MoneyScience News |
- Blog Post: enhyper: netmap - user space NIC ring buffer
- Budget 2012
- Blog Post: HighFrequencyTradingReview: IPC extends financial markets network reach with connectivity to Turkey
- Published / Preprint: Realism in quantitative finance: a note
- Published / Preprint: Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach
- Published / Preprint: The Leviathan model: Absolute dominance, generalised distrust and other patterns emerging from combining vanity with opinion propagation
- Blog Post: TheFinancialServicesClub: Innovators break the rules
- Blog Post: TalesfromaTradingDesk: Will PubNub Influence Single Bank Platforms Data Delivery?
- Blog Post: RobertPestonBlog: Is a 7% stamp duty a workable mansion tax?
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @BPP @HandelshoyskBI @EuromedMgmt
- Blog Post: PsyFiBlog: Craving a High: Trading on Dopamine
- Blog Post: WealthandCapitalMarketsBlog: 4.25.12: Celent Securities & Investments Webinar: The Chinese Derivatives Market: Deregulation Brings Opportunities
- Blog Post: TheAlephBlog: Book Review: Backstage Wall Street
- Blog Post: Debtwatch: My paper for INET's Berlin 2012 Conference
- Blog Post: AllAboutAlpha: Too Many Worries or Too Few for Pension Fund Sponsors
- RT @moneyscience How Does the Market React to Your Order Flow? http://t.co/dGHRnHW9 #hft #quant
- Research on MoneyScience - http://t.co/P8rAJHtf
- Blog Post: FinanceClippings: Facebook paying 1.1% underwriting fee
- Blog Post: TheReformedBroker: Fast Money Halftime Clips: Only Price Pays
- Blog Post: FINalternatives: Taylor Woods To Close Fund At $1.3 Billion
- Blog Post: TimingLogic: Morgan Keegan and Goldman Sachs Up Apple Price Target The Value Of All Publicly-Traded Companies In Russia.
- Blog Post: InstituteforNewEconomicThinking: Philip Mirowski - Why Is There a Nobel Memorial Prize in Economics?
- Strategic Hedge Fund Planning
- Blog Post: TheMonetaryFuture: Esquire Editor Fined for Promoting Silk Road
- Blog Post: KnowingandMaking: Behavioural economics: the Kylie Minogue of market research
- Published / Preprint: Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent (CEPR DP8905)
- Published / Preprint: Aspirations, Well-being, Risk-Aversion and Loss-Aversion (CEPR DP8904)
- Published / Preprint: Can Rare Events Explain the Equity Premium Puzzle? (CEPR DP8899)
- Published / Preprint: Change You Can Believe In? Hedge Fund Data Revisions (CEPR DP8898)
- Blog Post: QFINANCE: China considers opening up the Renminbi
- MoneyScience Daily is out! http://t.co/yz3zw0GO : Top stories today via @ppearlman @wallstreettech @EpicureanDeal
- Upcoming Training from Deutsche Börse Capital Markets Academy - http://t.co/88vKSUWx #tcm #financialtraining
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @NiemannCapital @FStechnology @nanexllc
Blog Post: enhyper: netmap - user space NIC ring buffer Posted: 21 Mar 2012 04:25 AM PDT |
Posted: 21 Mar 2012 04:12 AM PDT |
Posted: 21 Mar 2012 03:28 AM PDT |
Published / Preprint: Realism in quantitative finance: a note Posted: 21 Mar 2012 02:35 AM PDT |
Posted: 21 Mar 2012 02:31 AM 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: 21 Mar 2012 02:31 AM PDT We propose an opinion dynamics model that combines processes of vanity and opinion propagation. The interactions take place between randomly chosen pairs. During an interaction, the agents propagate their opinions about themselves and about other people they know. Moreover, each individual is subject to vanity: if her interlocutor seems to value her highly, then she increases her opinion about... Visit MoneyScience for the Complete Article. |
Blog Post: TheFinancialServicesClub: Innovators break the rules Posted: 21 Mar 2012 02:05 AM PDT |
Blog Post: TalesfromaTradingDesk: Will PubNub Influence Single Bank Platforms Data Delivery? Posted: 21 Mar 2012 01:50 AM PDT Today (as previously blogged), there are 5 or so commercial products currently used in the financial services space for web real-time messaging (sometimes referred to as last-mile messaging) – primarily used by Single Bank/Dealer Platforms (SBP/SDP). Given PubNub’s recent fund raising and performance push, I’m curious to see if their cloud service makes any inroads into the SBP... Visit MoneyScience for the Complete Article. |
Blog Post: RobertPestonBlog: Is a 7% stamp duty a workable mansion tax? Posted: 21 Mar 2012 01:11 AM PDT |
Posted: 21 Mar 2012 12:46 AM PDT |
Blog Post: PsyFiBlog: Craving a High: Trading on Dopamine Posted: 21 Mar 2012 12:36 AM PDT Pathological InvestorsâA pathological gambler dies and thinks he is in heaven because he wins every time he plays. Very quickly after constantly winning his wagers, he requests to be sent to hell, only to find out that he is already there.âSapra and Zak, Neurofinance: Bridging Psychology, Neurology and Investor Behavior Neuroeconomists, that breed of behavioral researchers seeking to link... Visit MoneyScience for the Complete Article. |
Posted: 20 Mar 2012 11:12 PM PDT |
Blog Post: TheAlephBlog: Book Review: Backstage Wall Street Posted: 20 Mar 2012 10:56 PM PDT |
