Martin Gremm

Pivot Point Advisors

Bellaire, TX 77401

United States

  • Pivot Point Advisors

SCHOLARLY PAPERS

5

DOWNLOADS

414

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

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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 273 (157,112)
Citation 1

Abstract:

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

2.

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 63 (472,051)

Abstract:

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

3.

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 (542,978)

Abstract:

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Social Security, robust policy

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 30 (630,111)

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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
Number of pages: 16 Posted: 08 Jan 2016 Last Revised: 11 Feb 2022
Martin Gremm
Pivot Point Advisors
Downloads 2 (877,419)

Abstract:

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