Mark B. Wise
Pivot Point Advisors and California Institute of Technology
Downloads 42 (384,332)

Abstract:

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Social Security, robust policy

3.

Two Measures of Financial Risk Tolerance from Questionnaire Data

Number of pages: 14 Posted: 13 May 2018
Ryan Gard and Martin Gremm
Pivot Point Advisors and Pivot Point Advisors
Downloads 17 (498,310)

Abstract:

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Investment Risk, Questionnaire, Risk Tolerance, Risk Aversion, Gender, Financial Literacy

4.

Global Gauge Symmetries, Risk-Free Portfolios, and the Risk-Free Rate

Number of pages: 17 Posted: 12 May 2016
Martin Gremm
Pivot Point Advisors
Downloads 13 (520,042)

Abstract:

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Gauge Theory, Risk Free Rate, Option Pricing

5.

The Stress-Dependent Random Walk

International Journal of Theoretical and Applied Finance, Vol. 18, No. 8, 2015
Posted: 08 Jan 2016
Martin Gremm
Pivot Point Advisors

Abstract:

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Market model, regime-switching, stochastic volatility, value at risk, market stress, lognormal random walk, volatility clustering, fat tails