MoneyScience News |
- Blog Post: TheFinancialServicesClub: Things worth reading: the European View (7)
- RT @SimonCYWong: #Quant #investing pioneer Robert C Jones is putting human judgment back into the mix http://t.co/vhVed6K6 #finance
- RT @SimonCYWong: #Quant #investing pioneer Robert C Jones is putting human judgment back into the mix http://t.co/59S3Z9Vi #finance
- Blog Post: WealthandCapitalMarketsBlog: Safe heavens and investment hells
- Vendor News: ãÂÂã£ãÂÂãÂÂãµãÂȋ°ã«ã¼ã plc 2011å¹´1æÂÂï½Â12æÂÂ決ç®ÂãÂÂçº表
- CANdiensten profile at MoneyScience - http://t.co/7oXebsGx #tcm
- CANdiensten profile at MoneyScience - http://t.co/YzXVuQrB #tcm
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @BPP @AcademicUpdate
- Blog Post: TheAlephBlog: High Profits
- RT @AmyResnick: RT @Ian_Fraser: Morgan Stanley, JPMorgan and #GoldmanSachs to be probed over Facebook IPO disclosures http://t.co/PGZyocYg
- Blog Post: iMFdirect: Without Better Data, Middle East Policymakers Risk Getting Lost
- Blog Post: Falkenblog: Regulators Want More Money
- Published / Preprint: Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time. (arXiv:1205.4748v1 [q-fin.PM])
- Published / Preprint: Dynamic Conic Finance: Pricing and Hedging in Market Models with Transaction Costs via Dynamic Coherent Acceptability Indices. (arXiv:1205.4790v1 [q-fin.RM])
- Published / Preprint: Time-Consistent and Market-Consistent Evaluations. (arXiv:1109.1749v3 [q-fin.PR] UPDATED)
- Microsoft set new record for MinuteSort Benchmark using new radical approach called Flat Datacenter Storage http://t.co/p5FmCIlM #tcm
- 'Crowd Funding' to secure research funds - http://t.co/4P9Hs9zR #tcm
- Stanford bioengineers create rewritable digital data storage in DNA
- Research Library: Why Rumors Spread Fast in Social Networks (pdf)
- Last weekend Microsoft revealed an experimental social network called So.cl. targetted at Students - http://t.co/D5USA7kt
- Why was the response to the finance crisis from US academics so muted? Extract from 'Inside Job' http://t.co/PQAgYk6z @oneworldnews #tcm
- Cass the UKâs No.2 in Guardian University Guide 2013
- Interesting: Recorded Data Economy Google hangout from The @Guardian - http://t.co/L9Uxqmbo #tcm
- Somewhat re-designed: MoneyScience Video Library - lectures, tutorials, interviews - http://t.co/4cgtgahk #quant #tcm
- Open Courseware in #Finance: A Miscellany - http://t.co/PB74nOhx #tcm
- Economics is not Math: 2 Articles - http://t.co/398QSGso #quant
- Economics is not Math: 2 Articles
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @InformaticaCorp @MATLAB @NiemannCapital
- Research Library: The Devil in HML's Details
- Research Library: Replumbing Our Financial System: Uneven Progress (pdf)
- Research Library: Methods for Studying Coincidences (pdf, 1989)
- Research Library: Optimal portfolio design to reduce climate-related conservation uncertainty in the Prairie Pothole Region
- Research Library: Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation (pdf)
- Research Library: Why Do UK Banks Securitize?
- Research Library: The Economic Organisation of a P.O.W. camp (pdf, 1945)
- Research Library: Research Blogs and the Discussion of Scholarly Information
- Research Library: Risk Premia Harvesting Through Momentum
- Research Library: Hedge Funds and Chapter 11
- Research Library: Men are from Mars, Women are from Venus: Director Gender and Mergers and Acquisitions
- Research Library: Predicting the outcome of roulette
- Research Library: Value Investing: Investing for Grown Ups?
