MoneyScience News |
- China blocks access to the term "Shanghai Composite Index" on some popular microblogging sites #tcm http://t.co/xkV04Ecc
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @Georgetown @Yale @KelleySchool
- Blog Post: TheAlephBlog: Book Review: The Kelly Capital Growth Investment Criterion
- Blog Post: Falkenblog: CAPM Never Confirmed?
- Published / Preprint: Agent's Strategic Behavior and Risk Sharing Inefficiency. (arXiv:1206.0384v1 [q-fin.GN])
- Published / Preprint: Why price inflation in developed countries is systematically underestimated. (arXiv:1206.0450v1 [q-fin.GN])
- Published / Preprint: The Wronskian parameterizes the class of diffusions with a given distribution at a random time. (arXiv:1206.0482v1 [math.PR])
- Published / Preprint: Calibration of optimal execution of financial transactions in the presence of transient market impact. (arXiv:1206.0682v1 [q-fin.TR])
- Published / Preprint: Robust utility maximization for L\'evy processes: Penalization and solvability. (arXiv:1206.0715v1 [q-fin.PM])
- Published / Preprint: The joint distribution of stock returns is not elliptical. (arXiv:1009.1100v3 [q-fin.ST] UPDATED)
- A Liberal Decalogue: Bertrand Russell's 10 Commandments of Teaching http://t.co/aU28ZeGd
- Why computers playing among themselves have produced livelier games than recent matches of humans #tcm via @margrev http://t.co/hMalfZEy
- Why computers playing among themselves have produced livelier games than recent matches of humans #tcm via @margrev http://t.co/UwZ2HX78
- A survey of members of the Association of European Conjuncture Institutes (eh?) on the European economic crisis #tcm http://t.co/UTEE9Fd6
- MIT to host new Intel research center on #bigdata #tcm http://t.co/qW6hiimb
- MIT to host new Intel research center on #bigdata #tcm http://t.co/sdoIL9pl
- The evolution of interdisciplinarity in physics research #tcm http://t.co/Ye13gQ5H
- A tiny, but highly capable banking Trojan represents a major new risk #tcm http://t.co/P2SD1wwg
- MT @Ian_Fraser: Why Economics is Bunk. Right now on BBC Radio 4, @ProfSteveKeen is interviewed by @paulmasonnews http://t.co/LPm7JHhu #tcm
- Infographic: How a #Bitcoin Transaction Works #tcm http://t.co/zqnuIioX
- The Microsecond Market
- Last Chance to Book! Intro to QuantLib Development with Luigi Ballabio - June 18-20. Discounts Available! #quant#tcm http://t.co/axAErrOA
- Last Chance to Book! Intro to QuantLib Development with Luigi Ballabio - June 18-20. Discounts Available! #quant#tcm http://t.co/S182ncx8
- RT @carlcarrie: Paper (actually presentation) on using a variety of news, event and alpha signals in order execution trading http://t.co ...
- Research Library: Optimal portfolio design to reduce climate-related conservation uncertainty in the Prairie Pothole Region
- Event: Optimize Your Investment Psychology & Performance: A MarketPsych Intensive
- Event: 2012 IAFE 20th Annual Conference: Controlling Risk
| Posted: 05 Jun 2012 03:46 AM PDT moneyscience: China blocks access to the term "Shanghai Composite Index" on some popular microblogging sites #tcm http://t.co/xkV04Ecc Visit MoneyScience for the Complete Article.      |
| Posted: 05 Jun 2012 12:43 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @Georgetown @Yale @KelleySchool Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Book Review: The Kelly Capital Growth Investment Criterion Posted: 04 Jun 2012 09:56 PM PDT read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: CAPM Never Confirmed? Posted: 04 Jun 2012 07:28 PM PDT I was looking at a 2004 JEP paper from Fama and French on the history of the CAPM. Interestingly, they mention all the papers that showed the slope on CAPM betas was 'too low', and it included just about everyone. It got me thinking: was there ever a paper that didn't estimate the security market line was 'too low?' Recall that, in cross-section 11 regressions, the Sharpe â€" Lintner... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 05:39 PM PDT We consider the market of n financial agents who aim to increase their expected utilities by sharing their random incomes. Given the optimal sharing rules, we address the situation where agents do not share their true random endowments, but instead they report as endowments the random quantities that maximize their expected utility when the sharing rules are applied. It is shown that this... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 05:39 PM PDT There is an extensive historical dataset on real GDP per capita prepared by Angus Maddison. This dataset covers the period since 1870 with continuous annual estimates in developed countries. All time series for individual economies have a clear structural break between 1940 and 1950. The behavior before 1940 and after 1950 can be accurately (R2 from 0.7 to 0.99) approximated by linear time... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 05:39 PM PDT We provide a complete characterization of the class of one-dimensional time-homogeneous diffusions consistent with a given law at an exponentially distributed time using classical results in diffusion theory. To illustrate we characterize the class of diffusions with the same distribution as Brownian motion at an exponentially distributed time. Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 05:39 PM PDT Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution strategy strongly depends on a careful modeling of market impact, i.e. how the price reacts to trades. In this paper we consider a recently introduced market... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 05:39 PM PDT In this paper the robust utility maximization problem for a market model based on L\'evy processes is analyzed. The interplay between the form of the utility function and the penalization function required to have a well posed problem is studied, and for a large class of utility functions it is proved that the dual problem is solvable as well as the existence of optimal solutions. The class... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 05:39 PM PDT Using a large set of daily US and Japanese stock returns, we test in detail the relevance of Student models, and of more general elliptical models, for describing the joint distribution of returns. We find that while Student copulas provide a good approximation for strongly correlated pairs of stocks, systematic discrepancies appear as the linear correlation between stocks decreases, that rule... Visit MoneyScience for the Complete Article.    |
| A Liberal Decalogue: Bertrand Russell's 10 Commandments of Teaching http://t.co/aU28ZeGd Posted: 04 Jun 2012 01:35 PM PDT BusinessSchools: A Liberal Decalogue: Bertrand Russell's 10 Commandments of Teaching http://t.co/aU28ZeGd Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 01:35 PM PDT fin_tech: Why computers playing among themselves have produced livelier games than recent matches of humans #tcm via @margrev http://t.co/hMalfZEy Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 01:34 PM PDT moneyscience: Why computers playing among themselves have produced livelier games than recent matches of humans #tcm via @margrev http://t.co/UwZ2HX78 Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 01:25 PM PDT BusinessSchools: A survey of members of the Association of European Conjuncture Institutes (eh?) on the European economic crisis #tcm http://t.co/UTEE9Fd6 Visit MoneyScience for the Complete Article.    |
| MIT to host new Intel research center on #bigdata #tcm http://t.co/qW6hiimb Posted: 04 Jun 2012 01:25 PM PDT BusinessSchools: MIT to host new Intel research center on #bigdata #tcm http://t.co/qW6hiimb Visit MoneyScience for the Complete Article.    |
| MIT to host new Intel research center on #bigdata #tcm http://t.co/sdoIL9pl Posted: 04 Jun 2012 01:25 PM PDT fin_tech: MIT to host new Intel research center on #bigdata #tcm http://t.co/sdoIL9pl Visit MoneyScience for the Complete Article.    |
| The evolution of interdisciplinarity in physics research #tcm http://t.co/Ye13gQ5H Posted: 04 Jun 2012 01:13 PM PDT BusinessSchools: The evolution of interdisciplinarity in physics research #tcm http://t.co/Ye13gQ5H Visit MoneyScience for the Complete Article.    |
| A tiny, but highly capable banking Trojan represents a major new risk #tcm http://t.co/P2SD1wwg Posted: 04 Jun 2012 01:01 PM PDT fin_tech: A tiny, but highly capable banking Trojan represents a major new risk #tcm http://t.co/P2SD1wwg Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 12:49 PM PDT BusinessSchools: MT @Ian_Fraser: Why Economics is Bunk. Right now on BBC Radio 4, @ProfSteveKeen is interviewed by @paulmasonnews http://t.co/LPm7JHhu #tcm Visit MoneyScience for the Complete Article.    |
| Infographic: How a #Bitcoin Transaction Works #tcm http://t.co/zqnuIioX Posted: 04 Jun 2012 12:28 PM PDT fin_tech: Infographic: How a #Bitcoin Transaction Works #tcm http://t.co/zqnuIioX Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 12:20 PM PDT Sophisticated technology now drives global financial trading to extremes of time and spaceread more... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 09:48 AM PDT BusinessSchools: Last Chance to Book! Intro to QuantLib Development with Luigi Ballabio - June 18-20. Discounts Available! #quant#tcm http://t.co/axAErrOA Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 09:47 AM PDT fin_tech: Last Chance to Book! Intro to QuantLib Development with Luigi Ballabio - June 18-20. Discounts Available! #quant#tcm http://t.co/S182ncx8 Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2012 12:12 PM PDT fin_tech: RT @carlcarrie: Paper (actually presentation) on using a variety of news, event and alpha signals in order execution trading http://t.co ... 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.    |
| Event: Optimize Your Investment Psychology & Performance: A MarketPsych Intensive Posted: 12 May 2012 11:58 PM PDT Location: London; Date: June 19th, 2012; Attendance limited to 25 so personal work will be more productive.read more... Visit MoneyScience for the Complete Article.    |
| Event: 2012 IAFE 20th Annual Conference: Controlling Risk Posted: 04 May 2012 07:52 AM PDT Location: New York, USA; Date: June 1st, 2012; Click Here to Download Full Brochureread more... Visit MoneyScience for the Complete Article.    |
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