MoneyScience News |
- RT @pattersonscott: Haim Bodek, people http://t.co/6p4N0QUe
- RT @abnormalreturns: Ugh. RT @pattersonscott: For Superfast Stock Traders, a Way to Jump Ahead in Line - http://t.co/v1ei5MIN
- RT @abnormalreturns: Ugh. RT @pattersonscott: For Superfast Stock Traders, a Way to Jump Ahead in Line - http://t.co/x5Cf6iij
- Are B-Schools Missing the Boat in Africa? http://t.co/AkqskEw2
- Applications are way down at US MBA programs http://t.co/6DFtYQgr
- Boom in India's management education sector that saw the number of b-schools triple to almost 4k over 5 years has ended http://t.co/x3kOoUdH
- The Ten Most Dangerous Things Business Schools Teach MBAs http://t.co/fd9VvmBV
- #MathBabe on Emanuel Dermanâs "Apologia Pro Vita Suaâ @EmanuelDerman http://t.co/eQbIwYgT
- Emanuel Derman's "Apologia Pro Vita Sua" (pdf) @EmanuelDerman http://t.co/S5TIDcey
- Blog Post: TheFinancialServicesClub: The Financial Services Club Season, London, Q4 2012
- Vendor News: KBW extends relationship with Fidessa
- Blog Post: TheAlephBlog: On Low Volatility Investing
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @CarnegieMellon @TippieMBAIowa
- Blog Post: Falkenblog: The Easiest Way to Make Money
- Published / Preprint: Sparsifying Defaults: Optimal Bailout Policies for Financial Networks in Distress. (arXiv:1209.3982v1 [q-fin.CP])
- Published / Preprint: Arbitrage Bounds for Prices of Weighted Variance Swaps. (arXiv:1001.2678v3 [q-fin.PR] UPDATED)
- Published / Preprint: Optimal dividend control for a generalized risk model with investment incomes and debit interest. (arXiv:1102.4132v6 [math.OC] UPDATED)
- Blog Post: WealthandCapitalMarketsBlog: US and European divergence in OTC derivatives trading
- Fantasy football management is purely an optimisation strategy
- Published / Preprint: How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market (CEPR DP9136)
- Published / Preprint: A Macroeconomic Model of Endogenous Systemic Risk Taking (CEPR DP9134)
- Published / Preprint: Asset Prices and Institutional Investors (CEPR DP9120)
- Published / Preprint: Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition (CEPR DP9108)
- Published / Preprint: The Value of Control and the Costs of Illiquidity (CEPR DP9090)
- Published / Preprint: Capital Regulation and Credit Fluctuations (CEPR DP9077)
- Published / Preprint: Time-Varying Fund Manager Skill (CEPR DP9025)
- Published / Preprint: The Cross-Section and Time-Series of Stock and Bond Returns (CEPR DP9024)
- Published / Preprint: Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees (CEPR DP9023)
- Published / Preprint: The Wealth-Consumption Ratio (CEPR DP9022)
- Video: Palgrave Macmillan and the Lindau Nobel Laureate Meetings http://t.co/dcwtYoYW
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @NiemannCapital @nanexllc
| RT @pattersonscott: Haim Bodek, people http://t.co/6p4N0QUe Posted: 19 Sep 2012 04:03 AM PDT moneyscience: RT @pattersonscott: Haim Bodek, people http://t.co/6p4N0QUe Visit MoneyScience for the Complete Article.      |
| Posted: 19 Sep 2012 04:03 AM PDT moneyscience: RT @abnormalreturns: Ugh. RT @pattersonscott: For Superfast Stock Traders, a Way to Jump Ahead in Line - http://t.co/v1ei5MIN Visit MoneyScience for the Complete Article.    |
| Posted: 19 Sep 2012 03:51 AM PDT fin_tech: RT @abnormalreturns: Ugh. RT @pattersonscott: For Superfast Stock Traders, a Way to Jump Ahead in Line - http://t.co/x5Cf6iij Visit MoneyScience for the Complete Article.    |
| Are B-Schools Missing the Boat in Africa? http://t.co/AkqskEw2 Posted: 19 Sep 2012 03:03 AM PDT BusinessSchools: Are B-Schools Missing the Boat in Africa? http://t.co/AkqskEw2 Visit MoneyScience for the Complete Article.    |
| Applications are way down at US MBA programs http://t.co/6DFtYQgr Posted: 19 Sep 2012 03:03 AM PDT BusinessSchools: Applications are way down at US MBA programs http://t.co/6DFtYQgr Visit MoneyScience for the Complete Article.    |
| Posted: 19 Sep 2012 03:03 AM PDT BusinessSchools: Boom in India's management education sector that saw the number of b-schools triple to almost 4k over 5 years has ended http://t.co/x3kOoUdH Visit MoneyScience for the Complete Article.    |
| The Ten Most Dangerous Things Business Schools Teach MBAs http://t.co/fd9VvmBV Posted: 19 Sep 2012 03:03 AM PDT BusinessSchools: The Ten Most Dangerous Things Business Schools Teach MBAs http://t.co/fd9VvmBV Visit MoneyScience for the Complete Article.    |
