Monday, March 19, 2012

MoneyScience News

MoneyScience News

@FTAlphaville - Greece CDS payout cheatsheet http://t.co/6pZbGTR0 #quant #risk #finance #tcm

Posted: 19 Mar 2012 04:27 AM PDT

moneyscience: @FTAlphaville - Greece CDS payout cheatsheet http://t.co/6pZbGTR0 #quant #risk #finance #tcm

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What's in a Name? For Business Schools, $Millions - http://t.co/w6jQhc77

Posted: 19 Mar 2012 04:12 AM PDT

BusinessSchools: What's in a Name? For Business Schools, $Millions - http://t.co/w6jQhc77

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UKâs Warwick Business School eyes Delhi campus - http://t.co/p3vhIhLW - @WarwickBSchool

Posted: 19 Mar 2012 04:12 AM PDT

BusinessSchools: UK’s Warwick Business School eyes Delhi campus - http://t.co/p3vhIhLW - @WarwickBSchool

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Now that big finance companies are not paying as much as they used to, some are questioning the MBAâs true ROI http://t.co/3RY5aSYu #tcm

Posted: 19 Mar 2012 04:12 AM PDT

BusinessSchools: Now that big finance companies are not paying as much as they used to, some are questioning the MBA’s true ROI http://t.co/3RY5aSYu #tcm

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Are full time Business School courses losing some of their appeal? http://t.co/uwDLETZq

Posted: 19 Mar 2012 04:12 AM PDT

BusinessSchools: Are full time Business School courses losing some of their appeal? http://t.co/uwDLETZq

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Now that big finance companies are not paying as much as they used to, some are questioning the MBA's true ROI http://t.co/KYZw3XP4 #tcm

Posted: 19 Mar 2012 03:55 AM PDT

moneyscience: Now that big finance companies are not paying as much as they used to, some are questioning the MBA’s true ROI http://t.co/KYZw3XP4 #tcm

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Blog Post: TheFinancialServicesClub: Virgin Rock's plans

Posted: 19 Mar 2012 03:55 AM PDT

I've been having a bit of a Richard Branson overload this week.read more...

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A new era for global financial standards? http://t.co/76lPHJU5 #tcm

Posted: 19 Mar 2012 03:40 AM PDT

moneyscience: A new era for global financial standards? http://t.co/76lPHJU5 #tcm

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SWIFT confirms it has been instructed to discontinue communications services to Iranian financial institutions http://t.co/8HvcCKXJ #tcm

Posted: 19 Mar 2012 03:40 AM PDT

moneyscience: SWIFT confirms it has been instructed to discontinue communications services to Iranian financial institutions http://t.co/8HvcCKXJ #tcm

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Resources on Research and Publishing at MoneyScience - http://t.co/ZEo63tZz #tcm

Posted: 19 Mar 2012 03:40 AM PDT

moneyscience: Resources on Research and Publishing at MoneyScience - http://t.co/ZEo63tZz #tcm

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Resources on Research and Publishing at MoneyScience - http://t.co/lxftZ3vS #tcm

Posted: 19 Mar 2012 03:39 AM PDT

BusinessSchools: Resources on Research and Publishing at MoneyScience - http://t.co/lxftZ3vS #tcm

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The 10 Rules of Great Paper Writing - intended for economics students http://t.co/YIi7mV5i

Posted: 19 Mar 2012 03:39 AM PDT

BusinessSchools: The 10 Rules of Great Paper Writing - intended for economics students http://t.co/YIi7mV5i

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Blog Post: HighFrequencyTradingReview: Upcoming Panel Session on News Analytics and News-Based Trading

Posted: 19 Mar 2012 03:38 AM PDT

This Thursday evening, I’ll be moderating The Mankoff Company’s “After the Bell” panel discussion on News-Based Trading, at the Grange Holborn Hotel in London.read more...

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Research Library: Hedge Fund Herding: The Apologists’ Evidence (pdf)

Posted: 19 Mar 2012 03:22 AM PDT

Blerina Reca, Richard Sias and H. J. Turtle Abstract The popular press and conventional wisdom holds that hedge funds trade excessively, engage in herding, and, as a result, destabilize markets. We examine hedge fund herding using a proprietary dataset that identifies hedge funds filing 13(f) reports. Hedge funds’ role in the market dramatically increases over time and hedge funds exhibit...

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Blog Post: PatrickBurns: Review of 'The Origin of Financial Crisesâ by George Cooper

Posted: 19 Mar 2012 02:51 AM PDT

The subtitle is “Central banks, credit bubbles and the efficient market fallacy”.read more...

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Blog Post: RobertPestonBlog: Will China own our roads?

Posted: 19 Mar 2012 02:33 AM PDT

The government believes that by handing over responsibility to the private sector for maintenance and expansion of motorways and trunk roads via long leases it would get more bang for its buck - and it hopes that drivers would be pleased to see that government revenues of perhaps a billion pounds a year had been pledged for the long term, not any longer subject to annual budget haggling.read...

