MoneyScience News |
- Blog Post: TheFinancialServicesClub: Mobile payments is so hot right now, it burns
- Upcoming Training from Deutsche Börse Capital Markets Academy - http://t.co/ITMAgAsZ #tcm #financialtraining
- Blog Post: TheReformedBroker: BlackRock: Global Financial SWAT Team
- Blog Post: relmbo: Janet Cowell: The Treasurer of Wall Street
- Blog Post: NumericalAlgorithmsGroup: How to worry about everything (and nothing)
- RT @TandF_Economics Don't forget to bookmark our subject news page for all the latest offers & free access from ... http://t.co/GO33AcmX
- Blog Post: TalesfromaTradingDesk: Time Series Visualization
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @essecventures @IsenbergUMass @DardenMBA
- Elsevier Boycott Update: 8,200+ researchers now signed up - http://t.co/Kriro4me #tcm
- Elsevier Boycott Update: 8,200+ researchers now signed up - http://t.co/mbfovsLV #tcm
- @Cassinthenews: Can employee trust be maintained in the face of job cuts? http://t.co/xRZN88P1
- Blog Post: Falkenblog: Haidt on Moral Values
- Blog Post: TheAlephBlog: Industry Ranks March 2012
- Blog Post: AllAboutAlpha: Examiner Reports on an Ongoing Family Saga
- Published / Preprint: Transversality Conditions for Stochastic Higher-Order Optimality: Continuous and Discrete Time Problems. (arXiv:1203.3869v1 [math.OC])
- Published / Preprint: Growth Optimal Portfolios in Discrete-time Markets Under Transaction Costs. (arXiv:1203.4153v1 [cs.SY])
- Published / Preprint: Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach. (arXiv:1203.4156v1 [q-fin.PM])
- Published / Preprint: On Admissible Strategies in Robust Utility Maximization. (arXiv:1109.5512v2 [q-fin.PM] UPDATED)
- Blog Post: frontrunthedelta: ETF / Futures Arbitrage: Deviation in Practice
- RT @QFINANCEnews: Goldman Sachs' Culture: When Making Money Isn't Enough http://t.co/mLecZw0L
- Blog Post: QuantPythonista: vbench Lightning Talk Slides from PyCon 2012
- Blog Post: FinanceClippings: Felix opines on Apple's dividend.
- Blog Post: iMFdirect: The Logic and Fairness of Greece's Program
- Published / Preprint: Analysis of stochastic time series in N dimensions in the presence of strong measurement noise
- Blog Post: FINalternatives: BofAML: Hedge Funds Climb 0.24% In March
- Blog Post: RobertPestonBlog: How credit easing works
- Blog Post: CapitalManagementServicesGroup: Federal and State Securities Law on Finders, Brokers, and Finder's Fees
- Blog Post: WealthandCapitalMarketsBlog: Stressing all the way to the starting line
- Wiley Finance Newsletter March: Successfully Navigate The Post-Reform World
- MoneyScience Daily is out! http://t.co/yz3zw0GO : Top stories today via @fin_tech @delong @EmanuelDerman
- Blog Post: QFINANCE: Goldman Sachs' Culture: When Making Money Isn't Enough
- Blog Post: HighFrequencyTradingReview: International exchanges walk high-frequency trading tightrope [Financial News]
- Blog Post: TimingLogic: One More Look At The Monstrosity Of Wall Street - Apple's Stock
Blog Post: TheFinancialServicesClub: Mobile payments is so hot right now, it burns Posted: 20 Mar 2012 04:52 AM PDT |
Posted: 20 Mar 2012 04:51 AM PDT |
Blog Post: TheReformedBroker: BlackRock: Global Financial SWAT Team Posted: 20 Mar 2012 04:17 AM PDT |
Blog Post: relmbo: Janet Cowell: The Treasurer of Wall Street Posted: 20 Mar 2012 03:37 AM PDT A review of State Treasurer campaign finance records from www.FollowTheMoney.org shows North Carolina State Treasurer Cowell ranks 3rd in the United States in raising campaign funds from out of state. Only treasurers from Rhode Island and Iowa raise more campaign funds as a percentage from out of state, and North Carolina Treasurer Cowell actually raised more in dollar terms than both... Visit MoneyScience for the Complete Article. |
Blog Post: NumericalAlgorithmsGroup: How to worry about everything (and nothing) Posted: 20 Mar 2012 03:26 AM PDT Worry - To feel uneasy or concerned about something. In my last post I wrote about managing your e-mail inbox (in the narrow sense) and, more broadly, managing your work and commitments. I ended that last post with this quote: "If you worry about everything, then you don't have to worry about anything." At least one reader suggested that I owed them an explanation and so here it is. You'll... Visit MoneyScience for the Complete Article. |
Posted: 20 Mar 2012 03:13 AM PDT |
Blog Post: TalesfromaTradingDesk: Time Series Visualization Posted: 20 Mar 2012 02:36 AM PDT |
Posted: 20 Mar 2012 01:36 AM PDT |
Elsevier Boycott Update: 8,200+ researchers now signed up - http://t.co/Kriro4me #tcm Posted: 20 Mar 2012 12:54 AM PDT |
Elsevier Boycott Update: 8,200+ researchers now signed up - http://t.co/mbfovsLV #tcm Posted: 20 Mar 2012 12:28 AM PDT |
@Cassinthenews: Can employee trust be maintained in the face of job cuts? http://t.co/xRZN88P1 Posted: 19 Mar 2012 11:45 PM PDT |
Blog Post: Falkenblog: Haidt on Moral Values Posted: 19 Mar 2012 10:32 PM PDT I really enjoyed Jonathan Haidt's latest book, the Righteous Mind. It is filled with many facts and ideas I wasn't aware of, and it makes me feel like I know more about myself and the world. Reading such books is one of the finer pleasures in life. There are many things I found interesting and profound. For example, sport is to war as porn is to sex, probably a harmless release for an... Visit MoneyScience for the Complete Article. |
Blog Post: TheAlephBlog: Industry Ranks March 2012 Posted: 19 Mar 2012 10:19 PM PDT |