- Research Library: Ten Badly Explained Topics in Most Corporate Finance Books
| Blog Post: TheFinancialServicesClub: Things worth reading: the European View (7) Posted: 23 May 2012 04:15 AM PDT This week's view from Europe, courtesy of Edith Rigler :read more... Visit MoneyScience for the Complete Article.      |
| Posted: 23 May 2012 03:40 AM PDT moneyscience: RT @SimonCYWong: #Quant #investing pioneer Robert C Jones is putting human judgment back into the mix http://t.co/vhVed6K6 #finance Visit MoneyScience for the Complete Article.    |
| Posted: 23 May 2012 03:28 AM PDT fin_tech: RT @SimonCYWong: #Quant #investing pioneer Robert C Jones is putting human judgment back into the mix http://t.co/59S3Z9Vi #finance Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: Safe heavens and investment hells Posted: 23 May 2012 03:03 AM PDT Reported through the Wall Street Journal yesterday, the Germans have issued a bond (a German treasury note known as Schatz) with a zero coupon. This is unprecedented in some ways. What it says is that investors are so desperate that they are willing to forfeit any yield for the privilege of parking their funds for two years in what they see as safe assets as escalated debt crisis in the euro zone... Visit MoneyScience for the Complete Article.    |
| Posted: 23 May 2012 02:19 AM PDT    |
| CANdiensten profile at MoneyScience - http://t.co/7oXebsGx #tcm Posted: 23 May 2012 02:17 AM PDT moneyscience: CANdiensten profile at MoneyScience - http://t.co/7oXebsGx #tcm Visit MoneyScience for the Complete Article.    |
| CANdiensten profile at MoneyScience - http://t.co/YzXVuQrB #tcm Posted: 23 May 2012 01:45 AM PDT fin_tech: CANdiensten profile at MoneyScience - http://t.co/YzXVuQrB #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 23 May 2012 12:52 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv รข–¸ Top stories today via @BPP @AcademicUpdate Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: High Profits Posted: 23 May 2012 12:04 AM PDT Dr. Jeff Miller wrote an interesting question the other day:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2012 10:27 PM PDT moneyscience: RT @AmyResnick: RT @Ian_Fraser: Morgan Stanley, JPMorgan and #GoldmanSachs to be probed over Facebook IPO disclosures http://t.co/PGZyocYg Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Without Better Data, Middle East Policymakers Risk Getting Lost Posted: 22 May 2012 07:56 PM PDT By Nemat Shafikread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Regulators Want More Money Posted: 22 May 2012 07:28 PM PDT From the HuffPost: Two of the most important financial regulators in the country have a message for Congress: We need more money.And my 4-year old daughter wants a pony. Given we created a brand new financial regulator, the Consumer Financial Protection Bureau, and they plan to spend $448 million next year, why don't we wait until one of these regulators actually creates some kind of thoughtful,... Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2012 05:34 PM PDT It is well known that mean-variance portfolio selection is a time-inconsistent optimal control problem in the sense that it does not satisfy Bellman's optimality principle and therefore the usual dynamic programming approach fails. We develop a time- consistent formulation of this problem, which is based on a local notion of optimality called local mean-variance efficiency, in a general... Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2012 05:34 PM PDT In this paper we present a theoretical framework for determining dynamic ask and bid prices of derivatives using the theory of dynamic coherent acceptability indices in discrete time. We prove a version of the First Fundamental Theorem of Asset Pricing using the dynamic coherent risk measures. We introduce the dynamic ask and bid prices of a derivative contract in markets with transaction costs.... Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2012 05:34 PM PDT We consider evaluation methods for payoffs with an inherent financial risk as encountered for instance for portfolios held by pension funds and insurance companies. Pricing such payoffs in a way consistent to market prices typically involves combining actuarial techniques with methods from mathematical finance. We propose to extend standard actuarial principles by a new... Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2012 02:05 PM PDT fin_tech: Microsoft set new record for MinuteSort Benchmark using new radical approach called Flat Datacenter Storage http://t.co/p5FmCIlM #tcm Visit MoneyScience for the Complete Article.    |
| 'Crowd Funding' to secure research funds - http://t.co/4P9Hs9zR #tcm Posted: 22 May 2012 01:54 PM PDT BusinessSchools: 'Crowd Funding' to secure research funds - http://t.co/4P9Hs9zR #tcm Visit MoneyScience for the Complete Article.    |
