MoneyScience News |
- Do governments achieve better #risk sharing and consumption smoothing than markets? http://t.co/By7EZCzi (pdf) #tcm
- Blog Post: mathfinance: Interview: Donald R. van Deventer Risk Management
- Video - Systemic Risk: Insights from Networks - Daron Acemoglu
- Blog Post: TheAlephBlog: Notes on the 2011 Berkshire Hathaway Annual Report, Part 2
- Blog Post: FINalternatives: Long-Time Singapore Sovereign Exec. To Launch Hedge Fund
- Blog Post: QFINANCE: Rise of Asian Middle Classes becomes the New Growth Engine
- The Journal of Finance Forthcoming: "Noisy Prices and Inference Regarding Returns" http://t.co/7FmkKuJg #tcm
- The Journal of Finance Forthcoming: Capital Budgeting vs. Market Timing: An Evaluation Using Demographics - http://t.co/LlodUd1x #tcm
- The Philosophy of Public Finance by Mason Gaffney (pdf) http://t.co/85eyV3PO #economics #tcm
- "Retrospective legislation" to end "aggressive tax avoidance" by financial institutions" http://t.co/LPOTZrAG #tcm
- The Journal of Finance - Forthcoming: Are Overconfident CEOs Better Innovators? http://t.co/uZJ5Q89D
- Blog Post: TheFinancialServicesClub: Retail financial channels are not as simple as some think
- Blog Post: TalesfromaTradingDesk: UX: Pitch and Concepts
- Published / Preprint: Modelling, Pricing and Hedging Counterparty Credit Exposure: A Technical Guide, by G. Cesari, J. Aquilina, N. Charpillon, Z. Filipovic, G. Lee and I. Manda
- Published / Preprint: Calendar
- Published / Preprint: Models for stock returns
- Published / Preprint: American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations
- The Financial Education Daily is out! http://t.co/TYlzia3F
- UC Berkeley study finds unethical behavior motivated by positive attitudes to greed
- Cass News: Cass professor presents to the crème of the Spanish legal industry http://t.co/xC4X9Pp9
- Add database functionality to Matlab with SQLite - http://t.co/fK1AoUWZ #tcm
- Published / Preprint: A Black--Scholes Model with Long Memory. (arXiv:1202.5574v1 [q-fin.PR])
- Published / Preprint: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1 [q-fin.RM])
- Published / Preprint: Second-order Price Dynamics: Approach to Equilibrium with Perpetual Arbitrage. (arXiv:1202.5926v1 [q-fin.GN])
- Blog Post: RobertPestonBlog: Crackdown on Barclays tax schemes
- Blog Post: AllAboutAlpha: Aleynikov Released: Second Circuit Doesn't Love a Wall
- Blog Post: TheReformedBroker: Appearance: Thomson Reuters Online Financial Symposium
- Crisis, danger and possible 'severe and long-term impacts for the UK': report on postgrad education by the 1994 Group http://t.co/SnkQieeU
- Ultra-low-power processors and the Data Center - http://t.co/ZjKpgzve #tcm
- Published / Preprint: Cover
- Published / Preprint: Editorial Board
- Published / Preprint: Forthcoming Articles
- Published / Preprint: Table of Contents
- Study proposes new measure of world equity market segmentation
- Blog Post: FinanceProfessor: Why Do Individuals Exhibit Investment Biases? by Henrik Cronqvist, Stephan Siegel :: SSRN
- Blog Post: WealthandCapitalMarketsBlog: The Busy European Wealth Management Market'¦
- Cass professor presents to the crème of the Spanish legal industry
- Blog Post: TimingLogic: Watch The Documentary 'Freshâ Free Until March 3rd
- Blog Post: HighFrequencyTradingReview: Interactive Data 7ticks Further Expands Global Connectivity Capabilities
- Blog Post: FinanceClippings: IQ and Investing
- Published / Preprint: On the Approximation of the SABR Model: A Probabilistic Approach
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @hftreview @fin_tech @niemanncapital @fstechnology
| Posted: 28 Feb 2012 03:55 AM PST moneyscience: Do governments achieve better #risk sharing and consumption smoothing than markets? http://t.co/By7EZCzi (pdf) #tcm Visit MoneyScience for the Complete Article.      |
| Blog Post: mathfinance: Interview: Donald R. van Deventer Risk Management Posted: 28 Feb 2012 03:42 AM PST Dr. Donald R. van Deventer is the Chairman and Chief Executive Officer of Kamakura Corporation, the world's leading provider of risk management solutions. His primary financial consulting and research interests involve the practical application of leading edge financial theory to solve critical financial risk management problems. He was elected to the 50 member RISK Magazine Hall of Fame in 2002.... Visit MoneyScience for the Complete Article.    |
| Video - Systemic Risk: Insights from Networks - Daron Acemoglu Posted: 28 Feb 2012 03:17 AM PST This talk was given at the 2012 American Finance Association meeting in Chicago. read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Notes on the 2011 Berkshire Hathaway Annual Report, Part 2 Posted: 28 Feb 2012 03:16 AM PST Picking up where the last post left off:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: Long-Time Singapore Sovereign Exec. To Launch Hedge Fund Posted: 28 Feb 2012 03:07 AM PST After a career at a Singapore sovereign wealth fund, Aje Saigal will continue to manage the city-state's moneyâ€"at his own hedge fund.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: QFINANCE: Rise of Asian Middle Classes becomes the New Growth Engine Posted: 28 Feb 2012 03:03 AM PST    |