Blog Post: AllAboutAlpha: Examiner Reports on an Ongoing Family Saga Posted: 19 Mar 2012 06:46 PM PDT The parent corporation, Dynegy Inc. (NYSE: DYN) did not file for bankruptcy. As of August 31 of last year, Dynegy's only asset was the equity in Dynegy Holdings, which in turn owned various operating subsidiaries. But on September 1, Dynegy Holdings transferred its coal power facilities to Dynegy. Two months later Dynegy Holdings and related entities filed. Visit MoneyScience for the Complete Article. |
Posted: 19 Mar 2012 05:35 PM PDT Higher-order optimization problems naturally appear when investigating the effects of a patent with finite length, as in the pioneering work of Futagami and Iwaisako (2007). In this paper, we establish the Euler equations and transversality conditions necessary for analyzing such higher-order optimization problems. We develop our results for stochastic general reduced-form models and consider... Visit MoneyScience for the Complete Article. |
Posted: 19 Mar 2012 05:35 PM PDT We investigate portfolio selection problem from a signal processing perspective and study how an investor should distribute wealth over two assets in order to maximize the cumulative wealth. We construct portfolios that provide the optimal growth in i.i.d. discrete time two-asset markets under proportional transaction costs. As the market model, we consider arbitrary discrete distributions on the... Visit MoneyScience for the Complete Article. |
Posted: 19 Mar 2012 05:35 PM PDT We study optimal investment in a financial market having a finite number of assets from a signal processing perspective. We investigate how an investor should distribute capital over these assets and when he should reallocate the distribution of the funds over these assets to maximize the cumulative wealth over any investment period. In particular, we introduce a portfolio selection algorithm... Visit MoneyScience for the Complete Article. |
Posted: 19 Mar 2012 05:35 PM PDT The existence of optimal strategy in robust utility maximization is addressed when the utility function is finite on the entire real line. A delicate problem in this case is to find a "good definition" of admissible strategies, so that an optimizer is obtained. Under suitable assumptions, especially a time-consistency property of the set of probabilities which describes the model uncertainty, we... Visit MoneyScience for the Complete Article. |
Blog Post: frontrunthedelta: ETF / Futures Arbitrage: Deviation in Practice Posted: 19 Mar 2012 04:38 PM PDT |
RT @QFINANCEnews: Goldman Sachs' Culture: When Making Money Isn't Enough http://t.co/mLecZw0L Posted: 19 Mar 2012 04:24 PM PDT |
Blog Post: QuantPythonista: vbench Lightning Talk Slides from PyCon 2012 Posted: 19 Mar 2012 03:48 PM PDT |
Blog Post: FinanceClippings: Felix opines on Apple's dividend. Posted: 19 Mar 2012 02:19 PM PDT Felix Salmon, talks about Apple's dividend. I usually agree with what Felix says - he's a smart, insightful guy, but I think he's off base here on a couple of points. First he argues that Apple has no control over the level of the dividend yield (D/P) because Apple can't set its stock price. This is plain wrong. Sure, Apple can't control its stock price, but it should at least... Visit MoneyScience for the Complete Article. |
Blog Post: iMFdirect: The Logic and Fairness of Greece's Program Posted: 19 Mar 2012 01:52 PM PDT |
Posted: 19 Mar 2012 10:46 AM PDT An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed with strong, exponentially correlated, Gaussian distributed, measurement noise it is possible to extract the strength and the correlation functions of the... Visit MoneyScience for the Complete Article. |
Blog Post: FINalternatives: BofAML: Hedge Funds Climb 0.24% In March Posted: 19 Mar 2012 10:29 AM PDT |
Blog Post: RobertPestonBlog: How credit easing works Posted: 19 Mar 2012 09:08 AM PDT |
Posted: 19 Mar 2012 08:48 AM PDT |
Blog Post: WealthandCapitalMarketsBlog: Stressing all the way to the starting line Posted: 19 Mar 2012 06:30 AM PDT The US Federal Reserve last week announced summary results of the latest round of bank stress tests, which show that the majority of the largest U.S. banks would continue to meet supervisory expectations for capital adequacy despite large projected losses in an extremely adverse hypothetical economic scenario. This is essentially a report card of how 19 of the largest US banks would fare under... Visit MoneyScience for the Complete Article. |
Wiley Finance Newsletter March: Successfully Navigate The Post-Reform World Posted: 19 Mar 2012 06:22 AM PDT |
Posted: 19 Mar 2012 05:58 AM PDT |
Blog Post: QFINANCE: Goldman Sachs' Culture: When Making Money Isn't Enough Posted: 19 Mar 2012 05:50 AM PDT |
Posted: 19 Mar 2012 05:19 AM PDT |
Blog Post: TimingLogic: One More Look At The Monstrosity Of Wall Street - Apple's Stock Posted: 19 Mar 2012 05:09 AM PDT The perfect linear regression of its stock price from the 2009 lows is a sign of algorithmic trading controlling the stock. The near vertical rise over the last handful of weeks is most certainly a sign of a contrived blow off top. When hedge funds are able to move a price to new highs, they are often capable of catapulting the stock because there are no sellers. In other words,... Visit MoneyScience for the Complete Article. |
You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
Google Inc., 20 West Kinzie, Chicago IL USA 60610 |