| Stanford bioengineers create rewritable digital data storage in DNA Posted: 22 May 2012 01:44 PM PDT You don't hear alot about biological computing but this is super cool:read more... Visit MoneyScience for the Complete Article.    |
| Research Library: Why Rumors Spread Fast in Social Networks (pdf) Posted: 22 May 2012 01:37 PM PDT Benjamin Doerr, Mahmoud Fouz, and Tobias Friedrich Abstract Understanding structural and algorithmic properties of complex networks is an important task, not least because of the huge impact of the internet. Our focus is to analyze how news spreads in social networks. We simulate a simple information spreading process in different network topologies and demonstrate that news spreads much faster... Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2012 01:32 PM PDT BusinessSchools: Last weekend Microsoft revealed an experimental social network called So.cl. targetted at Students - http://t.co/D5USA7kt Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2012 01:32 PM PDT BusinessSchools: Why was the response to the finance crisis from US academics so muted? Extract from 'Inside Job' http://t.co/PQAgYk6z @oneworldnews #tcm Visit MoneyScience for the Complete Article.    |
| Cass the UKâs No.2 in Guardian University Guide 2013 Posted: 22 May 2012 01:06 PM PDT Cass first in London for the sixth year running Visit MoneyScience for the Complete Article.    |
| Interesting: Recorded Data Economy Google hangout from The @Guardian - http://t.co/L9Uxqmbo #tcm Posted: 22 May 2012 01:03 PM PDT fin_tech: Interesting: Recorded Data Economy Google hangout from The @Guardian - http://t.co/L9Uxqmbo #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2012 08:21 AM PDT BusinessSchools: Somewhat re-designed: MoneyScience Video Library - lectures, tutorials, interviews - http://t.co/4cgtgahk #quant #tcm Visit MoneyScience for the Complete Article.    |
| Open Courseware in #Finance: A Miscellany - http://t.co/PB74nOhx #tcm Posted: 22 May 2012 07:11 AM PDT BusinessSchools: Open Courseware in #Finance: A Miscellany - http://t.co/PB74nOhx #tcm Visit MoneyScience for the Complete Article.    |
| Economics is not Math: 2 Articles - http://t.co/398QSGso #quant Posted: 22 May 2012 07:11 AM PDT BusinessSchools: Economics is not Math: 2 Articles - http://t.co/398QSGso #quant Visit MoneyScience for the Complete Article.    |
| Economics is not Math: 2 Articles Posted: 22 May 2012 06:03 AM PDT 2 rather excellent articles covering subjects which are very close to our heart here at MoneyScience. The tendancy of economics to claim some kind of scientific status for itself - and the confusion this generates, akin to confusing a carpenter with their tools.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2012 05:48 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 รข–¸ Top stories today via @InformaticaCorp @MATLAB @NiemannCapital Visit MoneyScience for the Complete Article.    |
| Research Library: The Devil in HML's Details Posted: 21 May 2012 04:16 AM PDT Clifford S. Asness AQR Capital Management, LLC Andrea Frazzini AQR Capital Management, LLC Abstract This paper challenges the standard method for measuring “value” used in academic work on factor pricing and behavioral finance. The standard method calculates book-to-price (B/P) at portfolio formation using lagged book data, aligns price data using the same lag (ignoring recent... Visit MoneyScience for the Complete Article.    |
| Research Library: Replumbing Our Financial System: Uneven Progress (pdf) Posted: 21 May 2012 04:09 AM PDT Darrell Duffie Stanford University April 23, 2012 Abstract The financial crisis of 2007-2009 has spurred significant ongoing changes in the "pipes and valves" through which cash and risk flow in the center of our financial system. These include adjustments to the forms of lender-of-last-resort financing from the central bank and changes the infrastructure for the wholesale overnight financing... Visit MoneyScience for the Complete Article.    |
| Research Library: Methods for Studying Coincidences (pdf, 1989) Posted: 21 May 2012 03:57 AM PDT You can read some interesting commentary on this paper over at Wired. Using probabilistic analysis, the paper explores everything from why we see newly learned words almost immediately after first learning them, to why double lottery winners exist, to even the frequency of meeting people with the same birthday. They even explore whether or not we can statistically state that Shakespeare... Visit MoneyScience for the Complete Article.    |
