MoneyScience News |
- @foxjust on yesterday's Andy Haldane speech - http://t.co/txhAFDaK which you can read about here: http://t.co/qMPlTCQg #tcm
- Blog Post: TheReformedBroker: QOTD: China's Hard Landing in Progress
- Blog Post: RobertPestonBlog: Is Tesco past its British best?
- @foxjust on yesterday's Andy Haldane speech - http://t.co/j6iTgSbJ which you can read about here: http://t.co/CjgiPmMy #tcm
- 10 reasons Ph.D. students fail - http://t.co/8uVVzbkQ #tcm
- The number of new hedge funds surged last year to the highest level since 2007 - http://t.co/irURVOqF #tcm
- 10 reasons Ph.D. students fail - http://t.co/ioVPM1yC #tcm
- Research Library: The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches
- Blog Post: QFINANCE: Greed Is Indeed Good at Goldman?
- Fixing #LIBOR - @TheEconomist http://t.co/YVl7iVdk #tcm
- Funny - Why I am leaving the Empire, by Darth Vader http://t.co/9gy9WkFB #tcm
- Blog Post: HighFrequencyTradingReview: Dodd Frank: How Will the Rule Impact Swaps and Derivatives in Europe?
- Published / Preprint: Estimating the Loss from the Disposition Effect: A Simulation Study
- Published / Preprint: Mental Accounting and False Reference Points in Real Estate Investment Decision Making
- Published / Preprint: Money Illusion and Nominal Inertia in Experimental Asset Markets
- Published / Preprint: Can Diversification be Learned?
- Published / Preprint: Automated Finance: The Assumptions and Behavioral Aspects of Algorithmic Trading
- Published / Preprint: Psychological and Social Forces Behind Aggregate Financial Market Behavior
- Published / Preprint: Behavioral Aspects of Covered Call Writing: An Empirical Investigation
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @IEbusiness @uniofbrighton @EuromedMgmt
- Blog Post: PsyFiBlog: Caught in a Rat Trap: Jevons' Paradox
- Blog Post: FINalternatives: Lone Pine, Goldman Vets To Launch Fund In July
- Blog Post: TheFinancialServicesClub: Things worth reading: 15th March 2012
- Blog Post: TheAlephBlog: An Advanced Penny Stock Scam
- Published / Preprint: Using Decision Tree Learner to Classify Solvency Position for Thai Non-life Insurance Companies. (arXiv:1203.3031v1 [q-fin.RM])
- Published / Preprint: Empirical Evidence for the Structural Recovery Model. (arXiv:1203.3188v1 [q-fin.RM])
- Published / Preprint: Default Swap Games Driven by Spectrally Negative Levy Processes. (arXiv:1105.0238v3 [q-fin.PR] UPDATED)
- Blog Post: AllAboutAlpha: Catastrophism Versus Darwinism: Dodd-Frank as Climate Change
- Blog Post: FinanceClippings: Buy and hold - dead or alive?
- Blog Post: Debtwatch: Economics without a blind-spot on debt
- Blog Post: Falkenblog: The Emergent Nature of Doing Good
- Retired academics: are UK universities making the most of emeritus staff? http://t.co/PWTTGAJM
- Blog Post: TimingLogic: Goldman Sachs Executive Criticizes Firm For Ripping Off Clients
- Published / Preprint: Prosperity is associated with instability in dynamical networks
- Towards a common financial language - speech by Andrew Haldane
- Financial Technology News Report is out! http://t.co/Jdseecpa
- Research Library: When You Cannot Hedge Continuously: The Corrections to Black-Scholes (1998)
- Research Library: On the Black-Scholes Equation: Various Derivations (pdf)
| Posted: 15 Mar 2012 04:46 AM PDT moneyscience: @foxjust on yesterday's Andy Haldane speech - http://t.co/txhAFDaK which you can read about here: http://t.co/qMPlTCQg #tcm Visit MoneyScience for the Complete Article.      |
| Blog Post: TheReformedBroker: QOTD: China's Hard Landing in Progress Posted: 15 Mar 2012 04:44 AM PDT Quote. Visit MoneyScience for the Complete Article.    |
| Blog Post: RobertPestonBlog: Is Tesco past its British best? Posted: 15 Mar 2012 04:22 AM PDT I was slightly surprised to see that Tesco's chief executive, Philip Clarke, is taking direct management control of the group's huge UK business - because when we talked in recent months one of his themes has been the importance he places on running this huge global business in a more devolved way than was the case under his redoubtable predecessor, Sir Terry Leahy.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 04:15 AM PDT fin_tech: @foxjust on yesterday's Andy Haldane speech - http://t.co/j6iTgSbJ which you can read about here: http://t.co/CjgiPmMy #tcm Visit MoneyScience for the Complete Article.    |
| 10 reasons Ph.D. students fail - http://t.co/8uVVzbkQ #tcm Posted: 15 Mar 2012 03:59 AM PDT BusinessSchools: 10 reasons Ph.D. students fail - http://t.co/8uVVzbkQ #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 03:53 AM PDT moneyscience: The number of new hedge funds surged last year to the highest level since 2007 - http://t.co/irURVOqF #tcm Visit MoneyScience for the Complete Article.    |
| 10 reasons Ph.D. students fail - http://t.co/ioVPM1yC #tcm Posted: 15 Mar 2012 03:53 AM PDT moneyscience: 10 reasons Ph.D. students fail - http://t.co/ioVPM1yC #tcm Visit MoneyScience for the Complete Article.    |
