Tuesday, July 31, 2012

MoneyScience News

MoneyScience News


Blog Post: TheAlephBlog: Forget Your Cost Basis

Posted: 31 Jul 2012 02:53 AM PDT

All good investment decision-making is forward looking.  Whether you are buying or selling, it doesn’t matter where prices have been in the past.read more...

Visit MoneyScience for the Complete Article.

Blog Post: OlsenBlog: How a Cell Based Company Pioneers the Structure of Modern Society

Posted: 31 Jul 2012 02:35 AM PDT

A recent article (Living Cells Show How to Fix the Financial System) by Michael Buchanan in Bloomberg Views argued that modern finance and especially financial engineering could benefit from nature’s cell based architecture. It is possible to go beyond financial engineering to benefit from nature’s experience and organize companies, countries and even society as a whole along the...

Visit MoneyScience for the Complete Article.

RT @GokhanKula: Efficient Algorithms for Computing Risk Parity Portfolio Weights http://t.co/fw2B2xny via @quantivity @ssrn

Posted: 31 Jul 2012 01:21 AM PDT

moneyscience: RT @GokhanKula: Efficient Algorithms for Computing Risk Parity Portfolio Weights http://t.co/fw2B2xny via @quantivity @ssrn

Visit MoneyScience for the Complete Article.

Blog Post: TheFinancialServicesClub: Data not only measures progress, it inspires it

Posted: 31 Jul 2012 01:10 AM PDT

I liked what Hillary Clinton said about data in yesterday's blog: “Data not only measures progress, it inspires it.”read more...

Visit MoneyScience for the Complete Article.

Published / Preprint: 31Jul/Recovery and resolution of financial market infrastructures, consultative report issued by CPSS-IOSCO

Posted: 31 Jul 2012 01:01 AM PDT

Press release about CPSS and IOSCO issuing the consultative report "Recovery and resolution of financial market infrastructures" (BIS Press Release 31 July 2012)

Visit MoneyScience for the Complete Article.

Christopher B. Tobe Killed a Hedge Fund

Posted: 31 Jul 2012 12:57 AM PDT

In a curious addition to the SSRN Research Library, this white paper by Christopher B. Tobe tells the story of the author's legal wranglings with the hedge fund, Arrowhawk Capital Partners and $14bn Public Pension Plan, Kentucky Retirement Systems.read more...

Visit MoneyScience for the Complete Article.

The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @okchristian @TuckAdmissions @BCCarrollMBA

Posted: 31 Jul 2012 12:21 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @okchristian @TuckAdmissions @BCCarrollMBA

Visit MoneyScience for the Complete Article.

Blog Post: Falkenblog: The Naivete of Moderates

Posted: 30 Jul 2012 07:09 PM PDT

My local paper had a sequence of articles by Stephen Young, who presented caricatures of the left and right.  On the left, the Nanny State that gives us unlimited welfare rights and asks for nothing in return.  On the right, social darwinism, which ignores public goods and is indifferent to racism and child slavery.  He's part of the Caux Round Table, a group that wants a...

Visit MoneyScience for the Complete Article.

Published / Preprint: Computing Quantiles in Regime-Switching Jump-Diffusions with Application to Optimal Risk Management: a Fourier Transform Approach. (arXiv:1207.6759v1 [q-fin.RM])

Posted: 30 Jul 2012 05:31 PM PDT

In this paper we consider the problem of calculating the quantiles of a risky position, the dynamic of which is described as a continuous time regime-switching jump-diffusion, by using Fourier Transform methods. Furthermore, we study a classical option-based portfolio strategy which minimizes the Value-at-Risk of the hedged position and show the impact of jumps and switching regimes on the...

Visit MoneyScience for the Complete Article.

RT @QFINANCEnews: What happened to the post-tsunami economic recovery promised in Japan? http://t.co/YRsKQ365

Posted: 30 Jul 2012 08:11 AM PDT

moneyscience: RT @QFINANCEnews: What happened to the post-tsunami economic recovery promised in Japan? http://t.co/YRsKQ365

Visit MoneyScience for the Complete Article.

Time for tech?

Posted: 30 Jul 2012 08:03 AM PDT

Clive Holtham, Professor of Information Management explains why creativity and innovation has never been more important for businesses in the city.

Visit MoneyScience for the Complete Article.

MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @ATabarrok @zbodie

Posted: 30 Jul 2012 07:39 AM PDT

moneyscience: MoneyScience Daily is out! http://t.co/yz3uYqFU â–¸ Top stories today via @ATabarrok @zbodie

Visit MoneyScience for the Complete Article.

Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @MarkitEconomics @WatersTech @MFDVbrokers

Posted: 30 Jul 2012 05:51 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @MarkitEconomics @WatersTech @MFDVbrokers

Visit MoneyScience for the Complete Article.