| Posted: 16 May 2012 07:48 AM PDT Amy W. Ando and Mindy L. Mallory Abstract Climate change is likely to alter the spatial distributions of species and habitat types but the nature of such change is uncertain. Thus, climate change makes it difficult to implement standard conservation planning paradigms. Previous work has suggested some approaches to cope with such uncertainty but has not harnessed all of the benefits of... Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 01:27 AM PDT Thomas Philippon Abstract I provide a quantitative interpretation of financial intermediation in the U.S. over 140 years. I measure the cost of intermediation on the one hand, and the production of financial services on the other. I find the following results: (i) intermediation is produced under constant returns to scale; (ii) “quality” adjustment for changes in borrowers’... Visit MoneyScience for the Complete Article.    |
| Research Library: Why Do UK Banks Securitize? Posted: 14 May 2012 10:50 PM PDT Mario Cerrato London Metropolitan University - Department of Economics, Finance and International Business (EFIB) Moorad Choudhry University of Reading; London Metropolitan University; Birkbeck, University of London John Crosby University of Glasgow John L. Olukuru Abstract The eight years from 2000 to 2008 saw a rapid growth in the use of securitization by UK banks. We aim to identify the... 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.    |
| Research Library: Research Blogs and the Discussion of Scholarly Information Posted: 12 May 2012 03:24 PM PDT Hadas Shema, Judit Bar-Ilan, Mike Thelwall Abstract The research blog has become a popular mechanism for the quick discussion of scholarly information. However, unlike peer-reviewed journals, the characteristics of this form of scientific discourse are not well understood, for example in terms of the spread of blogger levels of education, gender and institutional affiliations. In... Visit MoneyScience for the Complete Article.    |
| Research Library: Risk Premia Harvesting Through Momentum Posted: 11 May 2012 04:52 AM PDT This paper won the NAAIM 2012 Wagner Award for Advances in Active Investment Management Gary Antonacci Portfolio Management Associates Abstract Momentum is the premier market anomaly. It is nearly universal in its applicability. Rather than focus on momentum applied to particular assets or asset classes, this paper explores momentum with respect to what makes it most effective. We do... Visit MoneyScience for the Complete Article.    |
| Research Library: Hedge Funds and Chapter 11 Posted: 11 May 2012 04:40 AM PDT Wei Jiang Columbia Business School - Finance and Economics Kai Li University of British Columbia - Sauder School of Business; China Academy of Financial Research (CAFR) Wei Wang Queen's School of Business Abstract This paper studies the presence of hedge funds in the Chapter 11 process and their effects on bankruptcy outcomes. Hedge funds strategically choose positions in the capital... Visit MoneyScience for the Complete Article.    |
| Posted: 11 May 2012 04:32 AM PDT Winner of the Best Doctoral Student Paper in Behavioral Finance Award at the 2011 Annual Meeting of the Academy of Behavioral Finance & Economics Maurice D. Levi University of British Columbia - Sauder School of Business Kai Li University of British Columbia - Sauder School of Business; China Academy of Financial Research (CAFR) Feng Zhang University of Utah - David Eccles School of... Visit MoneyScience for the Complete Article.    |
| Research Library: Predicting the outcome of roulette Posted: 11 May 2012 02:18 AM PDT Michael Small, Chi Kong Tse Abstract There have been several popular reports of various groups exploiting the deterministic nature of the game of roulette for profit. Moreover, through its history the inherent determinism in the game of roulette has attracted the attention of many luminaries of chaos theory. In this paper we provide a short review of that history and then set out to determine... Visit MoneyScience for the Complete Article.    |
| Research Library: Value Investing: Investing for Grown Ups? Posted: 09 May 2012 06:34 AM PDT Value Investing: Investing for Grown Ups? Aswath Damodaran New York University - Stern School of Business April 14, 2012 Abstract Value investors generally characterize themselves as the grown ups in the investment world, unswayed by perceptions or momentum, and driven by fundamentals. While this may be true, at least in the abstract, there are at least three distinct strands of value... Visit MoneyScience for the Complete Article.    |
| Research Library: Ten Badly Explained Topics in Most Corporate Finance Books Posted: 09 May 2012 06:30 AM PDT Pablo Fernandez University of Navarra - IESE Business School Abstract This paper addresses 10 corporate finance topics that are not well treated (or not treated at all) in many Corporate Finance Books. The topics are: 1. Where the WACC equation comes from. 2. The WACC is not a cost. 3. How is the WACC equation when the value of debt is not equal to its nominal value. 4. Textbooks differ a... Visit MoneyScience for the Complete Article.    |
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