| Research Library: The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches Posted: 15 Mar 2012 03:48 AM PDT Michael Ehrmann European Central Bank (ECB) David-Jan Jansen De Nederlandsche Bank Abstract At the 2010 FIFA World Cup in South Africa, many soccer matches were played during stock market trading hours, providing us with a natural experiment to analyze fluctuations in investor attention. Using minute-by-minute trading data for fifteen international stock exchanges, we present three key... Visit MoneyScience for the Complete Article.    |
| Blog Post: QFINANCE: Greed Is Indeed Good at Goldman? Posted: 15 Mar 2012 03:45 AM PDT    |
| Fixing #LIBOR - @TheEconomist http://t.co/YVl7iVdk #tcm Posted: 15 Mar 2012 03:27 AM PDT moneyscience: Fixing #LIBOR - @TheEconomist http://t.co/YVl7iVdk #tcm Visit MoneyScience for the Complete Article.    |
| Funny - Why I am leaving the Empire, by Darth Vader http://t.co/9gy9WkFB #tcm Posted: 15 Mar 2012 03:13 AM PDT moneyscience: Funny - Why I am leaving the Empire, by Darth Vader http://t.co/9gy9WkFB #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 02:47 AM PDT The Dodd Frank rule will have a significant effect on the European swaps and derivatives market, alongside other regulation that will cause many businesses to alter their operations.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Estimating the Loss from the Disposition Effect: A Simulation Study Posted: 15 Mar 2012 02:31 AM PDT Journal of Behavioral Finance, Volume 13, Issue 1, Page 1-10, January-March 2012. Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 02:31 AM PDT Journal of Behavioral Finance, Volume 13, Issue 1, Page 17-26, January-March 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Money Illusion and Nominal Inertia in Experimental Asset Markets Posted: 15 Mar 2012 02:31 AM PDT Journal of Behavioral Finance, Volume 13, Issue 1, Page 27-37, January-March 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Can Diversification be Learned? Posted: 15 Mar 2012 02:31 AM PDT Journal of Behavioral Finance, Volume 13, Issue 1, Page 38-50, January-March 2012. Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 02:31 AM PDT Journal of Behavioral Finance, Volume 13, Issue 1, Page 51-55, January-March 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Psychological and Social Forces Behind Aggregate Financial Market Behavior Posted: 15 Mar 2012 02:31 AM PDT Journal of Behavioral Finance, Volume 13, Issue 1, Page 56-65, January-March 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Behavioral Aspects of Covered Call Writing: An Empirical Investigation Posted: 15 Mar 2012 02:31 AM PDT Journal of Behavioral Finance, Volume 13, Issue 1, Page 66-79, January-March 2012. Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 12:34 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @IEbusiness @uniofbrighton @EuromedMgmt Visit MoneyScience for the Complete Article.    |
| Blog Post: PsyFiBlog: Caught in a Rat Trap: Jevons' Paradox Posted: 15 Mar 2012 12:24 AM PDT Depleted As natural sources of fuel deplete there is, not unnaturally, a concern to introduce more efficiency, to conserve our resources. The idea is that by producing more efficient cars, heating systems or whatever we’ll decrease fuel use and buy ourselves more time to do whatever it is we need to do: melt the polar icecaps, most likely. Unfortunately, this is exactly wrong. If we make more... Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: Lone Pine, Goldman Vets To Launch Fund In July Posted: 14 Mar 2012 11:48 PM PDT Two veteran Asia hands are set to launch their first hedge fund togetherâ€"which they hope will raise at least US$1 billionâ€"at the beginning of the third quarter.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 15th March 2012 Posted: 14 Mar 2012 11:11 PM PDT Things we're reading today include ...read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: An Advanced Penny Stock Scam Posted: 14 Mar 2012 10:37 PM PDT Don’t buy what someone wants to sell you. Buy what you have researched, and know that it is what you want to buy, because it is valuable.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Mar 2012 05:36 PM PDT This paper introduces a Decision Tree Learner as an early warning system for classification of the non-life insurance companies according to their financial solid as strong, moderate, weak, or insolvency. In this study, we ran several experiments to show that the proposed model can achieve a good result using standard 10 fold crossvalidation, split train and test data set, and separated test set.... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Mar 2012 05:36 PM PDT While defaults are rare events, losses can be substantial even for credit portfolios with a large number of contracts. Therefore, not only a good evaluation of the probability of default is crucial, but also the severity of losses needs to be estimated. The recovery rate is often modeled independently with regard to the default probability, whereas the Merton model yields a functional dependence... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Mar 2012 05:36 PM PDT This paper studies game-type credit default swaps that allow the protection buyer and seller to raise or reduce their respective positions once prior to default. This leads to the study of an optimal stopping game subject to early default termination. Under a structural credit risk model based on spectrally negative Levy processes, we apply the principles of smooth and continuous fit to identify... