MoneyScience News |
- Blog Post: TheAlephBlog: Post 2400 ' Seven Years at the Aleph Blog!
- Published / Preprint: Time-Inconsistent Mean-Utility Portfolio Selection with Moving Target. (arXiv:1402.6760v1 [q-fin.PM])
- Published / Preprint: Efficient Modeling and Forecasting of the Electricity Spot Price. (arXiv:1402.7027v1 [stat.AP])
- Blog Post: TheFinancialServicesClub: The state of RBS: a ghost of banking past
- Blog Post: iMFdirect: How Real Is The Recovery In The Euro Area?
| Blog Post: TheAlephBlog: Post 2400 ' Seven Years at the Aleph Blog! Posted: 27 Feb 2014 11:58 PM PST Two million or so words ago, I started this blog. I wanted to do something different; something that reflected my character, and would be an aid to many. I wanted it to be a bit of a “brain dump,” so that I could impart what I have learned to many. After seven years, I think the task is mostly complete.read more... Visit MoneyScience for the Complete Article. |
| Posted: 27 Feb 2014 05:38 PM PST In this paper, we solve the time inconsistent portfolio selection problem by using different utility functions with a moving target as our constraint. We solve this problem by finding an equilibrium control under the given definition as our optimal control. We firstly derive a sufficient equilibrium condition for second-order continuously differentiable utility funtions. Then we use power... Visit MoneyScience for the Complete Article. |
| Posted: 27 Feb 2014 05:38 PM PST The raising importance of renewable energy, especially solar and wind power, led to new impacts on the formation of electricity prices. Hence, this paper introduces an econometric model for the hourly time series of electricity prices of the EEX which incorporates specific features like renewable energy. The model consists of several sophisticated and established approaches and can be regarded as... Visit MoneyScience for the Complete Article. |
| Blog Post: TheFinancialServicesClub: The state of RBS: a ghost of banking past Posted: 27 Feb 2014 08:58 AM PST Just been reviewing the results of Royal Bank of Scotland and, unsurprisingly, it’s the ghost of banking past.read more... Visit MoneyScience for the Complete Article. |
| Blog Post: iMFdirect: How Real Is The Recovery In The Euro Area? Posted: 27 Feb 2014 08:53 AM PST By Reza Moghadamread more... Visit MoneyScience for the Complete Article. |
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