| Posted: 19 Sep 2012 02:30 AM PDT BusinessSchools: #MathBabe on Emanuel Derman’s "Apologia Pro Vita Sua†@EmanuelDerman http://t.co/eQbIwYgT Visit MoneyScience for the Complete Article.    |
| Emanuel Derman's "Apologia Pro Vita Sua" (pdf) @EmanuelDerman http://t.co/S5TIDcey Posted: 19 Sep 2012 02:30 AM PDT BusinessSchools: Emanuel Derman's "Apologia Pro Vita Sua" (pdf) @EmanuelDerman http://t.co/S5TIDcey Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: The Financial Services Club Season, London, Q4 2012 Posted: 19 Sep 2012 02:06 AM PDT We are pleased to announce details of our Winter Season of meetings of the Financial Services Club, London. If you would like to attend any of the meetings, please go to the fsclub.net and register.read more... Visit MoneyScience for the Complete Article.    |
| Vendor News: KBW extends relationship with Fidessa Posted: 19 Sep 2012 01:18 AM PDT    |
| Blog Post: TheAlephBlog: On Low Volatility Investing Posted: 19 Sep 2012 01:00 AM PDT Recently a friend of mine sent me an e-mail after my review of Eric Falkenstein’s latest book. Here it is:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 19 Sep 2012 12:23 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @CarnegieMellon @TippieMBAIowa Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: The Easiest Way to Make Money Posted: 18 Sep 2012 07:17 PM PDT Former UBS banker Bradley Birkenfeld won $104m for exposing the giant Swiss bank’s effortsâ€"illegal in America but not in its home countryâ€"to help American taxpayers hide money in offshore accounts. I think the take-away is that any organization involved in large-scale illegalities should realize that the incentive to turn over insider evidence is huge now, and this should dissuade... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Sep 2012 05:35 PM PDT The events of the last few years revealed an acute need for tools to systematically model and analyze large financial networks. Many applications of such tools include the forecasting of systemic failures and analyzing probable effects of economic policy decisions. We consider optimizing the amount and structure of a bailout in a borrower-lender network: Given a fixed amount of cash to be... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Sep 2012 05:35 PM PDT We develop robust pricing and hedging of a weighted variance swap when market prices for a finite number of co--maturing put options are given. We assume the given prices do not admit arbitrage and deduce no-arbitrage bounds on the weighted variance swap along with super- and sub- replicating strategies which enforce them. We find that market quotes for variance swaps are surprisingly close to... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Sep 2012 05:35 PM PDT This paper investigates dividend optimization of an insurance corporation under a more realistic model which takes into consideration refinancing or capital injections. The model follows the compound Poisson framework with credit interest for positive reserve, and debit interest for negative reserve. Ruin occurs when the reserve drops below the critical value. The company controls the dividend... Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: US and European divergence in OTC derivatives trading Posted: 18 Sep 2012 04:34 PM PDT In travels to Europe last week, it became (even more) crystal clear that there is a major divergence between the US and Europe when it comes to OTC derivatives trading and clearing reforms. First, the USA and Europe are not synchronized when it comes to clearing OTC derivatives. The SEC and CFTC have been far more assertive in working to meet the G20 clearing goals (central clearing as opposed... Visit MoneyScience for the Complete Article.    |
| Fantasy football management is purely an optimisation strategy Posted: 18 Sep 2012 01:44 PM PDT Steve Mills delivers insights into common behavioural finance mistakes in fantasy football and online poker Visit MoneyScience for the Complete Article.    |