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Catastrophism Versus Darwinism: Dodd-Frank as Climate Change Posted: 14 Mar 2012 05:36 PM PDT The Grant Thornton paper maintains that the asset management industry achieved "performance and operational efficiencies" during 2011, and this sounds like the sort of marginal adaptation that play a large part in Charles Darwins' writings, to which GT's Winstoin Wilson alluded. But ... the report also treats the regulatory environment as a meteor, capable of wiping out even the best-adapted of... Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceClippings: Buy and hold - dead or alive? Posted: 14 Mar 2012 04:08 PM PDT My colleague, Craig Newmark, has two on the death (or not) of buy and hold investing. I am clearly in the buy and hold camp. There isn't really a better alternative unless you have a time machine. Visit MoneyScience for the Complete Article.    |
| Blog Post: Debtwatch: Economics without a blind-spot on debt Posted: 14 Mar 2012 03:12 PM PDT I’m being interviewed by Paul Mason for the BBC Radio 4 program Analysis on April 3rd, in front of an audience at the London School of Economics from 6.30-8pm. If you’d like to attend, you can book a place via this link (“Banks vs the Economy“). Bookings are free but essential, and will open on […] ↓ Read the rest of this entry... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: The Emergent Nature of Doing Good Posted: 14 Mar 2012 11:50 AM PDT Ex-Goldman employee Greg Smith wrote a New York Times editorial on the standard lament that his company doesn't care about the customer any more:Today, many of these leaders display a Goldman Sachs culture quotient of exactly zero percent. I attend derivatives sales meetings where not one single minute is spent asking questions about how we can help clients. It’s purely about how we can make... Visit MoneyScience for the Complete Article.    |
| Retired academics: are UK universities making the most of emeritus staff? http://t.co/PWTTGAJM Posted: 14 Mar 2012 09:49 AM PDT BusinessSchools: Retired academics: are UK universities making the most of emeritus staff? http://t.co/PWTTGAJM Visit MoneyScience for the Complete Article.    |
| Blog Post: TimingLogic: Goldman Sachs Executive Criticizes Firm For Ripping Off Clients Posted: 14 Mar 2012 09:42 AM PDT These revelations are simply confirmation of what anyone willing to embrace reality already knew. We have seen it in revelation after revelation of their smarmy activities or as Goldman’s CEO has stated, “Doing God’s work.â€. This dynamic has been building since Wall Street got its legs back underneath it in the Great Depression they were responsible... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Prosperity is associated with instability in dynamical networks Posted: 14 Mar 2012 09:27 AM PDT Social, biological and economic networks grow and decline with occasional fragmentation and re-formation, often explained in terms of external perturbations. We show that these phenomena can be a direct consequence of simple imitation and internal conflicts between ‘cooperators’ and ‘defectors’. We employ a game-theoretic model of dynamic network formation where successful individuals are... Visit MoneyScience for the Complete Article.    |
| Towards a common financial language - speech by Andrew Haldane Posted: 14 Mar 2012 07:54 AM PDT In a speech drawn from a paper presented at the Securities Industry and Financial Markets Association’s (SIFMA) Legal Entity Identifier Symposium in New York, Andrew Haldane – Executive Director for Financial Stability and member of the Financial Policy Committee – considers the benefits of finance adopting a common language that he believes “…could transform both... Visit MoneyScience for the Complete Article.    |
| Financial Technology News Report is out! http://t.co/Jdseecpa Posted: 14 Mar 2012 05:57 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa Visit MoneyScience for the Complete Article.    |
| Research Library: When You Cannot Hedge Continuously: The Corrections to Black-Scholes (1998) Posted: 14 Mar 2012 05:56 AM PDT Emanuel Derman Goldman Sach Quantitative Strategies Research Notes Introduction The insight behind the Black-Scholes formula for options valuation is the recognition that, if you know the future volatility of a stock, you can replicate an option payoff exactly by a continuous rebalancing of a portfolio consisting of the underlying stock and a risk-free bond. If... Visit MoneyScience for the Complete Article.    |
| Research Library: On the Black-Scholes Equation: Various Derivations (pdf) Posted: 14 Mar 2012 05:26 AM PDT Manabu Kishimoto Abstract One of the significant equations in financial mathematics is the Black-Scholes equation, a partial differential equation that governs the value of financial derivatives, such as options. In this paper, various derivations of the Black-Scholes equation are illustrated. Throughout these derivations, core concepts in financial mathematics, such as Ito’s lemma, the... Visit MoneyScience for the Complete Article.    |
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