MoneyScience News |
- .@icmacentre: Research News From the ICMA Centre http://t.co/0W0sFabB
- A New Finance Bulletin from Palgrave Macmillan http://t.co/HapW5QMk @PalMacFinance
- Does a dean have any say in the running of a university? http://t.co/bvidD48S
- Blog Post: TheFinancialServicesClub: One banker knows his industry is trashed, and here's his plan
- RT @QFINANCEnews: The botched Facebook IPO and the dilemma of stock options and falling prices- Part Two http://t.co/DYfO6R3p
- UK gov says £35m of fines imposed for LIBOR manipulation & other bad behaviour to support UK Armed Forces #tcm http://t.co/MuIp1hBd
- Blog Post: PatrickBurns: Upcoming events
- Empirics and Psychology: Eight of the Worldâs Top Young Economists Discuss Where Their Field Is Going http://t.co/GMvMevQL
- Research in the Media
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @EllerCollege @andrewtghill @uniofglos
- Blog Post: TheAlephBlog: Set it and Forget it
- Blog Post: Falkenblog: Poor Ina Drew
- Published / Preprint: On random convex analysis--the analytic foundation of the module approach to conditional risk measures. (arXiv:1210.1848v1 [math.FA])
- Published / Preprint: On parameter estimation for critical affine processes. (arXiv:1210.1866v1 [math.ST])
- Published / Preprint: How We Tend To Overestimate Powerlaw Tail Exponents. (arXiv:1210.1966v1 [q-fin.RM])
- Published / Preprint: Fostering Project Scheduling and Controlling Risk Management. (arXiv:1210.2021v1 [q-fin.RM])
- Published / Preprint: Smooth Nonparametric Bernstein Vine Copulas. (arXiv:1210.2043v1 [q-fin.RM])
- Published / Preprint: Mod\`eles de co\^uts en fonderie sable : les limites d'une approche g\'en\'erique. (arXiv:1210.2088v1 [q-fin.GN])
- Published / Preprint: Equalitarian Societies are Economically Impossible. (arXiv:1210.2132v1 [physics.soc-ph])
- Published / Preprint: Local Risk-Minimization under the Benchmark Approach. (arXiv:1210.2337v1 [q-fin.PR])
- Blog Post: iMFdirect: Global Economy: Some Bad News and Some Hope
- Research Library: The Diversity of High Frequency Traders
- Blog Post: OlsenBlog: no title
- RT @FuturICT: Olsen Ltd commits licensing software services and financial market #data to #FuturICT project. http://t.co/4ypWLEH0 (pdf)
- RT @FuturICT: Olsen Ltd commits licensing software services and financial market #data to #FuturICT project. http://t.co/XsZ0WrIh (pdf)
- Via @Ritholtz - The Deeper Causes of the Financial Crisis - Mortgages Alone Cannot Explain It http://t.co/q21hR4IV
- Oops! The Economist Fixes Its New Business School Ranking http://t.co/etfAwooi
- Fact-checking financial recessions http://t.co/raT0XgGj
- Research Library: Toward a Value Inclusive Theory of Economic Decision- Making: A 'New Science' Model
- Research Library: The Deeper Causes of the Financial Crisis - Mortgages Alone Cannot Explain It
- Research Library: A Plea for (Good) Simulations: Nudging Economics Toward an Experimental Science (pdf)
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @automatedtrader @TradeTech @john_avery
- Published / Preprint: Bank ratings: What determines their quality? (CEPR DP9171)
- Published / Preprint: Do Political Blogs Matter? Corruption in State-Controlled Companies, Blog Postings, and DDoS Attacks (CEPR DP9169)
- Published / Preprint: Market Structure and Borrower Welfare in Microfinance (CEPR DP9165)
- Published / Preprint: Liquidity Coinsurance and Bank Capital (CEPR DP9162)
- Blog Post: WealthandCapitalMarketsBlog: Risk decisions that matter
- The risks of trading by banks
| .@icmacentre: Research News From the ICMA Centre http://t.co/0W0sFabB Posted: 09 Oct 2012 04:33 AM PDT BusinessSchools: .@icmacentre: Research News From the ICMA Centre http://t.co/0W0sFabB Visit MoneyScience for the Complete Article.      |
| A New Finance Bulletin from Palgrave Macmillan http://t.co/HapW5QMk @PalMacFinance Posted: 09 Oct 2012 04:33 AM PDT BusinessSchools: A New Finance Bulletin from Palgrave Macmillan http://t.co/HapW5QMk @PalMacFinance Visit MoneyScience for the Complete Article.    |
| Does a dean have any say in the running of a university? http://t.co/bvidD48S Posted: 09 Oct 2012 02:31 AM PDT BusinessSchools: Does a dean have any say in the running of a university? http://t.co/bvidD48S Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: One banker knows his industry is trashed, and here's his plan Posted: 09 Oct 2012 02:30 AM PDT I often present around the depressed state of the banking markets.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Oct 2012 02:07 AM PDT moneyscience: RT @QFINANCEnews: The botched Facebook IPO and the dilemma of stock options and falling prices- Part Two http://t.co/DYfO6R3p Visit MoneyScience for the Complete Article.    |
| Posted: 09 Oct 2012 02:07 AM PDT moneyscience: UK gov says £35m of fines imposed for LIBOR manipulation & other bad behaviour to support UK Armed Forces #tcm http://t.co/MuIp1hBd Visit MoneyScience for the Complete Article.    |
| Blog Post: PatrickBurns: Upcoming events Posted: 09 Oct 2012 01:57 AM PDT Featured I’ll be leading two courses in the near future:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Oct 2012 01:54 AM PDT BusinessSchools: Empirics and Psychology: Eight of the World’s Top Young Economists Discuss Where Their Field Is Going http://t.co/GMvMevQL Visit MoneyScience for the Complete Article.    |
