MoneyScience News |
- Wiley Finance Newsletter - September
- In case you missed it yesterday: It's the MoneyScience Digest http://t.co/BrTAUMsT feat @EmanuelDerman & @HaimBodek #quant
- Blog Post: TheAlephBlog: The Dilemma of Adding Yield
- The Financial Education Daily is out! http://t.co/TYluKzUv
- Blog Post: Falkenblog: Leverage Aversion and Portfolio Optimality
- Published / Preprint: Diffusion-based models for financial markets without martingale measures. (arXiv:1209.4449v1 [q-fin.PR])
- Published / Preprint: Partial ensemble averages in geometric Brownian motion. (arXiv:1209.4517v1 [math-ph])
- Published / Preprint: Performance Analysis of Hybrid Forecasting Model In Stock Market Forecasting. (arXiv:1209.4608v1 [q-fin.ST])
- Published / Preprint: The Transition from Brownian Motion to Boom-and-Bust Dynamics in Financial and Economic Systems. (arXiv:1209.4629v1 [q-fin.TR])
- Head's up, it's the MoneyScience Digest! #quant #money #science #finance #FinTech http://t.co/vk5p8vqO
- MoneyScience Digest - 20/09/12
- RT @JaffrayW: Direct link for the live Senate testimony on computerized trading starting at 10AM: http://t.co/b7H5QkBA #hft
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @CapcoGlobal @Blackhorse @portfolioprobe
| Wiley Finance Newsletter - September Posted: 21 Sep 2012 04:50 AM PDT Counterparty Credit Risk read more... Visit MoneyScience for the Complete Article.      |
| Posted: 21 Sep 2012 02:29 AM PDT BusinessSchools: In case you missed it yesterday: It's the MoneyScience Digest http://t.co/BrTAUMsT feat @EmanuelDerman & @HaimBodek #quant Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: The Dilemma of Adding Yield Posted: 21 Sep 2012 12:52 AM PDT Back when I was exclusively a bond manager, 2001-2003, which I chronicled in my series “The Education of a Corporate Bond Manager,” I successfully struggled with one concept: when do you try to add more yield to your portfolio, and when don’t you?read more... Visit MoneyScience for the Complete Article.    |
| The Financial Education Daily is out! http://t.co/TYluKzUv Posted: 21 Sep 2012 12:40 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Leverage Aversion and Portfolio Optimality Posted: 20 Sep 2012 06:41 PM PDT There's a strange article, Leverage Aversion and Portfolio Optimality, by Bruce Jacobs and Ken Levy in the FAJ. It's not clear what their paper is trying to explain. That is, a theory should either predict something new, integrate two seemingly separate results, or explain a paradox to standard theory. This paper seems to merely show that if people explicitly take into account leverage,... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Sep 2012 05:35 PM PDT We consider a general class of diffusion-based models and show that, even in the absence of an Equivalent Local Martingale Measure, the financial market may still be viable, in the sense that strong forms of arbitrage are excluded and portfolio optimisation problems can be meaningfully solved. Relying partly on the recent literature, we provide necessary and sufficient conditions for market... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Sep 2012 05:35 PM PDT Geometric Brownian motion is non-stationary. It is non-ergodic in the sense that the time-average growth rate observed in a single realization differs from the growth rate of the ensemble average. We prove that the time-average growth rate of averages over a finite number, N, of realizations is independent of N. A stability analysis shows that the time at which such averages begin to deviate from... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Sep 2012 05:35 PM PDT This paper presents performance analysis of hybrid model comprise of concordance and Genetic Programming (GP) to forecast financial market with some existing models. This scheme can be used for in depth analysis of stock market. Different measures of concordances such as Kendalls Tau, Ginis Mean Difference, Spearmans Rho, and weak interpretation of concordance are used to search for the pattern... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Sep 2012 05:35 PM PDT Quasi-equilibrium models for aggregate variables are widely-used throughout finance and economics. The validity of such models depends crucially upon assuming that the systems' participants behave both independently and in a Markovian fashion. read more... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Sep 2012 01:44 PM PDT BusinessSchools: Head's up, it's the MoneyScience Digest! #quant #money #science #finance #FinTech http://t.co/vk5p8vqO Visit MoneyScience for the Complete Article.    |
| MoneyScience Digest - 20/09/12 Posted: 20 Sep 2012 01:29 PM PDT Featured | Sponsored | Events | Announcements | Finance and Banking | Finance and Technology | Science and General Interest | Researchread more... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Sep 2012 06:59 AM PDT fin_tech: RT @JaffrayW: Direct link for the live Senate testimony on computerized trading starting at 10AM: http://t.co/b7H5QkBA #hft Visit MoneyScience for the Complete Article.    |
| Posted: 20 Sep 2012 05:50 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 รข–¸ Top stories today via @CapcoGlobal @Blackhorse @portfolioprobe Visit MoneyScience for the Complete Article.    |
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