MoneyScience News |
- .@icmacentre: New faculty members welcomed http://t.co/3psyv1Kp
- New faculty members welcomed
- Blog Post: TheFinancialServicesClub: NFC: No Further Cause (or why contactless is a dead tech)
- Blog Post: PatrickBurns: How to add a benchmark to a variance matrix
- Published / Preprint: 01Oct/Implementation of capital standards: assessment reports published by Basel Committee
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @oriolllop @ricemba
- Published / Preprint: New methods of estimating volatility and returns: Revisited
- Published / Preprint: The term structure of loss preferences and rationality in analyst earnings forecasts
- Published / Preprint: The impact of flow of funds and management style on abnormal performance
- Published / Preprint: Innovative value indicators: Firm specific versus macroeconomic
- Published / Preprint: Man versus math: Behaviorist exploration of post-crisis non-banking asset management
- RT @freakonometrics: "Most of what you read was wrong: how press releases rewrote scientific history" http://t.co/5N8hG5bU by @j_timmer
- RT @rszbt: In case you missed it: Fighting financial complexity with simple rules? http://t.co/0JJtRCBP Some thoughts on #Haldane's view ...
- RT @MrVikas: RT @TheEconomist: Whoever takes over LIBOR, the regulation of inter-bank rates, faces a daunting task http://t.co/WVknliX4
- Blog Post: Falkenblog: Banks Still in Negative Vega Zone
- Published / Preprint: The European debt crisis: Defaults and market equilibrium. (arXiv:1209.6369v1 [q-fin.GN])
- Published / Preprint: UPDATE July 2012 | The Food Crises: The US Drought. (arXiv:1209.6376v1 [physics.soc-ph])
- Published / Preprint: Maximising Survival, Growth, and Goal Reaching Under Borrowing Constraints. (arXiv:1209.6385v1 [q-fin.PM])
- Published / Preprint: The best gain-loss ratio is a poor performance measure. (arXiv:1209.6439v1 [q-fin.PM])
- Published / Preprint: Bootstrapping topology and systemic risk of complex network using the fitness model. (arXiv:1209.6459v1 [physics.soc-ph])
- Published / Preprint: Malliavin calculus method for asymptotic expansion of dual control problems. (arXiv:1209.6497v1 [q-fin.PR])
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @SASsoftware @carlcarrie @john_avery
- Event: Introduction to Financial Sentiment Data: Theory and Practice
- Event: 'Shaping Your Culture Via Risk Appetite' Free One Hour Webinar
| .@icmacentre: New faculty members welcomed http://t.co/3psyv1Kp Posted: 01 Oct 2012 03:45 AM PDT BusinessSchools: .@icmacentre: New faculty members welcomed http://t.co/3psyv1Kp Visit MoneyScience for the Complete Article.      |
| Posted: 01 Oct 2012 03:10 AM PDT This academic year the ICMA Centre is very pleased to welcome three new members of faculty â€" Dr Nadia Kappou, Ogonna Nneji and Miriam Marra. Dr Nadia Kappou After having worked in the finance industry for seven years, Nadia joined the ICMA Centre on a full time basis in July 2012. In the City, Nadia has worked as an equityContinue reading Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: NFC: No Further Cause (or why contactless is a dead tech) Posted: 01 Oct 2012 02:57 AM PDT The world is a wonderful place, as times shift fast and things turn faster than an egg on a timer.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: PatrickBurns: How to add a benchmark to a variance matrix Posted: 01 Oct 2012 02:22 AM PDT There is a good way and a bad way to add a benchmark to a variance matrix that will be used for optimization and similar operations. Our examination sheds a little light on the process of variance matrix estimation in this realm.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 01 Oct 2012 02:02 AM PDT Press release about "Implementation of capital standards: assessment reports" (1 October 2012) Visit MoneyScience for the Complete Article.    |
| Posted: 01 Oct 2012 12:32 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @oriolllop @ricemba Visit MoneyScience for the Complete Article.    |
| Published / Preprint: New methods of estimating volatility and returns: Revisited Posted: 01 Oct 2012 12:10 AM PDT Visit MoneyScience for the Complete Article.    |
| Posted: 01 Oct 2012 12:10 AM PDT Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The impact of flow of funds and management style on abnormal performance Posted: 01 Oct 2012 12:10 AM PDT Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Innovative value indicators: Firm specific versus macroeconomic Posted: 01 Oct 2012 12:10 AM PDT Visit MoneyScience for the Complete Article.    |