| Posted: 09 Oct 2012 01:40 AM PDT    |
| Posted: 09 Oct 2012 12:28 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @EllerCollege @andrewtghill @uniofglos Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Set it and Forget it Posted: 08 Oct 2012 11:22 PM PDT This post is directed at people who don’t get the markets. People who think they they are experts can stop reading now.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Poor Ina Drew Posted: 08 Oct 2012 07:33 PM PDT Executives at large financial corporations tend to be smarmy bureaucrats, not savvy investors. They rise to the top via excellent credentials, good connections, better timing, and learning to not say anything so clearly as to betray their ignorance on things large and small. Ina Drew sounds like a Dilbert caricature.A New York Times puff piece on her tries to paint her as the scapegoat, but the... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 05:32 PM PDT To provide a solid analytic foundation for the module approach to conditional risk measures, this paper establishes a complete random convex analysis over random locally convex modules by simultaneously considering the two kinds of topologies (namely the $(\varepsilon,\lambda)$--topology and the locally $L^0$-- convex topology). It should be also mentioned that D. Filiporvi\'{c}, M.... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 05:32 PM PDT First we provide a simple set of sufficient conditions for the weak convergence of scaled affine processes with state space $R_+ \times R^d$. We specialize our result to one-dimensional continuous state branching processes with immigration. As an application, we study the asymptotic behavior of least squares estimators of some parameters of a two-dimensional critical affine diffusion process. Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 05:32 PM PDT In the presence of a layer of metaprobabilities (from uncertainty concerning the parameters), the asymptotic tail exponent corresponds to the lowest possible tail exponent regardless of its probability. The problem explains "Black Swan" effects, i.e., why measurements tend to chronically underestimate tail contributions, rather than merely deliver imprecise but unbiased estimates. Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 05:32 PM PDT Deployment of emerging technologies and rapid change in industries has created a lot of risk for initiating the new projects. Many techniques and suggestions have been introduced but still lack the gap from various prospective. This paper proposes a reliable project scheduling approach. The objectives of project scheduling approach are to focus on critical chain schedule and risk management.... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Smooth Nonparametric Bernstein Vine Copulas. (arXiv:1210.2043v1 [q-fin.RM]) Posted: 08 Oct 2012 05:32 PM PDT We propose to use nonparametric Bernstein copulas as bivariate pair-copulas in high-dimensional vine models. The resulting smooth and nonparametric vine copulas completely obviate the error-prone need for choosing the pair-copulas from parametric copula families. By means of a simulation study and an empirical analysis of financial market data, we show that our proposed smooth nonparametric vine... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 05:32 PM PDT The control of the costs, as soon as possible of the product life cycle, became a major asset in the competitiveness of the companies confronted with the universalization of competition. After having proposed the problems related this control difficulties, we will present an approach defining a concept of cost entity related to the activities of the product to be designed and realized. We will... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 05:32 PM PDT The inequality of wealth distribution is a universal phenomenon in the civilized nations, and it is often imputed to the Matthew effect, that is, the rich get richer and the poor get poorer. Some philosophers unjustified this phenomenon and tried to put the human civilization upon the evenness of wealth. Noticing the facts that 1) the emergence of the centralism is the starting point of human... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 05:32 PM PDT We study the pricing and hedging of derivatives in incomplete financial markets by considering the local risk-minimization method in the context of the benchmark approach, which will be called benchmarked local risk-minimization. We show that the proposed benchmarked local risk-minimization allows to handle under extremely weak assumptions a much richer modeling world than the classical... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Global Economy: Some Bad News and Some Hope Posted: 08 Oct 2012 05:08 PM PDT By Olivier Blanchardread more... Visit MoneyScience for the Complete Article.    |
| Research Library: The Diversity of High Frequency Traders Posted: 08 Oct 2012 08:52 AM PDT Björn Hagstromer Stockholm University - School of Business Lars L. Norden Stockholm University - School of Business Abstract The regulatory debate concerning high frequency trading (HFT) emphasizes the importance of distinguishing different HFT strategies and their influence on market quality. Using unique data from NASDAQ OMX Stockholm, we are the first to empirically provide such a... Visit MoneyScience for the Complete Article.    |
