MoneyScience News |
- Blog Post: TheFinancialServicesClub: Things worth reading: 7th November 2012
- Blog Post: TheAlephBlog: Industry Ranks November 2012
- Published / Preprint: Impact of time illiquidity in a mixed market without full observation. (arXiv:1211.1285v1 [q-fin.PM])
- Published / Preprint: Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets. (arXiv:1211.1286v1 [q-fin.PM])
- Academic Research, 'Dark Research' and Stock Return Predictability
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @automatedtrader @TradeTech @john_avery
- Daniel Kahneman's open e-mail to researchers who work on social priming http://t.co/2sioei1Q
| Blog Post: TheFinancialServicesClub: Things worth reading: 7th November 2012 Posted: 07 Nov 2012 12:16 AM PST Things we're reading today include ... read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Industry Ranks November 2012 Posted: 06 Nov 2012 10:57 PM PST read more... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Nov 2012 05:33 PM PST We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of two possibly correlated assets: one liquid and one illiquid. The liquid asset is observed and can be traded continuously, while the illiquid one can be traded only at discrete random times corresponding to the jumps of a Poisson process with intensity $\lambda$, is observed at the trading... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Nov 2012 05:33 PM PST We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of a liquid and an illiquid asset. The liquid asset is observed and can be traded continuously, while the illiquid one can only be traded and observed at discrete random times corresponding to the jumps of a Poisson process. The problem is a nonstandard mixed discrete/continuous optimal control... Visit MoneyScience for the Complete Article.    |
| Academic Research, 'Dark Research' and Stock Return Predictability Posted: 06 Nov 2012 06:00 AM PST Josh Fischman over the Chronicle of Higher Education picks up on a working paper by David McLean and Jeffrey Pontiff titled "Does Academic Research Destroy Stock Return Predictability?" which is currently listed in our Research Library.read more... 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 รข–¸ Top stories today via @automatedtrader @TradeTech @john_avery Visit MoneyScience for the Complete Article.    |
| Daniel Kahneman's open e-mail to researchers who work on social priming http://t.co/2sioei1Q Posted: 08 Oct 2012 04:19 AM PDT BusinessSchools: Daniel Kahneman's open e-mail to researchers who work on social priming http://t.co/2sioei1Q Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |