MoneyScience News |
- .@icmacentre: Whoâs it worth applying to? http://t.co/2v9obQlM
- Blog Post: WealthandCapitalMarketsBlog: Cash safe haven for investors and corporates?
- RT @MarieHoughton: RT@ joesaluzzi RT @FGoria: #HFT systems amplify Butterfly Effect http://t.co/jA6hehXg (via @TheBradOnSE)
- RT @MarieHoughton: RT@ joesaluzzi RT @FGoria: #HFT systems amplify Butterfly Effect http://t.co/gS2PBxy8 (via @TheBradOnSE)
- One of very few pieces of video footage of John Maynard Keynes http://t.co/ulHw2X19
- BBC TV program - Masters of Money - 2. Hayek http://t.co/ZNhb28mz
- BBC TV Program: âMasters of Money - 1. Keynesâ http://t.co/48hCxBer
- Blog Post: TheFinancialServicesClub: How do you behave when no-one is watching?
- RT @Ian_Fraser: #RBS attempts to scapegoat four traders for Libor rigging unravelling fast http://t.co/E92Jd6E2
- Vendor News: Fidessa transforms buy-side connectivity service
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @Bob_Bruner @INCAE
- Blog Post: TheAlephBlog: Too Much Investment
- Blog Post: Falkenblog: Volatility Risk Premium
- Published / Preprint: Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process. (arXiv:1209.5175v1 [q-fin.PM])
- Published / Preprint: The Reactive Volatility Model. (arXiv:1209.5190v1 [q-fin.ST])
- Whoâs it worth applying to?
- Five reasons that UK universities cannot do outreach on their own http://t.co/jrG9uPtR
- University of Alberta School of Business has been recruiting top academic talent from major US schools @ualbertabus http://t.co/kc6O11bU
- Research Library: Banking and Trading (pdf)
- Research Library: Predatory Trading (pdf)
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @portfolioprobe @symphonyfintech @SASsoftware
- Published / Preprint: Banking and Trading (CEPR DP9148)
- Published / Preprint: Agency, Firm Growth and Managerial Turnover (CEPR DP9147)
- Published / Preprint: Bankers and bank investors: Reconsidering the economies of scale in banking (CEPR DP9146)
- Published / Preprint: Lending relationships and credit rationing: the impact of securitization (CEPR DP9138)
- Published / Preprint: Loan Sales and Screening Incentives (CEPR DP9084)
| .@icmacentre: Whoâs it worth applying to? http://t.co/2v9obQlM Posted: 25 Sep 2012 03:39 AM PDT BusinessSchools: .@icmacentre: Whoâs it worth applying to? http://t.co/2v9obQlM Visit MoneyScience for the Complete Article.      |
| Blog Post: WealthandCapitalMarketsBlog: Cash safe haven for investors and corporates? Posted: 25 Sep 2012 02:18 AM PDT I was writing a piece of research on the ABS and Repo markets in Europe this Summer and stumbled onto an innovative products offered by MTS and Newedge, Agency Cash Management (ACM) and thought, “wow, this is really innovative and this is what the market needs”.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 25 Sep 2012 01:55 AM PDT moneyscience: RT @MarieHoughton: RT@ joesaluzzi RT @FGoria: #HFT systems amplify Butterfly Effect http://t.co/jA6hehXg (via @TheBradOnSE) Visit MoneyScience for the Complete Article.    |
| Posted: 25 Sep 2012 01:43 AM PDT fin_tech: RT @MarieHoughton: RT@ joesaluzzi RT @FGoria: #HFT systems amplify Butterfly Effect http://t.co/gS2PBxy8 (via @TheBradOnSE) Visit MoneyScience for the Complete Article.    |
| One of very few pieces of video footage of John Maynard Keynes http://t.co/ulHw2X19 Posted: 25 Sep 2012 01:33 AM PDT BusinessSchools: One of very few pieces of video footage of John Maynard Keynes http://t.co/ulHw2X19 Visit MoneyScience for the Complete Article.    |
| BBC TV program - Masters of Money - 2. Hayek http://t.co/ZNhb28mz Posted: 25 Sep 2012 01:33 AM PDT BusinessSchools: BBC TV program - Masters of Money - 2. Hayek http://t.co/ZNhb28mz Visit MoneyScience for the Complete Article.    |
| BBC TV Program: âMasters of Money - 1. Keynesâ http://t.co/48hCxBer Posted: 25 Sep 2012 01:33 AM PDT BusinessSchools: BBC TV Program: “Masters of Money - 1. Keynes†http://t.co/48hCxBer Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: How do you behave when no-one is watching? Posted: 25 Sep 2012 01:33 AM PDT During my trip around the Middle East, I met a lot of banks looking at a lot of new ventures with lots of dialogue about new business models, new products and services, new organisational structures and new ways to communicate with staff, customers and stakeholders.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 25 Sep 2012 01:33 AM PDT moneyscience: RT @Ian_Fraser: #RBS attempts to scapegoat four traders for Libor rigging unravelling fast http://t.co/E92Jd6E2 Visit MoneyScience for the Complete Article.    |
| Vendor News: Fidessa transforms buy-side connectivity service Posted: 25 Sep 2012 01:18 AM PDT    |
