MoneyScience News |
- Blog Post: TheFinancialServicesClub: Do you believe in NFC?
- Blog Post: TheAlephBlog: The Future Belongs to Those with Patience, Part 2
- RT @RiskUSA: Conspiracy theory: Lawyers gear up for high-stakes Libor case - http://t.co/uc5cKVDW via @RiskNetNews
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @CEIBS
- Published / Preprint: High-Water Marks and Separation of Private Investments. (arXiv:1208.4799v1 [q-fin.PM])
- Published / Preprint: Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression. (arXiv:1208.4831v1 [q-fin.ST])
- Blog Post: iMFdirect: Top 20 ' iMFdirectâs top 20 list
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @MATLAB @NYSE_Arca
- .@Cassinthenews: Cass CCE and NUS to deliver innovative leadership programme for students' union staff http://t.co/NPy5u3dA
- $1.5 billion: The cost of cutting London-Toyko latency by 60ms
Blog Post: TheFinancialServicesClub: Do you believe in NFC? Posted: 24 Aug 2012 03:10 AM PDT |
Blog Post: TheAlephBlog: The Future Belongs to Those with Patience, Part 2 Posted: 24 Aug 2012 02:40 AM PDT |
Posted: 24 Aug 2012 01:53 AM PDT |
Posted: 24 Aug 2012 12:48 AM PDT |
Posted: 23 Aug 2012 05:32 PM PDT A fund manager is paid performance fees with a high-water mark provision, and invests both fund's assets and private wealth in separate but potentially correlated risky assets, aiming to maximize expected utility from private wealth in the long run. Relative risk aversion and investment opportunities are constant. We find that the fund's portfolio depends only on the fund's investment... Visit MoneyScience for the Complete Article. |
Posted: 23 Aug 2012 05:32 PM PDT This paper revisits the fractional cointegrating relationship between ex-ante implied volatility and ex-post realized volatility. We argue that the concept of corridor implied volatility (CIV) should be used instead of the popular model-free option-implied volatility (MFIV) when assessing the fractional cointegrating relation as the latter may introduce bias to the estimation. For the realized... Visit MoneyScience for the Complete Article. |
Blog Post: iMFdirect: Top 20 ' iMFdirectâs top 20 list Posted: 23 Aug 2012 01:29 PM PDT |
Posted: 23 Aug 2012 05:50 AM PDT |
Posted: 23 Aug 2012 05:25 AM PDT |
$1.5 billion: The cost of cutting London-Toyko latency by 60ms Posted: 21 Mar 2012 05:29 AM PDT |
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