| Posted: 28 Feb 2012 02:51 AM PST moneyscience: The Journal of Finance Forthcoming: "Noisy Prices and Inference Regarding Returns" http://t.co/7FmkKuJg #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 28 Feb 2012 02:51 AM PST moneyscience: The Journal of Finance Forthcoming: Capital Budgeting vs. Market Timing: An Evaluation Using Demographics - http://t.co/LlodUd1x #tcm Visit MoneyScience for the Complete Article.    |
| The Philosophy of Public Finance by Mason Gaffney (pdf) http://t.co/85eyV3PO #economics #tcm Posted: 28 Feb 2012 02:51 AM PST moneyscience: The Philosophy of Public Finance by Mason Gaffney (pdf) http://t.co/85eyV3PO #economics #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 28 Feb 2012 02:51 AM PST moneyscience: "Retrospective legislation" to end "aggressive tax avoidance" by financial institutions" http://t.co/LPOTZrAG #tcm Visit MoneyScience for the Complete Article.    |
| The Journal of Finance - Forthcoming: Are Overconfident CEOs Better Innovators? http://t.co/uZJ5Q89D Posted: 28 Feb 2012 02:51 AM PST BusinessSchools: The Journal of Finance - Forthcoming: Are Overconfident CEOs Better Innovators? http://t.co/uZJ5Q89D Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Retail financial channels are not as simple as some think Posted: 28 Feb 2012 02:09 AM PST A lengthy discussion yesterday about retail distribution channels for banks.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TalesfromaTradingDesk: UX: Pitch and Concepts Posted: 28 Feb 2012 01:46 AM PST Interesting read on the pitch process from an agency perspective.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 28 Feb 2012 12:09 AM PST Quantitative Finance, Volume 12, Issue 3, Page 341-342, March 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Calendar Posted: 28 Feb 2012 12:09 AM PST Quantitative Finance, Volume 12, Issue 3, Page 343, March 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Models for stock returns Posted: 28 Feb 2012 12:09 AM PST Quantitative Finance, Volume 12, Issue 3, Page 411-424, March 2012. Visit MoneyScience for the Complete Article.    |
| Posted: 27 Feb 2012 11:50 PM PST Applied Mathematical Finance, Volume 0, Issue 0, Page 1-24, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| The Financial Education Daily is out! http://t.co/TYlzia3F Posted: 27 Feb 2012 11:34 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F Visit MoneyScience for the Complete Article.    |
| UC Berkeley study finds unethical behavior motivated by positive attitudes to greed Posted: 27 Feb 2012 10:38 PM PST The upper class has a higher propensity for unethical behavior, being more likely to believe – as did Gordon Gekko in the movie "Wall Street" – that "greed is good," according to a new study from the University of California, Berkeley. (abstract here)"The increased unethical tendencies of upper-class individuals are driven, in part, by their more favorable attitudes toward greed,"... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Feb 2012 10:32 PM PST BusinessSchools: Cass News: Cass professor presents to the crème of the Spanish legal industry http://t.co/xC4X9Pp9 Visit MoneyScience for the Complete Article.    |
| Add database functionality to Matlab with SQLite - http://t.co/fK1AoUWZ #tcm Posted: 27 Feb 2012 10:21 PM PST fin_tech: Add database functionality to Matlab with SQLite - http://t.co/fK1AoUWZ #tcm Visit MoneyScience for the Complete Article.    |
| Published / Preprint: A Black--Scholes Model with Long Memory. (arXiv:1202.5574v1 [q-fin.PR]) Posted: 27 Feb 2012 05:36 PM PST This note develops a stochastic model of asset volatility. The volatility obeys a continuous-time autoregressive equation. Conditions under which the process is asymptotically stationary and possesses long memory are characterised. Connections with the class of ARCH($\infty$) processes are sketched. Visit MoneyScience for the Complete Article.    |
| Posted: 27 Feb 2012 05:36 PM PST In this paper, the market extension of set-valued risk measures for models with proportional transaction costs is linked with set-valued risk minimization problems. As a particular example, the set-valued average value at risk (AV@R) is defined and its market extension and corresponding risk minimization problems are studied. We show that for a finite probability space the calculation of the... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Feb 2012 05:36 PM PST The notion that economies should normally be in equilibrium is by now well-established; equally well-established is that economies are almost never precisely in equilibrium. Using a very general formulation, we show that under dynamics that are second-order in time a price system can remain away from equilibrium with permanent and repeating opportunities for arbitrage, even when a damping term... Visit MoneyScience for the Complete Article.    |
