MoneyScience News |
- @Cassinthenews: Cass Visiting Professor wins Media Woman of the Year http://t.co/M0NkP5ie
- Blog Post: TheFinancialServicesClub: The Future Bank: Augmented, Social and Mobile
- RT @OpenGamma: Algorithmic Differentiation: A Quantitative Finance Library Implementation http://t.co/W2gUn18y via @tablewhite #tcm #quant
- RT @OpenGamma: Algorithmic Differentiation: A Quantitative Finance Library Implementation http://t.co/J6mDKrBy via @tablewhite #tcm #quant
- RT @Ian_Fraser: Each bank involved in Libor rigging faces civil damages of £4.5bn, says Nomura http://t.co/zjFMp07y includes #RBS #Lloyds
- RT @GokhanKula: Wine Versus Stocks During the 2000s http://t.co/dTnndCnB Invest in real real assets! via @CXOAdvisory @ssrn
- RT @QFINANCEnews: Diamond tells MPs: I have done nothing wrong http://t.co/LqOmQmFT
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @AuckUniBusiness
- More on the room-temperature quantum bits that can store data for nearly two seconds #tcm http://t.co/CiN4IM3h
- Blog Post: TheAlephBlog: On Aviva, Six Years Later
- RT @Clansman2: The End of Economics as We Know it: a new series from @Ian_Fraser http://t.co/mZzrFaQH
- Published / Preprint: A new look at short-term implied volatility in asset price models with jumps. (arXiv:1207.0843v1 [q-fin.PR])
- Published / Preprint: A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function. (arXiv:1207.1003v1 [q-fin.PM])
- Published / Preprint: On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory. (arXiv:1207.1029v1 [q-fin.ST])
- Published / Preprint: On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability. (arXiv:1207.1037v1 [q-fin.PM])
- Society for #Neuroeconomics Annual Conference: Decision Making and the Brain - September 2012 http://t.co/F268SbCH
- Cass Business School PhD Program @CassintheNews http://t.co/hh2KYjRp
- Event: The 4th Annual Modeling High Frequency Data in Finance Conference 2012
- If the job of the academic is to educate, in what ways can you reduce the burden of examining? http://t.co/Ckx3Do77
- Applications to UK business schools plunged 20% last year due to changes to visa policies http://t.co/8rnm1Fxb
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @IBMGrowthMkts @InaSAP @MarkitEconomics
- Cass Knowledge Newsletter - June @cassinthenews http://t.co/aJEOWwNE
- Cass Knowledge Newsletter - June 2012
| @Cassinthenews: Cass Visiting Professor wins Media Woman of the Year http://t.co/M0NkP5ie Posted: 05 Jul 2012 04:29 AM PDT BusinessSchools: @Cassinthenews: Cass Visiting Professor wins Media Woman of the Year http://t.co/M0NkP5ie Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: The Future Bank: Augmented, Social and Mobile Posted: 05 Jul 2012 03:11 AM PDT We had a great discussion at the Financial Services Club Central & Eastern Europe (FSClub CEE) this week. read more... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Jul 2012 02:35 AM PDT moneyscience: RT @OpenGamma: Algorithmic Differentiation: A Quantitative Finance Library Implementation http://t.co/W2gUn18y via @tablewhite #tcm #quant Visit MoneyScience for the Complete Article.    |
| Posted: 05 Jul 2012 02:34 AM PDT fin_tech: RT @OpenGamma: Algorithmic Differentiation: A Quantitative Finance Library Implementation http://t.co/J6mDKrBy via @tablewhite #tcm #quant Visit MoneyScience for the Complete Article.    |
| Posted: 05 Jul 2012 01:41 AM PDT moneyscience: RT @Ian_Fraser: Each bank involved in Libor rigging faces civil damages of £4.5bn, says Nomura http://t.co/zjFMp07y includes #RBS #Lloyds Visit MoneyScience for the Complete Article.    |
| Posted: 05 Jul 2012 01:29 AM PDT moneyscience: RT @GokhanKula: Wine Versus Stocks During the 2000s http://t.co/dTnndCnB Invest in real real assets! via @CXOAdvisory @ssrn Visit MoneyScience for the Complete Article.    |
| RT @QFINANCEnews: Diamond tells MPs: I have done nothing wrong http://t.co/LqOmQmFT Posted: 05 Jul 2012 01:29 AM PDT moneyscience: RT @QFINANCEnews: Diamond tells MPs: I have done nothing wrong http://t.co/LqOmQmFT Visit MoneyScience for the Complete Article.    |
