MoneyScience News

Blog Post: TheFinancialServicesClub: What is the Financial Services Club?
Vendor News: Fidessa voted FCMs' ISV of the Year at FOW Awards
ICMA Centre students Christmas party
The Financial Education Daily is out! http://t.co/mgDaff68
Published / Preprint: Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources. (arXiv:1212.1661v1 [q-fin.GN])
Published / Preprint: The Greek Public Debt Path: From Zero to Infinity. (arXiv:1212.1679v1 [physics.data-an])
Blog Post: Falkenblog: Hong and Sraer's Explanation of the Low Vol Anomaly
Published / Preprint: 10Dec/December 2012 Quarterly Review: Policy measures and reduced short-term risks buoyed markets
MoneyScience Daily is out! http://t.co/aGkJAVQE : Top stories today via @TheStalwart

Blog Post: TheFinancialServicesClub: What is the Financial Services Club?

Posted: 10 Dec 2012 03:17 AM PST

We've just updated our overview of the Financial Services Club. It's now just five slides and tells you all about what we do. If interested, check it out ...read more...

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Vendor News: Fidessa voted FCMs' ISV of the Year at FOW Awards

Posted: 10 Dec 2012 03:15 AM PST

ICMA Centre students Christmas party

Posted: 10 Dec 2012 01:59 AM PST

It has only been a couple of months since we welcomed new and returning students to the ICMA Centre, but with the holiday season fast approaching, the end of the first term is almost upon us. To celebrate, the ICMA Centre students and staff attended the annual Christmas party. The party started just after six, as students came out ofContinue reading

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The Financial Education Daily is out! http://t.co/mgDaff68

Posted: 09 Dec 2012 11:36 PM PST

BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68

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Published / Preprint: Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources. (arXiv:1212.1661v1 [q-fin.GN])

Posted: 09 Dec 2012 05:31 PM PST

We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that there are two pairs of similar models (Bank of America/Morgan Stanley and Goldman Sachs/JPMorgan Chase)...

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Published / Preprint: The Greek Public Debt Path: From Zero to Infinity. (arXiv:1212.1679v1 [physics.data-an])

Posted: 09 Dec 2012 05:31 PM PST

The aim of the present article is to treat the Greek public debt issue strictly as a curve fitting problem. Thus, based on Eurostat data and using the Mathematica technical computing software, an exponential function that best fits the data is determined modelling how the Greek public debt expands with time. Exploring the main features of this best fit model, it is concluded that the Greek public...

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Blog Post: Falkenblog: Hong and Sraer's Explanation of the Low Vol Anomaly

Posted: 09 Dec 2012 03:36 PM PST

In 1977 Ed Miller proposed a simple model where greater dispersion in in beliefs generated a greater price for stocks because those holders of a stock are in the 95th percentile of valuation, and given a constant mean, a higher variance implies a higher 95th percentile. Key to this model is the short sales constraint, because otherwise sellers would see these assets as overpriced and short them....

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