MoneyScience News |
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @essecventures @ucberkeleynews @fisherosu_mba
- Blog Post: HighFrequencyTradingReview: The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data [Bicchetti, Maystre]
- Blog Post: TheFinancialServicesClub: The crowdsourced bank
- Published / Preprint: 12Apr/Bank of Korea - Bank for International Settlements - International Monetary Fund: joint conference concludes on macrofinancial linkages and their policy implications
- Blog Post: TheAlephBlog: Book Review: Strategic Intuition
- Blog Post: PsyFiBlog: Facebook Friends Can Make You Poor
- Blog Post: Falkenblog: A Radical Egalitarian Speaks
- Blog Post: TheReformedBroker: That Gary Shilling Video with the S&P 800 Call Everyone's Talking About
- Published / Preprint: Comparative and qualitative robustness for law-invariant risk measures. (arXiv:1204.2458v1 [q-fin.RM])
- Published / Preprint: Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion. (arXiv:1104.4548v2 [q-fin.PR] UPDATED)
- Blog Post: AllAboutAlpha: Axioma: Make Only the Bets You Intend to Make
- Blog Post: frontrunthedelta: New Blog of Interest: Limit Up Trading
- Vendor News: ITG to Announce First Quarter 2012 Results
- Blog Post: FINalternatives: Tyrus Quits London For Monaco
- Blog Post: EconometricsBeat: EconAcademics.org
- Blog Post: QFINANCE: Does income inequality lead to global busts?
- Blog Post: iMFdirect: Seven Billion Reasons to Worry: The Financial Impact of Living Longer
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @moonlightpr @ischmerken @moneyscience @mfdvbrokers
- Research Library: The Supply and Demand of Alpha (pdf)
- Research Library: Predicting Financial Distress and the Performance of Distressed Stocks (pdf)
| Posted: 12 Apr 2012 02:50 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @essecventures @ucberkeleynews @fisherosu_mba Visit MoneyScience for the Complete Article.      |
| Posted: 12 Apr 2012 02:46 AM PDT Abstractread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: The crowdsourced bank Posted: 12 Apr 2012 02:04 AM PDT I’ve been thinking about how to build a bank for a while, and have been partly inspired by the examples of (bank)simple and movenbank.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 12 Apr 2012 12:32 AM PDT Press release about BoK-BIS-IMF conference 2012 (BIS press release 11 April 2012) Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Book Review: Strategic Intuition Posted: 12 Apr 2012 12:30 AM PDT We all know how to be logical; at least most of us do. But logic only takes us so far. Real progress comes through those who are willing to take old ideas, combine them, and use them to solve an unrelated existing problem.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: PsyFiBlog: Facebook Friends Can Make You Poor Posted: 11 Apr 2012 11:14 PM PDT Talk, Talk, Talk Economists have had an extraordinary new idea. They’ve noticed that people communicate with one another and this has opened up a new line of analysis. Maybe these social interactions are somehow important in investment decisions? Alright, enough sarcasm. The likely involvement of social interaction in causing the diffusion of investing ideas has been around for a while, but... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: A Radical Egalitarian Speaks Posted: 11 Apr 2012 06:10 PM PDT Most egalitarian redistribution schemes are couched in terms of efficiency, but this Stanford sociologist says to screw that:Unfortunately this all presupposes that money can buy what is needed to make the elite suburbs and poor inner cities generate equal results. When the expected equality does not materialize, more coercive policies must be introduced, the end game would be extremely ugly. Visit MoneyScience for the Complete Article.    |
| Posted: 11 Apr 2012 06:02 PM PDT Video. Visit MoneyScience for the Complete Article.    |
| Posted: 11 Apr 2012 05:30 PM PDT When estimating the risk of a P&L from historical data or Monte Carlo simulation, the robustness of the estimate is important. We argue here that Hampel's classical notion of qualitative robustness is not suitable for risk measurement and we propose and analyze a refined notion of robustness that applies to tail-dependent law-invariant convex risk measures on Orlicz space. This concept of... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Apr 2012 05:30 PM PDT On a multi-assets Black-Scholes economy, we introduce a class of barrier options. In this model we apply a generalized reflection principle in a context of the finite reflection group acting on a Euclidean space to give a valuation formula and the semi-static hedge. Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Axioma: Make Only the Bets You Intend to Make Posted: 11 Apr 2012 05:10 PM PDT AllAboutAlpha discusses alpha, risk and constraints with Axioma CEO Dr. Sebastián Ceria. Visit MoneyScience for the Complete Article.    |
| Blog Post: frontrunthedelta: New Blog of Interest: Limit Up Trading Posted: 11 Apr 2012 05:09 PM PDT For those interested in automated trading strategies, currency trading, and software development in the trading world, check out Limit Up Trading. I have had a great deal of dialogue with the author over the last few months and he has proven to be very knowledgeable regarding markets, microstructure, and the programming necessary to properly operate in today's market. He... Visit MoneyScience for the Complete Article.    |
| Vendor News: ITG to Announce First Quarter 2012 Results Posted: 11 Apr 2012 01:17 PM PDT table.hugin { border-} td.hugin { padding: 3px; border-} NEW YORK, April 11, 2012 - ITG (NYSE: ITG), a leading agency research broker and financial technology firm, plans to announce first quarter 2012 financial results on Thursday, May 3, 2012, in a press release that will be issued before the opening of the market. The press release will also be available on the firm's website at... Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: Tyrus Quits London For Monaco Posted: 11 Apr 2012 10:46 AM PDT Tyrus Capital has all but left London, relocating most of its staffâ€"including its top staffâ€"to Monaco.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: EconometricsBeat: EconAcademics.org Posted: 11 Apr 2012 08:32 AM PDT This, last evening, from Christian Zimmermann, at the Federal Reserve Bank of St. Louis: "Dear Blogger, Congratulations, you made the list! The Federal Reserve Bank of St. Louis is launching a blog aggregator, EconAcademics.org, to highlight and promote the discussion of economics research. Your blog is part of this effort. This email explains why and how you can help promote the... Visit MoneyScience for the Complete Article.    |
| Blog Post: QFINANCE: Does income inequality lead to global busts? Posted: 11 Apr 2012 07:25 AM PDT    |
| Blog Post: iMFdirect: Seven Billion Reasons to Worry: The Financial Impact of Living Longer Posted: 11 Apr 2012 07:21 AM PDT read more... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Apr 2012 05:57 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @moonlightpr @ischmerken @moneyscience @mfdvbrokers Visit MoneyScience for the Complete Article.    |
| Research Library: The Supply and Demand of Alpha (pdf) Posted: 27 Mar 2012 06:23 AM PDT Harry Markowitz, Robert Snigaroff and David Wroblewski Abstract This paper analyzes the supply and demand for alpha by institutional investors and them money managers who serve them. A large database of products offered by such managers is used to estimate how the demand for such products increases as a function of achieved excess returns and how the ability to produce such excess returns... Visit MoneyScience for the Complete Article.    |
| Research Library: Predicting Financial Distress and the Performance of Distressed Stocks (pdf) Posted: 27 Mar 2012 06:18 AM PDT John Y. Campbell, Jens Hilscher, and Jan Szilagyi Abstract In this paper we consider the measurement and pricing of distress risk. We present a model of corporate failure in which accounting and market-based measures forecast the likelihood of future financial distress. Our best model is more accurate than leading alternative measures of corporate failure risk. We then use our measure... Visit MoneyScience for the Complete Article.    |
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