Martin Gremm

Pivot Point Advisors

Bellaire, TX 77401

United States

  • Pivot Point Advisors

SCHOLARLY PAPERS

5

DOWNLOADS

368

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

Actions:
Email selected abstracts
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 263 (130,351)
Citation 1

Abstract:

Loading...

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 46 (446,181)

Abstract:

Loading...

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 36 (488,882)

Abstract:

Loading...

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 23 (559,618)

Abstract:

Loading...

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:

Loading...

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