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- RT @infoarbitrage: Revenge of the Nerds, the Sequel: Silicon Valley Wallflowers Now Hot http://t.co/UJh2aWbb Enterprise is hot. Too hot?
- In case you missed it yesterday: It's the MoneyScience Digest http://t.co/BrTAUMsT feat @EmanuelDerman & @HaimBodek #quant
- In case you missed it last week: It's the MoneyScience Digest http://t.co/BrTAUMsT feat @EmanuelDerman & @HaimBodek #quant
- Blog Post: PatrickBurns: Variance targeting in garch estimation
- Published / Preprint: 24Sep/Joint Forum releases "Principles for the supervision of financial conglomerates"
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @EsadeExed @GlasgowUni @ESCPeurope
- Blog Post: TheFinancialServicesClub: Things worth reading: 24th September 2012
- Blog Post: Falkenblog: US Corporate Tax Rates High
- Published / Preprint: On statistical indistinguishability of the complete and incomplete markets. (arXiv:1209.4695v1 [q-fin.PR])
- Published / Preprint: Stock Price Dynamics and Option Valuations under Volatility Feedback Effect. (arXiv:1209.4718v1 [q-fin.PR])
- Published / Preprint: A generalized statistical model for the size distribution of wealth. (arXiv:1209.4787v1 [q-fin.GN])
- Published / Preprint: Iterated Function Systems with Economic Applications. (arXiv:1209.4849v1 [q-fin.GN])
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @IBMInitiate @acuityrm @Centage
- Event: Society for Neuroeconomics Annual Conference: Decision Making and the Brain
- Cass Knowledge Newsletter - June 2012
- Link Library: Notes for Economists on Writing Code
| Posted: 24 Sep 2012 04:39 AM PDT moneyscience: RT @infoarbitrage: Revenge of the Nerds, the Sequel: Silicon Valley Wallflowers Now Hot http://t.co/UJh2aWbb Enterprise is hot. Too hot? Visit MoneyScience for the Complete Article.      |
| Posted: 24 Sep 2012 04:03 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.    |
| Posted: 24 Sep 2012 02:56 AM PDT BusinessSchools: In case you missed it last week: It's the MoneyScience Digest http://t.co/BrTAUMsT feat @EmanuelDerman & @HaimBodek #quant Visit MoneyScience for the Complete Article.    |
| Blog Post: PatrickBurns: Variance targeting in garch estimation Posted: 24 Sep 2012 02:24 AM PDT What is variance targeting in garch estimation? And what is its effect?read more... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Sep 2012 02:16 AM PDT Press release about the Joint Forum releasing "Principles for the supervision of financial conglomerates" (24 September 2012) Visit MoneyScience for the Complete Article.    |
| Posted: 24 Sep 2012 12:38 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @EsadeExed @GlasgowUni @ESCPeurope Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 24th September 2012 Posted: 23 Sep 2012 09:09 PM PDT Things we're reading today include ...read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: US Corporate Tax Rates High Posted: 23 Sep 2012 05:40 PM PDT A new study on corporate tax rates makes the point that US corporate tax rates are rather high. I didn't realize this, so I thought it was interesting. There study is here, but like all good empirical research, the gist is in a simple graph: Visit MoneyScience for the Complete Article.    |
| Posted: 23 Sep 2012 05:30 PM PDT The possibility of statistical evaluation of the market completeness and incompleteness is investigated for continuous time diffusion stock market models. It is shown that, for any incomplete market model from a wide class of models, there exists a complete market model with an arbitrarily close paths of the stock prices. This leads to the counterintuitive conclusion that the incomplete markets... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Sep 2012 05:30 PM PDT According to the volatility feedback effect, an unexpected increase in squared volatility leads to an immediate decline in the price-dividend ratio. In this paper, we consider the properties of stock price dynamics and option valuations under the volatility feedback effect by modeling the joint dynamics of stock price, dividends, and volatility in continuous time. Most importantly, our model... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Sep 2012 05:30 PM PDT In a recent paper in this journal [J. Stat. Mech. (2009) P02037] we proposed a new, physically motivated, distribution function for modeling individual incomes having its roots in the framework of the k-generalized statistical mechanics. The performance of the k-generalized distribution was checked against real data on personal income for the United States in 2003. In this paper we extend our... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Sep 2012 05:30 PM PDT This work's purpose is to understand the dynamics of some social systems whose properties can be captured by certain iterated function systems. To achieve this intension, we start from the theory of iterated function systems, and then we study two specific economic models on random utility function and optimal stochastic growth. Visit MoneyScience for the Complete Article.    |
| Posted: 23 Sep 2012 05:54 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @IBMInitiate @acuityrm @Centage Visit MoneyScience for the Complete Article.    |
| Event: Society for Neuroeconomics Annual Conference: Decision Making and the Brain Posted: 04 Jul 2012 01:26 PM PDT Location: Ritz-Carlton Key Biscayne in Miami, Florida, USA; Date: September 28th, 2012; Our annual conference, Neuroeconomics: Decision Making and the Brain, aims to promote interdisciplinary collaborations and discussions on topics lying at the intersection of the brain and decision sciences in the hopes of advancing both theory and research in decision making. To this end, we... 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.    |
| Link Library: Notes for Economists on Writing Code Posted: 03 Jul 2012 05:25 AM PDT Matthew Gentzkow Jesse M. Shapiro Chicago Booth June 25, 2012 Introduction Every step of every research project we do is written in code, from raw data to final paper. Doing research is therefore writing software. Over time, people who write software for a living have learned a lot about how to write it well. We follow their lead. We aim to write code that would pass muster if we worked at... Visit MoneyScience for the Complete Article.    |
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