| Blog Post: OlsenBlog: no title Posted: 08 Oct 2012 08:09 AM PDT We are please to announce that our product profile was ranked in the Barclay Hedge Ranking award for August 2012. var siteHost = (("https:" == document.location.protocol) ? "https://" : "http://"); document.write(''); read more... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 07:33 AM PDT BusinessSchools: RT @FuturICT: Olsen Ltd commits licensing software services and financial market #data to #FuturICT project. http://t.co/4ypWLEH0 (pdf) Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 07:32 AM PDT fin_tech: RT @FuturICT: Olsen Ltd commits licensing software services and financial market #data to #FuturICT project. http://t.co/XsZ0WrIh (pdf) Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 06:43 AM PDT BusinessSchools: Via @Ritholtz - The Deeper Causes of the Financial Crisis - Mortgages Alone Cannot Explain It http://t.co/q21hR4IV Visit MoneyScience for the Complete Article.    |
| Oops! The Economist Fixes Its New Business School Ranking http://t.co/etfAwooi Posted: 08 Oct 2012 06:43 AM PDT BusinessSchools: Oops! The Economist Fixes Its New Business School Ranking http://t.co/etfAwooi Visit MoneyScience for the Complete Article.    |
| Fact-checking financial recessions http://t.co/raT0XgGj Posted: 08 Oct 2012 06:43 AM PDT BusinessSchools: Fact-checking financial recessions http://t.co/raT0XgGj Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 06:20 AM PDT Holly A Bell Abstract This paper explores one option for the development of a theoretical approach to economic decision-making that goes beyond the mechanical-mathematical models based on the assumptions of rational self-interest and utility maximization. The proposed model incorporates facts, values, relationships, cooperation, learning, and other factors into economic... Visit MoneyScience for the Complete Article.    |
| Research Library: The Deeper Causes of the Financial Crisis - Mortgages Alone Cannot Explain It Posted: 08 Oct 2012 06:15 AM PDT Deeper Causes of the Financial Crisis Mark Adelson Abstract The losses on U.S. residential mortgage loans are too small to explain the magnitude of the 2008financial crisis. The total losses, including the losses realized to date and those yet to be realized,should fall in the range of $750 billion to $2 trillion. The full, global magnitude of the crisis issignificantly larger –... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 06:08 AM PDT Julian Reiss Abstract In this article, the author argues that simulation is an undervalued technique to draw conclusions about empirical phenomena in economics. If the aim is to learn about the behavior of socioeconomic systems of interest, simulations have a variety of advantages relative to alternatives such as mathematical (pen and paper) modeling and laboratory experimentation. Therefore,... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 05:50 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @automatedtrader @TradeTech @john_avery Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Bank ratings: What determines their quality? (CEPR DP9171) Posted: 08 Oct 2012 05:33 AM PDT Bank ratings: What determines their quality? Author(s): Harald Hau, Sam Langfield, David Marqués Ibañez CEPR Discussion Paper Number 9171 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 07/10/2012 Keyword(s): conflicts of interest, credit ratings, prudential regulation, rating agencies,... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 05:33 AM PDT Do Political Blogs Matter? Corruption in State-Controlled Companies, Blog Postings, and DDoS Attacks Author(s): Ruben Enikolopov, Maria Petrova, Konstantin Sonin CEPR Discussion Paper Number 9169 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Development Economics (DE), Financial Economics (FE), Public Policy (PP) Date of Publication:... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Market Structure and Borrower Welfare in Microfinance (CEPR DP9165) Posted: 08 Oct 2012 05:33 AM PDT Market Structure and Borrower Welfare in Microfinance Author(s): Jonathan de Quidt, Thiemo Fetzer, Maitreesh Ghatak CEPR Discussion Paper Number 9165 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Development Economics (DE), Financial Economics (FE), Public Policy (PP) Date of Publication: 07/10/2012 Keyword(s): for-profit, market power,... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Liquidity Coinsurance and Bank Capital (CEPR DP9162) Posted: 08 Oct 2012 05:33 AM PDT Liquidity Coinsurance and Bank Capital Author(s): Fabio Castiglionesi, Fabio Feriozzi, Gyöngyi Lóránth, Loriana Pelizzon CEPR Discussion Paper Number 9162 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 07/10/2012 Keyword(s): Bank Capital, Interbank Markets, Liquidity Coinsurance. JEL(s): G21... Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: Risk decisions that matter Posted: 08 Oct 2012 05:14 AM PDT Recently, I had the privilege to hear from a person, for which risk management is likely to be the most important aspect of his livelihood.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 05:11 AM PDT read more... Visit MoneyScience for the Complete Article.    |
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