| Posted: 01 Oct 2012 12:10 AM PDT Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2012 11:08 PM PDT moneyscience: RT @freakonometrics: "Most of what you read was wrong: how press releases rewrote scientific history" http://t.co/5N8hG5bU by @j_timmer Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2012 11:08 PM PDT moneyscience: RT @rszbt: In case you missed it: Fighting financial complexity with simple rules? http://t.co/0JJtRCBP Some thoughts on #Haldane's view ... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2012 11:08 PM PDT moneyscience: RT @MrVikas: RT @TheEconomist: Whoever takes over LIBOR, the regulation of inter-bank rates, faces a daunting task http://t.co/WVknliX4 Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Banks Still in Negative Vega Zone Posted: 30 Sep 2012 05:48 PM PDT Recent increases in the monetary base have all gone into excess reserves, and so inflation has remained low, and monetary stimulus isn't stimulating. This puzzles many people, but I have a theory for it. The idea is that while equity owners--management--are like owners of call options on the assets of a firm (aka the Merton Model), banks are like down-and-out call option owners, because if their... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2012 05:30 PM PDT During the last two years, Europe has been facing a debt crisis, and Greece has been at its center. In response to the crisis, drastic actions have been taken, including the halving of Greek debt. Policy makers acted because interest rates for sovereign debt increased dramatically. High interest rates imply that default is likely due to economic conditions. High interest rates also increase the... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2012 05:30 PM PDT Recent droughts in the midwestern United States threaten to cause global catastrophe driven by a speculator amplified food price bubble. Here we show the effect of speculators on food prices using a validated quantitative model that accurately describes historical food prices. During the last six years, high and fluctuating food prices have lead to widespread hunger and social unrest. While a... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2012 05:30 PM PDT In this paper, we consider three problems related to survival, growth, and goal reaching maximization of an investment portfolio with proportional net cash flow. We solve the problems in a market constrained due to borrowing prohibition. To solve the problems, we first construct an auxiliary market and then apply the dynamic programming approach. Via our solutions, an alternative approach is... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2012 05:30 PM PDT The gain-loss ratio is known to enjoy very good properties from a normative point of view. As a confirmation, we show that the best market gain-loss ratio in the presence of a random endowment is an acceptability index and we provide its dual representation for general probability spaces. However, the gain-loss ratio was designed for finite $\Omega$, and works best in that case. For general... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2012 05:30 PM PDT We present a novel method to reconstruct complex network from partial information. We assume to know the links only for a subset of the nodes and to know some non-topological quantity (fitness) characterising every node. The missing links are generated on the basis of the latter quan- tity according to a fitness model calibrated on the subset of nodes for which links are known. We measure the... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2012 05:30 PM PDT We develop a technique based on Malliavin calculus ideas, for asymptotic expansion of dual control problems arising in connection with exponential indifference valuation of claims, and with minimisation of relative entropy, in incomplete markets. The problems involve optimisation of a functional in which the control features quadratically, while in the state dynamics it appears as a drift... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2012 05:46 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @SASsoftware @carlcarrie @john_avery Visit MoneyScience for the Complete Article.    |
| Event: Introduction to Financial Sentiment Data: Theory and Practice Posted: 03 Sep 2012 07:10 AM PDT Location: London; Date: October 11th, 2012; Course Overviewread more... Visit MoneyScience for the Complete Article.    |
| Event: 'Shaping Your Culture Via Risk Appetite' Free One Hour Webinar Posted: 15 Aug 2012 08:43 AM PDT Location: Online; Date: October 18th, 2012; Join Andrew Smart, the CEO of StratexSystems, as he presents a one-hour webinar on Shaping Your Organisational Culture via Risk Appetite. He will explain briefly explain risk appetite and how it can be linked into the overall strategy and risk management process of an organisation. He will then go on to explain how Risk Appetite statements work... Visit MoneyScience for the Complete Article.    |
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