Saturday, March 10, 2012

MoneyScience News

MoneyScience News


Blog Post: TheReformedBroker: Jobs vs Profits: Be Careful What You Wish For

Posted: 10 Mar 2012 04:41 AM PST

"This is arguably the iconic chart of the recovery. It shows corporate government and personal consumption (red) hitting brand new highs, while total employment (blue) lags badly from old highs."

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Published / Preprint: Valuing a high-tech growth company: the case of EchoStar Communications Corporation

Posted: 10 Mar 2012 02:31 AM PST

The European Journal of Finance, Volume 0, Issue 0, Page 1-26, Ahead of Print.

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Published / Preprint: Effects of skewness and kurtosis on production and hedging decisions: a skewed t distribution approach

Posted: 10 Mar 2012 02:31 AM PST

The European Journal of Finance, Volume 0, Issue 0, Page 1-12, Ahead of Print.

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Published / Preprint: Optimal portfolio selection in nonlinear arbitrage spreads

Posted: 10 Mar 2012 02:31 AM PST

The European Journal of Finance, Volume 0, Issue 0, Page 1-22, Ahead of Print.

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Published / Preprint: Football championships and jersey sponsorsâ stock prices: an empirical investigation

Posted: 10 Mar 2012 02:31 AM PST

The European Journal of Finance, Volume 0, Issue 0, Page 1-14, Ahead of Print.

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Published / Preprint: Stock Loans in Incomplete Markets

Posted: 10 Mar 2012 02:30 AM PST

Applied Mathematical Finance, Volume 0, Issue 0, Page 1-19, Ahead of Print.

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Blog Post: TheAlephBlog: Sorted Weekly Tweets

Posted: 10 Mar 2012 01:47 AM PST

Here’s the news of the past week:read more...

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Cass News: The madness of crowds will be back http://t.co/bXTI778f

Posted: 09 Mar 2012 10:54 PM PST

BusinessSchools: Cass News: The madness of crowds will be back http://t.co/bXTI778f

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No such pipe, or this pipe has been deleted

Posted: 09 Mar 2012 04:36 PM PST

This data comes from pipes.yahoo.com but the Pipe does not exist or has been deleted.

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RT @TandF_Economics Don't forget to log in/sign up for 7 days FREE ACCESS to 4 top Finance Journals including Qu... http://t.co/P270ipNI

Posted: 09 Mar 2012 01:59 PM PST

moneyscience: RT @TandF_Economics Don't forget to log in/sign up for 7 days FREE ACCESS to 4 top Finance Journals including Qu... http://t.co/P270ipNI

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Blog Post: MoneyManagersLive: Paragon's Top Flight Portfolio Increased 410.7% Over 14 Years

Posted: 09 Mar 2012 01:50 PM PST

Paragon Wealth Management’s growth portfolio, Top Flight, increased 410.7 percent from January 1998 through February 2012. “We are happy to see these numbers over a 14-year time span in our growth portfolio,” said Dave Young, president and founder of Paragon Wealth Management. Young designed Top Flight in January 1998 to be a dynamic, overall solution for the growth portion of a portfolio....

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Blog Post: OddheadBlog: Prediction Market PowWow at Yahoo! Research New York, August 2011

Posted: 09 Mar 2012 12:28 PM PST

I am incredibly lucky. Last August, I spent three days straight thinking almost exclusively about one topic: prediction markets, mostly algorithms. Even better, I was in great company: eleven incredible visitors from across the country took time out of their busy schedules to join me at Yahoo! Research NYC in an impromptu “prediction market powwow”: Yiling Chen, Sanmay Das, Lance...

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Blog Post: WealthandCapitalMarketsBlog: SEF malaise- the calm before the storm?

Posted: 09 Mar 2012 12:20 PM PST

Market participants are frustrated. Swap Execution Facilities (SEFs) in the US market should have been a reality by now. Instead, we have faced numerous delays and await SEF registration rules, likely in April. After that point, more debate and comments will occur until probably near the end of the year. Electronic trading of swaps on SEFs (acting as actual SEFs) may occur by the end of the...