Blog Post: Debtwatch: My paper for INET's Berlin 2012 Conference Posted: 20 Mar 2012 07:15 PM PDT My paper “Instability in Financial Markets: Sources and Remedies” for the INET conference “Paradigm Lost: Rethinking Economics and Politics“, to be held in Berlin on April 12-14, is now available via the INET website. If you’d like to download it, you can get it either from my INET page, or from a link on the […] ↓ Read the rest of this entry... Visit MoneyScience for the Complete Article. |
Blog Post: AllAboutAlpha: Too Many Worries or Too Few for Pension Fund Sponsors Posted: 20 Mar 2012 06:19 PM PDT The top four risks facing pension fund sponsors, in the order of importance assigned to them by those sponsors, are: underfunding of liabilities; asset & liability mismatch; asset allocation; meeting return goals. These are the same four goals that were top rated last year. âThe year-over-year consistency in the top four risk factors ⦠is not entirely surprisingâ the study authors say.... Visit MoneyScience for the Complete Article. |
RT @moneyscience How Does the Market React to Your Order Flow? http://t.co/dGHRnHW9 #hft #quant Posted: 20 Mar 2012 05:06 PM PDT |
Research on MoneyScience - http://t.co/P8rAJHtf Posted: 20 Mar 2012 05:06 PM PDT |
Blog Post: FinanceClippings: Facebook paying 1.1% underwriting fee Posted: 20 Mar 2012 03:10 PM PDT |
Blog Post: TheReformedBroker: Fast Money Halftime Clips: Only Price Pays Posted: 20 Mar 2012 01:31 PM PDT |
Blog Post: FINalternatives: Taylor Woods To Close Fund At $1.3 Billion Posted: 20 Mar 2012 10:53 AM PDT |
Posted: 20 Mar 2012 10:52 AM PDT Italy was simply too little, too late. Russiaâs publicly- traded companies have a value of a little less than $1 trillion. With this upgrade Apple would be closing in on the value of all publicly-traded companies in Russia; a country with a population of 150 million people. That would include all of the publicly-trade oil, natural gas and mineral reserves of the largest... Visit MoneyScience for the Complete Article. |
Posted: 20 Mar 2012 09:49 AM PDT |
Posted: 20 Mar 2012 09:32 AM PDT |
Blog Post: TheMonetaryFuture: Esquire Editor Fined for Promoting Silk Road Posted: 20 Mar 2012 09:05 AM PDT From this March 15th, 2012 Russia Today television broadcast, it is interesting to watch the news anchors struggle around trying not to mention something that they are not allowed to mention. According to realhuman on the Reddit site, "Police called it 'promotion of drugs'. The magazine published buyers' reviews about different sellers and how to log in with tor and buy with bitcoin. The fine... Visit MoneyScience for the Complete Article. |
Blog Post: KnowingandMaking: Behavioural economics: the Kylie Minogue of market research Posted: 20 Mar 2012 09:02 AM PDT Do you remember those catchy tunes from the late 1980s? I Should Be So Lucky? The Locomotion? The first time you heard them they were quite fun, memorable even. But then they got more airplay. And more. And more. Radio stations figured out that the sugary, bubbly popness of the tunes would cut through a lot of background noise and get your attention, so they played them again and again. Soon... Visit MoneyScience for the Complete Article. |
Posted: 20 Mar 2012 06:52 AM PDT Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent Author(s): Viral V Acharya, Marco Pagano, Paolo Volpin CEPR Discussion Paper Number 8905 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 01/03/2012 Keyword(s): executive compensation, managerial talent, managerial turnover,... Visit MoneyScience for the Complete Article. |
Published / Preprint: Aspirations, Well-being, Risk-Aversion and Loss-Aversion (CEPR DP8904) Posted: 20 Mar 2012 06:52 AM PDT Aspirations, Well-being, Risk-Aversion and Loss-Aversion Author(s): Kees Koedijk, Rachel A J Pownall, Meir Statman CEPR Discussion Paper Number 8904 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 01/03/2012 Keyword(s): behavioural portfolio theory, loss-aversion, prospect theory, risk-taking,... Visit MoneyScience for the Complete Article. |
Published / Preprint: Can Rare Events Explain the Equity Premium Puzzle? (CEPR DP8899) Posted: 20 Mar 2012 06:52 AM PDT Can Rare Events Explain the Equity Premium Puzzle? Author(s): Anisha Ghosh, Christian Julliard CEPR Discussion Paper Number 8899 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE), International Macroeconomics (IM) Date of Publication: 01/03/2012 Keyword(s): Calibration, Cross-Section of Asset Returns, Equity Premium... Visit MoneyScience for the Complete Article. |
Published / Preprint: Change You Can Believe In? Hedge Fund Data Revisions (CEPR DP8898) Posted: 20 Mar 2012 06:52 AM PDT Change You Can Believe In? Hedge Fund Data Revisions Author(s): Andrew J Patton, Tarun Ramadorai, Michael Streatfield CEPR Discussion Paper Number 8898 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 12/03/2012 Keyword(s): asymmetric information, disclosure, finance regulation, hedge funds,... Visit MoneyScience for the Complete Article. |
Blog Post: QFINANCE: China considers opening up the Renminbi Posted: 20 Mar 2012 06:31 AM PDT |
Posted: 20 Mar 2012 06:24 AM PDT |
Posted: 20 Mar 2012 06:24 AM PDT |
Posted: 20 Mar 2012 06:01 AM PDT |
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