| Posted: 25 Sep 2012 12:25 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @Bob_Bruner @INCAE Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Too Much Investment Posted: 24 Sep 2012 09:34 PM PDT Investment is usually a good thing, but it can be overdone. How? Let me list some of the examples:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Volatility Risk Premium Posted: 24 Sep 2012 06:24 PM PDT One of the more alluring investor myths is that you can get paid a premium for having the patience to withstand risk. It's like getting paid more for working at a smelly job rather than a job surrounded by wonderful smells: in equilibrium, the bad thing no one likes (risk, smells) are compensated via an extra return. You can formalize this and it forms one of the pillars of finance under the... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Sep 2012 05:32 PM PDT We consider the problem of optimizing the expected logarithmic utility of the value of a portfolio in a binomial model with proportional transaction costs with a long time horizon. By duality methods, we can find expressions for the boundaries of the no-trade-region and the asymptotic optimal growth rate, which can be made explicit for small transaction costs. Here we find that, contrary to the... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Reactive Volatility Model. (arXiv:1209.5190v1 [q-fin.ST]) Posted: 24 Sep 2012 05:32 PM PDT We present a new volatility model, simple to implement, that combines various attractive features such as an exponential moving average of the price and a leverage effect. This model is able to capture the so-called "panic effect", which occurs whenever systematic risk becomes the dominant factor. consequently, in contrast to other models, this new model is as reactive as the implied volatility... Visit MoneyScience for the Complete Article.    |
| Whoâs it worth applying to? Posted: 24 Sep 2012 07:58 AM PDT As I’ve mentioned in previous blogs, the Autumn is the time of year that students are bombarded with employers beseeching them to apply for graduate programmes before the closing date.  These deadlines are great for the employer, but can instill panic in the student body, and panic tends to supplant reason, meaning a generation of headless chickens churning out endless non-specific and... Visit MoneyScience for the Complete Article.    |
| Five reasons that UK universities cannot do outreach on their own http://t.co/jrG9uPtR Posted: 24 Sep 2012 06:51 AM PDT BusinessSchools: Five reasons that UK universities cannot do outreach on their own http://t.co/jrG9uPtR Visit MoneyScience for the Complete Article.    |
| Posted: 24 Sep 2012 06:51 AM PDT BusinessSchools: University of Alberta School of Business has been recruiting top academic talent from major US schools @ualbertabus http://t.co/kc6O11bU Visit MoneyScience for the Complete Article.    |
| Research Library: Banking and Trading (pdf) Posted: 24 Sep 2012 06:46 AM PDT Arnoud Boot and Lev Ratnovski Abstract We study the interaction between banking and trading businesses within a universal bank. Traditional banking is relationship-based: not scalable, long-term oriented, with high implicit capital, and low risk (thanks to the law of large numbers). Trading is transactions-based: scalable, short-term, capital constrained, and with the ability to generate... Visit MoneyScience for the Complete Article.    |
| Research Library: Predatory Trading (pdf) Posted: 24 Sep 2012 06:13 AM PDT Markus K. Brunnermeier and Lasse Heje Pedersen Abstract This paper studies predatory trading, trading that induces and/or exploits the need of other investors to reduce their positions.We show that if one trader needs to sell, others also sell and subsequently buy back the asset. This leads to price overshooting and a reduced liquidation value for the distressed trader. Hence, the market is... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Sep 2012 05:51 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @portfolioprobe @symphonyfintech @SASsoftware Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Banking and Trading (CEPR DP9148) Posted: 24 Sep 2012 05:36 AM PDT Banking and Trading Author(s): Arnoud W A Boot, Lev Ratnovski CEPR Discussion Paper Number 9148 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 23/09/2012 Keyword(s): banking, capital regulation, scale restrictions, trading JEL(s): Abstract: We study the effects of a bank’s engagement in... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Agency, Firm Growth and Managerial Turnover (CEPR DP9147) Posted: 24 Sep 2012 05:36 AM PDT Agency, Firm Growth and Managerial Turnover Author(s): Ronald W. Anderson, Maria Cecilia Bustamante, Stéphane Guibaud CEPR Discussion Paper Number 9147 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 23/09/2012 Keyword(s): agency, compensation policy, firm growth, managerial turnover, optimal... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Sep 2012 05:36 AM PDT Bankers and bank investors: Reconsidering the economies of scale in banking Author(s): Ronald W. Anderson, Karin Jõeveer CEPR Discussion Paper Number 9146 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 23/09/2012 Keyword(s): agency, banking, compensation policy, scale economies JEL(s): G20,... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Sep 2012 05:36 AM PDT Lending relationships and credit rationing: the impact of securitization Author(s): Santiago Carbó Valverde, Hans Degryse, Francisco Rodriguez-Fernandez CEPR Discussion Paper Number 9138 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 23/09/2012 Keyword(s): financial crisis, lending... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Loan Sales and Screening Incentives (CEPR DP9084) Posted: 24 Sep 2012 05:36 AM PDT Loan Sales and Screening Incentives Author(s): Helmut Bester, Thomas Gehrig, Rune Stenbacka CEPR Discussion Paper Number 9084 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 16/09/2012 Keyword(s): loan sales, screening, securitization JEL(s): D83, G21, G32, L15 Abstract: We analyze the effect... Visit MoneyScience for the Complete Article.    |
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