Friday, August 24, 2012

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Do you believe in NFC?

Posted: 24 Aug 2012 03:10 AM PDT

I ‘ve been talking about contactless for years now  - I remember talking about the Octopus card system about ten years ago after it launched in Hong Kong in 1997 â€" and still find it surprising how invisible it is.read more...

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Blog Post: TheAlephBlog: The Future Belongs to Those with Patience, Part 2

Posted: 24 Aug 2012 02:40 AM PDT

This occurred to me today, and so I want to toss it out as an idea, even if I never get to work with it.  What percentage of stocks are covered by 13F filings?  I bet it is pretty high.read more...

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RT @RiskUSA: Conspiracy theory: Lawyers gear up for high-stakes Libor case - http://t.co/uc5cKVDW via @RiskNetNews

Posted: 24 Aug 2012 01:53 AM PDT

moneyscience: RT @RiskUSA: Conspiracy theory: Lawyers gear up for high-stakes Libor case - http://t.co/uc5cKVDW via @RiskNetNews

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

Posted: 24 Aug 2012 12:48 AM PDT

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

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Published / Preprint: High-Water Marks and Separation of Private Investments. (arXiv:1208.4799v1 [q-fin.PM])

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...

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Published / Preprint: Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression. (arXiv:1208.4831v1 [q-fin.ST])

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...

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Blog Post: iMFdirect: Top 20 ' iMFdirectâs top 20 list

Posted: 23 Aug 2012 01:29 PM PDT

Three years after the launch of iMFdirect as a forum for discussing economic issues around the world, we look back at some of our most popular posts.read more...

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @MATLAB @NYSE_Arca

Posted: 23 Aug 2012 05:50 AM PDT

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

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.@Cassinthenews: Cass CCE and NUS to deliver innovative leadership programme for students' union staff http://t.co/NPy5u3dA

Posted: 23 Aug 2012 05:25 AM PDT

BusinessSchools: .@Cassinthenews: Cass CCE and NUS to deliver innovative leadership programme for students' union staff http://t.co/NPy5u3dA

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$1.5 billion: The cost of cutting London-Toyko latency by 60ms

Posted: 21 Mar 2012 05:29 AM PDT

Via ExtremeTech:read more...

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