MoneyScience News |
- Fascinating bit of history: The Economic Organisation of a P.O.W. camp (1945) http://t.co/WRGDNjAY
- Research Library: The Economic Organisation of a P.O.W. camp (pdf, 1945)
- RT @acuityrm: Video: Lombard Odier advocates different approach to asset allocation - http://t.co/HEHa4ZLX #riskmanagement
- Blog Post: iMFdirect: Africa and the Great Recession: Changing Times
- RT @zbodie: Why We Regulate http://t.co/N70nDrJI
- Blog Post: PatrickBurns: Random portfolios: 6 steps to a better fund management industry
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @juanmariasegura
- Blog Post: TheFinancialServicesClub: Things worth reading: 14th May 2012
- Blog Post: Falkenblog: Hedges Don't Lose Money?
- Published / Preprint: Constructing Sublinear Expectations on Path Space. (arXiv:1205.2415v1 [math.PR])
- Published / Preprint: Equilibrium Distribution of Labor Productivity: A Theoretical Model. (arXiv:1205.2470v1 [q-fin.ST])
- Published / Preprint: A different perspective on retirement income sustainability: the blueprint for a ruin contingent life annuity (RCLA). (arXiv:1205.2513v1 [q-fin.RM])
- Published / Preprint: Weighted-indexed semi-Markov models for modeling financial returns. (arXiv:1205.2551v1 [q-fin.ST])
- Published / Preprint: Maximum entropy distribution of stock price fluctuations. (arXiv:1106.4957v2 [q-fin.ST] UPDATED)
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @roustech @automatedtrader @dorothyfriedman
- Event: Introduction to Hedging with Futures - Bangkok
- Event: Introduction to the London Metal Exchange - Bangkok
- Event: Introduction to Hedging with Futures - Dusseldorf
- Event: Introduction to the London Metal Exchange - Dusseldorf
- Event: Introduction to Hedging with Options - London
| Fascinating bit of history: The Economic Organisation of a P.O.W. camp (1945) http://t.co/WRGDNjAY Posted: 14 May 2012 04:26 AM PDT BusinessSchools: Fascinating bit of history: The Economic Organisation of a P.O.W. camp (1945) http://t.co/WRGDNjAY Visit MoneyScience for the Complete Article.      |
| Research Library: The Economic Organisation of a P.O.W. camp (pdf, 1945) Posted: 14 May 2012 03:51 AM PDT This paper by R.A. Radford came via Tim Harford who comments. Introduction After allowance has been made for abnormal circumstances, the social institutions, ideas and habits of groups in the outside world are to be found reflected in a Prison of War Camp. It is an unusual but vital society. Camp organisation and politics are matters of real concern to the inmates, as affecting their present... Visit MoneyScience for the Complete Article.    |
| Posted: 14 May 2012 03:29 AM PDT moneyscience: RT @acuityrm: Video: Lombard Odier advocates different approach to asset allocation - http://t.co/HEHa4ZLX #riskmanagement Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Africa and the Great Recession: Changing Times Posted: 14 May 2012 03:15 AM PDT By Antoinette Sayehread more... Visit MoneyScience for the Complete Article.    |
| RT @zbodie: Why We Regulate http://t.co/N70nDrJI Posted: 14 May 2012 03:06 AM PDT moneyscience: RT @zbodie: Why We Regulate http://t.co/N70nDrJI Visit MoneyScience for the Complete Article.    |
| Blog Post: PatrickBurns: Random portfolios: 6 steps to a better fund management industry Posted: 14 May 2012 02:16 AM PDT Only puny secrets need protection. Big discoveries are protected by public incredulity.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 14 May 2012 12:56 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @juanmariasegura Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 14th May 2012 Posted: 13 May 2012 11:56 PM PDT Things we're reading today include:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Hedges Don't Lose Money? Posted: 13 May 2012 06:31 PM PDT I was working out watching Jamie Dimon squirm like a worm, reminding me of Lawrence Summers pathetic recant of his rather innocuous speculation about gender talent distributions. If a bank with $140B in market cap and over $2000B in assets loses $2B trading credit insurance, it sounds like no big deal, yet everyone, including Dimon, saw this as a a 'terrible, egregious, inexcusible... Visit MoneyScience for the Complete Article.    |