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Blog Post: HighFrequencyTradingReview: With High-Frequency Trading, Financial Firms Face New Challenges

Posted: 09 Mar 2012 12:14 PM PST

In recent years, the financial industry has witnessed a revolution. To discuss, debate, and seek a bit of consensus on the crucial issues impacting the industry, I met earlier this year in New York with a team of experts at the Electronic Trading Innovation Council. For the event, Cisco partnered with the founders of the council, Julio Gomez and Clay Booma. I was joined by my Cisco...

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RT @QFINANCEnews: Neo-classical economics led us into a cul-de-sac. Now we must find a way out http://t.co/yPzVX7Rk

Posted: 09 Mar 2012 12:14 PM PST

moneyscience: RT @QFINANCEnews: Neo-classical economics led us into a cul-de-sac. Now we must find a way out http://t.co/yPzVX7Rk

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The madness of crowds will be back

Posted: 09 Mar 2012 10:15 AM PST

Professor Andrew Oswald delivers thought provoking lecture

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Blog Post: FINalternatives: JPMorgan, Normandy Hill Vets Ready Hedge Fund

Posted: 09 Mar 2012 08:46 AM PST

Another proprietary trading exile is joining forces with a Normandy Hill Capital veteran to launch a special situations hedge fund.read more...

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Welcome to the Week in MoneyScience - Digest 09/03/12 - http://t.co/uyk3K9kl #Science #Finance #Technology #Research #quant

Posted: 09 Mar 2012 08:18 AM PST

BusinessSchools: Welcome to the Week in MoneyScience - Digest 09/03/12 - http://t.co/uyk3K9kl #Science #Finance #Technology #Research #quant

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Blog Post: TimingLogic: Update On China's Economic Miracle

Posted: 09 Mar 2012 08:17 AM PST

China has been a central focus on here since starting this blog seven years ago.  To my knowledge we were the first in the financial community to write about the coming bust in China.    And, our focus is substantially different than those who in the last few years have started to recognize that a real estate crisis was brewing in the country.    Those are...

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The Week in MoneyScience - Digest 09/03/12

Posted: 09 Mar 2012 08:10 AM PST

Welcome to the MoneyScience Weekly Digest! To get a copy in your email box every week, you can SIGN UP HERE, or to see previous editions go HERE.read more...

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Blog Post: iMFdirect: Lagarde on Women in Leadership

Posted: 09 Mar 2012 07:56 AM PST

At the Women in the World Summit in New York on March 8, International Monetary Fund Managing Director Christine Lagarde spoke to historian Niall Ferguson about the role of women in leadership around the world, saying it might be a safer place if more women were in charge.read more...

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Blog Post: QFINANCE: Neo-classical economics led us into a cul-de-sac. Now we must find a way out

Posted: 09 Mar 2012 07:27 AM PST

Blog Post: mathfinance: 200 Moving Average Week in Review 090312

Posted: 09 Mar 2012 06:19 AM PST

Hidden Markov model applied to FX prediction: can we use Markov Switching model for trading strategy?3 ways to the use the 200 day moving average: 3 ways to use 200 day moving average to identify trend, slope and crossover.Modeling Interest Rates with One Factor and Maturity-Dependent Volatility: detailed example of using Heath Jarrow and Morton (HJM) interest rate model.Interview: Patrick Burns...

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Following fall in profits and row over tax avoidance schemes, Barclays Bank pays chief executive's £5.7m tax bill http://t.co/5SEqsu6H #tcm

Posted: 09 Mar 2012 04:54 AM PST

moneyscience: Following fall in profits and row over tax avoidance schemes, Barclays Bank pays chief executive's £5.7m tax bill http://t.co/5SEqsu6H #tcm

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GARP, 2011 Risk Manager of the Year Awarded to Aaron Brown, AQR Capital Management

Posted: 01 Mar 2012 12:11 AM PST

The Global Association of Risk Professionals, (GARP, www.garp.org ) presented its 2011 Risk Manager of the Year Award today to Aaron Brown, Head of Risk Management for AQR Capital Management at the Association's 13th Annual Risk Management Convention & Exhibition at the New York Marriott Marquis in New York City. read more...

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