Wednesday, May 30, 2012

MoneyScience News

MoneyScience News


RT @blattnerma: Agent-based simulations of emotion spreading in online social networks #complexnetworks #complexsystems http://t.co/X2Irt2SK

Posted: 30 May 2012 03:42 AM PDT

moneyscience: RT @blattnerma: Agent-based simulations of emotion spreading in online social networks #complexnetworks #complexsystems http://t.co/X2Irt2SK

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RT @sclopit: http://t.co/pVQk6zrz brings you data supply chains for economics, finance. team includes @datamarket

Posted: 30 May 2012 03:17 AM PDT

moneyscience: RT @sclopit: http://t.co/pVQk6zrz brings you data supply chains for economics, finance. team includes @datamarket

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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

moneyscience: RT @jonmatonis: The Reality of the Situation by John P. Hussman http://t.co/GrpCbW42 #ECB #Fed

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Why we're right to worry about the #Facebook IPO #tcm http://t.co/0EAZVbI1

Posted: 30 May 2012 03:17 AM PDT

moneyscience: Why we’re right to worry about the #Facebook IPO #tcm http://t.co/0EAZVbI1

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Banks' Hyper-Hedging Adds to #Risk of a Market Meltdown - #tcm #banking http://t.co/IFbjs9H2

Posted: 30 May 2012 03:17 AM PDT

moneyscience: Banks’ Hyper-Hedging Adds to #Risk of a Market Meltdown - #tcm #banking http://t.co/IFbjs9H2

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RT @Ian_Fraser: #RBS staff acted "purely as salesmen" when hawking swaps to SMEs, bank's own counsel admits http://t.co/fVngBizy

Posted: 30 May 2012 03:17 AM PDT

moneyscience: RT @Ian_Fraser: #RBS staff acted "purely as salesmen" when hawking swaps to SMEs, bank's own counsel admits http://t.co/fVngBizy

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Blog Post: TheFinancialServicesClub: Russia's greatest challenge is still to come

Posted: 30 May 2012 02:49 AM PDT

Just spent a few days in Moscow.read more...

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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...

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The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @CarnegieMellon @KU_Business @leedsbiz

Posted: 30 May 2012 01:09 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @CarnegieMellon @KU_Business @leedsbiz

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A couple of weeks ago I participated in this podcast discussion about #socialmedia & Capital Markets #tcm http://t.co/pI0eIj0O

Posted: 29 May 2012 11:50 PM PDT

BusinessSchools: A couple of weeks ago I participated in this podcast discussion about #socialmedia & Capital Markets #tcm http://t.co/pI0eIj0O

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http://t.co/i2NRI0ra

Posted: 29 May 2012 11:50 PM PDT

BusinessSchools: http://t.co/i2NRI0ra

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Podcast: Social Media and the Capital Markets

Posted: 29 May 2012 11:01 PM PDT

Interesting stuff, if I do say so myself. A couple of weeks ago I was invited by Rob Daly of the Daly Post to participate in a podcast discussion about the role of social media in Capital Markets.read more...

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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...

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Published / Preprint: No-Arbitrage Pricing for Dividend-Paying Securities in Discrete-Time Markets with Transaction Costs. (arXiv:1205.6254v1 [q-fin.GN])

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...

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@icmacentre: Visit from Chinese delegates to ICMA Centre http://t.co/U67A2WLf

Posted: 29 May 2012 02:48 PM PDT

BusinessSchools: @icmacentre: Visit from Chinese delegates to ICMA Centre http://t.co/U67A2WLf

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Blog Post: iMFdirect: Regional Spillovers in South America: How 'Systemicâ is Brazil?

Posted: 29 May 2012 01:29 PM PDT

By Gustavo Adler and Sebastián Sosaread more...

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @FourQuants @hftreview @jimnup

Posted: 29 May 2012 06:04 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @FourQuants @hftreview @jimnup

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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,...

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