| Posted: 13 May 2012 05:34 PM PDT We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an optional sampling theorem that holds without exceptional set. Our results also shed light on the inherent... Visit MoneyScience for the Complete Article.    |
| Posted: 13 May 2012 05:34 PM PDT We construct a theoretical model for equilibrium distribution of workers across sectors with different labor productivity, assuming that a sector can accommodate a limited number of workers which depends only on its productivity. A general formula for such distribution of productivity is obtained, using the detail-balance condition necessary for equilibrium in the Ehrenfest-Brillouin model. We... Visit MoneyScience for the Complete Article.    |
| Posted: 13 May 2012 05:34 PM PDT The purpose of this article is twofold. First, we motivate the need for a new type of stand-alone retirement income insurance product that would help individuals protect against personal longevity risk and possible "retirement ruin" in an economically efficient manner. We label this product a ruin-contingent life annuity (RCLA), which we elaborate-on and explain with various numerical examples... Visit MoneyScience for the Complete Article.    |
| Posted: 13 May 2012 05:34 PM PDT In this paper we propose a new stochastic model based on a generalization of semi-Markov chains to study the high frequency price dynamics of traded stocks. We assume that the financial returns are described by a weighted indexed semi-Markov chain model. We show, through Monte Carlo simulations, that the model is able to reproduce important stylized facts of financial time series as the first... Visit MoneyScience for the Complete Article.    |
| Posted: 13 May 2012 05:34 PM PDT The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the underlying dynamics as a random walk characterized by a stochastic diffusion coefficient and constrained to a given value of the expected volatility, taking in this way into account the information... Visit MoneyScience for the Complete Article.    |
| Posted: 13 May 2012 06:01 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @roustech @automatedtrader @dorothyfriedman Visit MoneyScience for the Complete Article.    |
| Event: Introduction to Hedging with Futures - Bangkok Posted: 25 Apr 2012 03:29 AM PDT Location: Bangkok; Date: May 30th, 2012; This course will provide you with a thorough understanding of the basics of hedging with futures, covering market terminology, trading strategies and margining of LME futures contracts.read more... Visit MoneyScience for the Complete Article.    |
| Event: Introduction to the London Metal Exchange - Bangkok Posted: 25 Apr 2012 03:27 AM PDT Location: Bangkok; Date: May 29th, 2012; This course offers you a solid introduction to the services provided by the London Metal Exchange. It provides an in-depth overview of operations, structure, products, trading terminology and procedures.read more... Visit MoneyScience for the Complete Article.    |
| Event: Introduction to Hedging with Futures - Dusseldorf Posted: 25 Apr 2012 03:18 AM PDT Location: Dusseldorf; Date: May 29th, 2012; This course will provide you with a thorough understanding of the basics of hedging with futures, covering market terminology, trading strategies and margining of LME futures contracts.read more... Visit MoneyScience for the Complete Article.    |
| Event: Introduction to the London Metal Exchange - Dusseldorf Posted: 25 Apr 2012 03:13 AM PDT Location: Dusseldorf; Date: May 23rd, 2012; This course offers you a solid introduction to the services provided by the London Metal Exchange. It provides an in-depth overview of operations, structure, products, trading terminology and procedures.read more... Visit MoneyScience for the Complete Article.    |
| Event: Introduction to Hedging with Options - London Posted: 25 Apr 2012 03:06 AM PDT Location: London; Date: May 11th, 2012; This course is designed to introduce you to the terminology and characteristics of traded options, the principles of how option pricing models work and hedging strategies. The course will highlight how the theory of hedging with options can be implemented at an organisational level.read more... Visit MoneyScience for the Complete Article.    |
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