| Posted: 18 Sep 2012 01:00 PM PDT How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market Author(s): John Y Campbell, Tarun Ramadorai, Benjamin Ranish CEPR Discussion Paper Number 9136 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Development Economics (DE), Financial Economics (FE), Public Policy (PP) Date of Publication: 16/09/2012 Keyword(s):... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: A Macroeconomic Model of Endogenous Systemic Risk Taking (CEPR DP9134) Posted: 18 Sep 2012 12:59 PM PDT A Macroeconomic Model of Endogenous Systemic Risk Taking Author(s): David Martinez-Miera, Javier Suarez CEPR Discussion Paper Number 9134 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE), International Macroeconomics (IM) Date of Publication: 16/09/2012 Keyword(s): Capital requirements, Credit cycles, Financial... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Asset Prices and Institutional Investors (CEPR DP9120) Posted: 18 Sep 2012 12:59 PM PDT Asset Prices and Institutional Investors Author(s): Suleyman Basak, Anna Pavlova CEPR Discussion Paper Number 9120 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 02/09/2012 Keyword(s): asset class, Asset pricing, general equilibrium, indexing, institutions, money management JEL(s): G12, G18,... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Sep 2012 12:59 PM PDT Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition Author(s): Zhihua Chen, Aziz Lookman, Norman Schürhoff, Duane J Seppi CEPR Discussion Paper Number 9108 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 26/08/2012 Keyword(s): Corporate bond market, Index addition,... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Value of Control and the Costs of Illiquidity (CEPR DP9090) Posted: 18 Sep 2012 12:59 PM PDT The Value of Control and the Costs of Illiquidity Author(s): Rui Albuquerque, Enrique Schroth CEPR Discussion Paper Number 9090 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 19/08/2012 Keyword(s): control discount, Control transactions, corporate governance, illiquidity spillover, marketability... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Capital Regulation and Credit Fluctuations (CEPR DP9077) Posted: 18 Sep 2012 12:59 PM PDT Capital Regulation and Credit Fluctuations Author(s): Hans Gersbach, Jean-Charles Rochet CEPR Discussion Paper Number 9077 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE), International Macroeconomics (IM) Date of Publication: 05/08/2012 Keyword(s): Complete Markets, Credit Fluctuations, Macroprudential Regulation,... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Time-Varying Fund Manager Skill (CEPR DP9025) Posted: 18 Sep 2012 12:59 PM PDT Time-Varying Fund Manager Skill Author(s): Marcin Kacperczyk, Stijn van Nieuwerburgh, Laura Veldkamp CEPR Discussion Paper Number 9025 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 01/07/2012 Keyword(s): BUSINESS CYCLE, MUTUAL FUNDS, SKILLS JEL(s): G00, G11, G2 Abstract: How to evaluate a... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Cross-Section and Time-Series of Stock and Bond Returns (CEPR DP9024) Posted: 18 Sep 2012 12:59 PM PDT The Cross-Section and Time-Series of Stock and Bond Returns Author(s): Ralph Koijen, Hanno Lustig, Stijn van Nieuwerburgh CEPR Discussion Paper Number 9024 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 01/07/2012 Keyword(s): bond risk premium, cross-section of stock returns JEL(s): E21, E43,... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Sep 2012 12:59 PM PDT Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees Author(s): Bryan Kelly, Hanno Lustig, Stijn van Nieuwerburgh CEPR Discussion Paper Number 9023 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 24/06/2012 Keyword(s): financial crisis, government bailout,... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Wealth-Consumption Ratio (CEPR DP9022) Posted: 18 Sep 2012 12:59 PM PDT The Wealth-Consumption Ratio Author(s): Hanno Lustig, Stijn van Nieuwerburgh, Adrien Verdelhan CEPR Discussion Paper Number 9022 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 24/06/2012 Keyword(s): discount rate, equity risk premium, excess return, interest rate, risk premium, stock market,... Visit MoneyScience for the Complete Article.    |
| Video: Palgrave Macmillan and the Lindau Nobel Laureate Meetings http://t.co/dcwtYoYW Posted: 18 Sep 2012 06:57 AM PDT BusinessSchools: Video: Palgrave Macmillan and the Lindau Nobel Laureate Meetings http://t.co/dcwtYoYW Visit MoneyScience for the Complete Article.    |
| Posted: 18 Sep 2012 05:46 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @NiemannCapital @nanexllc Visit MoneyScience for the Complete Article.    |
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