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Blog Post: FINalternatives: Hedge Fund Association Elects Ackles President, Names New Board

Posted: 19 Mar 2012 02:05 AM PDT

The Hedge Fund Association has elected Mitch Ackles, a public relations executive specializing in the hedge fund industry, as president of the non-profit association. Ron Geffner, a law partner at Sadis & Goldberg and an expert in regulations affecting hedge funds, has been elected to his second term as HFA vice president.read more...

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The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @DCULINK @garylindblad @SantiagoIniguez

Posted: 19 Mar 2012 12:37 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @DCULINK @garylindblad @SantiagoIniguez

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Blog Post: Debtwatch: Super Corporate Heroes: Truth, Justice, and How Much Does It Pay?

Posted: 18 Mar 2012 11:55 PM PDT

One of the many great ironies of American culture is that a society which lauds capitalism is also home to the fantasy of the selfless SuperHero: entities ranging from an ordinary but wealthy human (Batman) to an extraordinary but poor Extra-Terrestrial (Superman), who spend their days saving us mere mortals, for no obvious recompense. Well […] ↓ Read the rest of this entry...

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Blog Post: MusingsonMarkets: Greg Smith on Goldman: An indictment of investment banking?

Posted: 18 Mar 2012 07:57 PM PDT

Greg Smith, the Goldman VP who resigned with a searing indictment of Goldman Sachs in the New York Times, has created quite a commotion. Predictably, the responses, which are understandably heated, have fallen into two extremes. On the one side are those who are predisposed to believe the worst about investment bankers and view this as vindication for their view that investment bankers are...

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Published / Preprint: Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources. (arXiv:1203.3757v1 [math.OC])

Posted: 18 Mar 2012 05:37 PM PDT

In this paper we study a continuous time, optimal stochastic investment problem under limited resources in a market with N firms. The investment processes are subject to a time-dependent stochastic constraint. Rather than using a dynamic programming approach, we exploit the concavity of the profit functional to derive some necessary and sufficient first order conditions for the corresponding...

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Published / Preprint: CRRA Utility Maximization under Risk Constraints. (arXiv:1106.1702v2 [q-fin.PM] UPDATED)

Posted: 18 Mar 2012 05:37 PM PDT

This paper studies the problem of optimal investment with CRRA (constant, relative risk aversion) preferences, subject to dynamic risk constraints on trading strategies. The market model considered is continuous in time and incomplete. the prices of financial assets are modeled by It\^o processes. The dynamic risk constraints, which are time and state dependent, are generated by risk...

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Blog Post: AllAboutAlpha: Operational Incubation The New Standard for Investors and Managers

Posted: 18 Mar 2012 05:29 PM PDT

It's the new asset manager's chicken/egg syndrome. You need a track record to get AUM, but you need AUM to get a track record. What's a new manager to do?

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Blog Post: TheReformedBroker: A Billion Bernie Madoffs

Posted: 18 Mar 2012 05:04 PM PDT

Can China ever clean up its economic data collection - and does it actually want to?

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Blog Post: TimingLogic: One More On Coke And BPA While I am At It

Posted: 18 Mar 2012 03:23 PM PDT

Coke denies the science behind BPA.  Science that is very hard to deny.  Even the largest canned products company, Campbell’s, who has been very resistant to change, has capitulated and is going to rid its packaging of BPA.   Between artificial sweeteners, fructose, artificial colors and BPA, packaged drinks have a major impact on our health.

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Blog Post: mathfinance: Write for Us

Posted: 18 Mar 2012 11:15 AM PDT

I have got few emails and messages recently asking for the possibility to write an article and post on Quantitative finance collector blog, for example, "I have come across finance sites and am willing to contribute with an article. Please do let me know if you are interested to do so", "I love to write unique finance articles & after seeing ur site I have written one unique article for ur site....

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Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @Equinix @fitzanalytics @IBMInitiate

Posted: 18 Mar 2012 06:02 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @Equinix @fitzanalytics @IBMInitiate

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Research Library: The Role of Risk Aversion in Non-Conscious Decision Making

Posted: 09 Mar 2012 01:26 AM PST

Shuo Wang, Ian Krajbich Ralph Adolphs and Naotsugu Tsuchiya Abstract To what extent can people choose advantageously without knowing why they are making those choices? This hotly debated question has capitalized on the Iowa Gambling Task (IGT), in which people often learn to choose advantageously without appearing to know why. However, because the IGT is unconstrained in many respects, this...

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Market Manipulation and Algorithmic Trading: The Next Wave of Regulatory Enforcement?

Posted: 09 Mar 2012 01:12 AM PST

All About Alpha reports on a paper published in Bloomberg's Security Regulation and Law Report:read more...

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