| Posted: 05 Jul 2012 12:44 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @AuckUniBusiness Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jul 2012 11:15 PM PDT moneyscience: More on the room-temperature quantum bits that can store data for nearly two seconds #tcm http://t.co/CiN4IM3h Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: On Aviva, Six Years Later Posted: 04 Jul 2012 11:03 PM PDT I note this article about Aviva plc. I took grief from Amerus Group’s IR department during the merger six years ago for my commentary at RealMoney. Here is an example of my writing that theStreet,com made public. Thanks, TSCM.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jul 2012 10:51 PM PDT moneyscience: RT @Clansman2: The End of Economics as We Know it: a new series from @Ian_Fraser http://t.co/mZzrFaQH Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jul 2012 05:30 PM PDT We analyse the behaviour of the implied volatility smile for options close to expiry in the exponential L\'evy class of asset price models with jumps. We introduce a new renormalisation of the strike variable with the property that the implied volatility converges to a non-constant limiting shape, which is a function of both the diffusion component of the process and the jump... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jul 2012 05:30 PM PDT In the present paper, we derive a closed-form solution of the multi-period portfolio choice problem for a quadratic utility function with and without a riskless asset. All results are derived under weak conditions on the asset returns. No assumption on the correlation structure between different time points is needed and no assumption on the distribution is imposed. All expressions are presented... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jul 2012 05:30 PM PDT In the paper, we consider three quadratic optimization problems which are frequently applied in portfolio theory, i.e, the Markowitz mean-variance problem as well as the problems based on the mean-variance utility function and the quadratic utility.Conditions are derived under which the solutions of these three optimization procedures coincide and are lying on the efficient frontier, the set of... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jul 2012 05:30 PM PDT In this paper we derive the exact solution of the multi-period portfolio choice problem for an exponential utility function under return predictability. It is assumed that the asset returns depend on predictable variables and that the joint random process of the asset returns and the predictable variables follow a vector autoregressive process. We prove that the optimal portfolio weights depend... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jul 2012 01:54 PM PDT BusinessSchools: Society for #Neuroeconomics Annual Conference: Decision Making and the Brain - September 2012 http://t.co/F268SbCH Visit MoneyScience for the Complete Article.    |
| Cass Business School PhD Program @CassintheNews http://t.co/hh2KYjRp Posted: 04 Jul 2012 09:50 AM PDT BusinessSchools: Cass Business School PhD Program @CassintheNews http://t.co/hh2KYjRp Visit MoneyScience for the Complete Article.    |
| Event: The 4th Annual Modeling High Frequency Data in Finance Conference 2012 Posted: 04 Jul 2012 06:13 AM PDT Location: Stevens Institute of Technology, Hoboken, NJ; Date: July 19th, 2012; The 2012 High Frequency Data Conference will focus on sharing the latest research and applications of models for data sampled with high frequency. This four-day conference will gather key thought leaders from academia, industry and government from across the globe in the areas of mathematical finance, financial... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jul 2012 06:03 AM PDT BusinessSchools: If the job of the academic is to educate, in what ways can you reduce the burden of examining? http://t.co/Ckx3Do77 Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jul 2012 05:53 AM PDT BusinessSchools: Applications to UK business schools plunged 20% last year due to changes to visa policies http://t.co/8rnm1Fxb Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jul 2012 05:52 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @IBMGrowthMkts @InaSAP @MarkitEconomics Visit MoneyScience for the Complete Article.    |
| Cass Knowledge Newsletter - June @cassinthenews http://t.co/aJEOWwNE Posted: 04 Jul 2012 05:13 AM PDT BusinessSchools: Cass Knowledge Newsletter - June @cassinthenews http://t.co/aJEOWwNE Visit MoneyScience for the Complete Article.    |
| Cass Knowledge Newsletter - June 2012 Posted: 04 Jul 2012 05:05 AM PDT Welcome to the June edition of the Cass Knowledge newsletter. This month’s newsletter will highlight key articles from the past month. Topics covered include knowledge acquisition in investment banking and the use of images to shape a consumers reaction to really new products (RNPs). There is also more information on an upcoming event that all Cass Knowledge subscribers are invited to,... Visit MoneyScience for the Complete Article.    |
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