| Blog Post: RobertPestonBlog: Crackdown on Barclays tax schemes Posted: 27 Feb 2012 05:07 PM PST All Britain's big banks have signed a code committing them not to engage in tax avoidance.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Aleynikov Released: Second Circuit Doesn't Love a Wall Posted: 27 Feb 2012 05:07 PM PST Some managers of HFT or algorithmic funds must have felt some relief upon the arrest of Sergey Aleynikov in July 2009, his conviction in December 2010, or his imprisonment the following March. Programmers in the financial world were put on notice that criminal prosecution was among the possible consequences were they to treat their knowledge of their employer's edge as a marketable commodity.... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheReformedBroker: Appearance: Thomson Reuters Online Financial Symposium Posted: 27 Feb 2012 03:03 PM PST This Wednesday morning at 8:45 AM I'll be on a panel at the 2012 Thomson Reuters Online Financial Symposium. The panel is called: Emergence of [...] Visit MoneyScience for the Complete Article.    |
| Posted: 27 Feb 2012 12:18 PM PST BusinessSchools: Crisis, danger and possible 'severe and long-term impacts for the UK': report on postgrad education by the 1994 Group http://t.co/SnkQieeU Visit MoneyScience for the Complete Article.    |
| Ultra-low-power processors and the Data Center - http://t.co/ZjKpgzve #tcm Posted: 27 Feb 2012 12:15 PM PST fin_tech: Ultra-low-power processors and the Data Center - http://t.co/ZjKpgzve #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 27 Feb 2012 11:48 AM PST    |
| Published / Preprint: Editorial Board Posted: 27 Feb 2012 11:48 AM PST    |
| Published / Preprint: Forthcoming Articles Posted: 27 Feb 2012 11:48 AM PST    |
| Published / Preprint: Table of Contents Posted: 27 Feb 2012 11:48 AM PST    |
| Study proposes new measure of world equity market segmentation Posted: 27 Feb 2012 11:36 AM PST NEW YORK – February 24, 2012 – A recent study in the Review of Financial Studies proposes a new, valuation-based measure of equity market segmentation. Equity market segmentation occurs when stocks of similar risk in different countries are priced differently. The study, by Columbia Business School Professor Geert Bekaert, Chazen Senior Scholar at The Jerome A. Chazen Institute of... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Feb 2012 11:32 AM PST    |
| Blog Post: WealthandCapitalMarketsBlog: The Busy European Wealth Management Market'¦ Posted: 27 Feb 2012 09:40 AM PST The European wealth management market continues to evolve: firms evaluating the best ways to service their customers and technology vendors investing in upgrading their systems and reaching out to customers across multiple channels. It had been a few years since we had seen so much activity in the European wealth management market.read more... Visit MoneyScience for the Complete Article.    |
| Cass professor presents to the crème of the Spanish legal industry Posted: 27 Feb 2012 09:24 AM PST Professor Laura Empson spoke on her research on leadership and governance in law firms Visit MoneyScience for the Complete Article.    |
| Blog Post: TimingLogic: Watch The Documentary 'Freshâ Free Until March 3rd Posted: 27 Feb 2012 08:20 AM PST I highly recommend you watch this documentary. It is sort of a follow up to the Documentary “Food, Inc†with many of the same voices. It is available free until March 3rd at Mercola’s link. You may have to give an email address for his newsletter for the link to work but that’s not such a bad thing. Mercola speaks many truths about food, our dysfunctional health... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Feb 2012 08:02 AM PST Interactive Data Corporation, a leading provider of financial market data, analytics and related solutions, today announced that it has significantly expanded the global connectivity of its Interactive Data 7ticks(R) network to support the delivery of managed low and ultra-low latency market data feed services designed for advanced trading applications.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceClippings: IQ and Investing Posted: 27 Feb 2012 05:50 AM PST Robert Shiller discusses a recent Journal of Finance article that finds a link between IQ and the amount of exposure to stocks an individual has in his/her retirement portfolio. Shiller concludes that what is needed is more financial education. I couldn't agree more. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: On the Approximation of the SABR Model: A Probabilistic Approach Posted: 27 Feb 2012 05:34 AM PST Applied Mathematical Finance, Volume 0, Issue 0, Page 1-34, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Posted: 27 Feb 2012 05:01 AM PST fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @hftreview @fin_tech @niemanncapital @fstechnology Visit MoneyScience for the Complete Article.    |
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