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- RT @blattnerma: Agent-based simulations of emotion spreading in online social networks #complexnetworks #complexsystems http://t.co/X2Irt2SK
- RT @sclopit: http://t.co/pVQk6zrz brings you data supply chains for economics, finance. team includes @datamarket
- RT @jonmatonis: The Reality of the Situation by John P. Hussman http://t.co/GrpCbW42 #ECB #Fed
- Why we're right to worry about the #Facebook IPO #tcm http://t.co/0EAZVbI1
- Banks' Hyper-Hedging Adds to #Risk of a Market Meltdown - #tcm #banking http://t.co/IFbjs9H2
- RT @Ian_Fraser: #RBS staff acted "purely as salesmen" when hawking swaps to SMEs, bank's own counsel admits http://t.co/fVngBizy
- Blog Post: TheFinancialServicesClub: Russia's greatest challenge is still to come
- Research Library: The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (pdf)
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @CarnegieMellon @KU_Business @leedsbiz
- A couple of weeks ago I participated in this podcast discussion about #socialmedia & Capital Markets #tcm http://t.co/pI0eIj0O
- http://t.co/i2NRI0ra
- Podcast: Social Media and the Capital Markets
- Blog Post: Falkenblog: Evolutionary Self Interest is Relative
- Published / Preprint: No-Arbitrage Pricing for Dividend-Paying Securities in Discrete-Time Markets with Transaction Costs. (arXiv:1205.6254v1 [q-fin.GN])
- @icmacentre: Visit from Chinese delegates to ICMA Centre http://t.co/U67A2WLf
- Blog Post: iMFdirect: Regional Spillovers in South America: How 'Systemicâ is Brazil?
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @FourQuants @hftreview @jimnup
- Published / Preprint: Country Size, Currency Unions, and International Asset Returns (CEPR DP8991)
Posted: 30 May 2012 03:42 AM PDT |
Posted: 30 May 2012 03:17 AM PDT |
RT @jonmatonis: The Reality of the Situation by John P. Hussman http://t.co/GrpCbW42 #ECB #Fed Posted: 30 May 2012 03:17 AM PDT |
Why we're right to worry about the #Facebook IPO #tcm http://t.co/0EAZVbI1 Posted: 30 May 2012 03:17 AM PDT |
Banks' Hyper-Hedging Adds to #Risk of a Market Meltdown - #tcm #banking http://t.co/IFbjs9H2 Posted: 30 May 2012 03:17 AM PDT |
Posted: 30 May 2012 03:17 AM PDT |
Blog Post: TheFinancialServicesClub: Russia's greatest challenge is still to come Posted: 30 May 2012 02:49 AM PDT |
Research Library: The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (pdf) Posted: 30 May 2012 02:01 AM PDT William Fung PI Asset Management, LLC David A. Hsieh Duke University Abstract Hedge fund strategies typically generate option-like returns. Linear-factor models using benchmark asset indices have difficulty explaining them. Following the suggestions in Glosten and Jagannathan (1994), this article shows how to model hedge fund returns by focusing on the popular 'trend-following' strategy. We... Visit MoneyScience for the Complete Article. |
Posted: 30 May 2012 01:09 AM PDT |
Posted: 29 May 2012 11:50 PM PDT |
Posted: 29 May 2012 11:50 PM PDT |
Podcast: Social Media and the Capital Markets Posted: 29 May 2012 11:01 PM PDT |
Blog Post: Falkenblog: Evolutionary Self Interest is Relative Posted: 29 May 2012 07:39 PM PDT David Sloan Wilon and Omar Eldakar have a neat discussion on group selection in evolutionary biology. They point out that relative fitness is the key to assessing evolutionary success, absolute fitness be damned, which fits in nicely with my hypothesis that relative utility is more relevant than absolute utility functions. They make this explicit around 21:45-24:15 (if you know how... Visit MoneyScience for the Complete Article. |
Posted: 29 May 2012 05:47 PM PDT We prove a version of First Fundamental Theorem of Asset Pricing under transaction costs for discrete-time markets with dividend-paying securities. Specifically, we show that the no-arbitrage condition under the efficient friction assumption is equivalent to the existence of a risk-neutral measure. We derive dual representations for the superhedging ask and subhedging bid price processes of a... Visit MoneyScience for the Complete Article. |
@icmacentre: Visit from Chinese delegates to ICMA Centre http://t.co/U67A2WLf Posted: 29 May 2012 02:48 PM PDT |
Blog Post: iMFdirect: Regional Spillovers in South America: How 'Systemicâ is Brazil? Posted: 29 May 2012 01:29 PM PDT |
Posted: 29 May 2012 06:04 AM PDT |
Published / Preprint: Country Size, Currency Unions, and International Asset Returns (CEPR DP8991) Posted: 29 May 2012 06:01 AM PDT Country Size, Currency Unions, and International Asset Returns Author(s): Tarek Hassan CEPR Discussion Paper Number 8991 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE), International Macroeconomics (IM), International Trade and Regional Economics (IT) Date of Publication: Keyword(s): carry trade, country size,... Visit MoneyScience for the Complete Article. |
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