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- Blog Post: TheAlephBlog: Meeting the 'Bond Kingâ
- Vendor News: Fidessa takes Best Execution Management System crown in Financial News Awards
- Blog Post: TheFinancialServicesClub: My head is in the clouds
- algorithm-spotted-ebola-outbreak-9-days-who-announced-it-263875
- Behavioural economics in policymaking: Andrew Leigh
- Consistency of internal risk measure estimates. (arXiv:1410.4382v1 [q-fin.RM]) - Quantitative Finance at arXiv's blog - MoneyScience
- Regret and economic decision-making | vox
- Published / Preprint: Consistency of internal risk measure estimates. (arXiv:1410.4382v1 [q-fin.RM])
- Blog Post: iMFdirect: Good Governance Curbs Excessive Bank Risks
Blog Post: TheAlephBlog: Meeting the 'Bond Kingâ Posted: 17 Oct 2014 04:07 AM PDT |
Vendor News: Fidessa takes Best Execution Management System crown in Financial News Awards Posted: 17 Oct 2014 04:06 AM PDT |
Blog Post: TheFinancialServicesClub: My head is in the clouds Posted: 17 Oct 2014 03:39 AM PDT |
algorithm-spotted-ebola-outbreak-9-days-who-announced-it-263875 Posted: 17 Oct 2014 02:13 AM PDT |
Behavioural economics in policymaking: Andrew Leigh Posted: 17 Oct 2014 02:13 AM PDT |
Posted: 17 Oct 2014 02:13 AM PDT |
Regret and economic decision-making | vox Posted: 17 Oct 2014 02:13 AM PDT |
Published / Preprint: Consistency of internal risk measure estimates. (arXiv:1410.4382v1 [q-fin.RM]) Posted: 16 Oct 2014 05:38 PM PDT This paper concerns the computation of risk measures for financial data and asks how, given a risk measurement procedure, we can tell whether the answers it produces are correct. We draw the distinction between `external' and `internal' risk measures and concentrate on the latter, where we observe data in real time, make predictions and observe outcomes. It is argued that evaluation of such... Visit MoneyScience for the Complete Article. |
Blog Post: iMFdirect: Good Governance Curbs Excessive Bank Risks Posted: 16 Oct 2014 09:28 AM PDT |
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