MoneyScience News |
- Blog Post: TheFinancialServicesClub: 2012: the hot money went into America
- Vendor News: Infosys Finacle⢠a leader among Global Banking Platforms: Independent research firm
- Vendor News: Okasan Securities selects FidessaâÂÂs Japanese trading platform for proprietary trading
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @NorwichBSchool @FisherOSU @noamwass
- Blog Post: TheAlephBlog: Book Review: The Snowball, Part One
- Blog Post: Falkenblog: Cult of the Presidency
- Published / Preprint: The art of PD curve calibration. (arXiv:1212.3716v1 [q-fin.RM])
- Published / Preprint: Dynamic quasi-concave performance measures. (arXiv:1212.3958v1 [q-fin.PM])
- Published / Preprint: Risk Measures in a Regime Switching Model Capturing Stylized Facts. (arXiv:1212.4126v1 [q-fin.RM])
- Published / Preprint: Option Pricing from Wavelet-Filtered Financial Series. (arXiv:1103.3639v2 [q-fin.ST] CROSS LISTED)
- RT @rszbt: Temporary or permanent? MT @EconBizFin: non-financial firms in Europe issued more debt than financial ones http://t.co/TQjLVZVu
- Blog Post: iMFdirect: Latin American Firms: Keeping Corporate Vulnerabilities in Check
- Journal of Finance: Free Access to the Top 50 most highly cited papers of all time http://t.co/2qspXJJe @JofFinance
- Published / Preprint: Journal of Finance: Free Access to the Top 50 most highly cited papers of all time
- .@icmacentre: PhD Student Satchit Sagade published in Bank of England Working Paper http://t.co/lk5EtgUk
- Featured Book: The Future of Private Equity: Beyond the Mega Buyout - Mark Bishop http://t.co/h6gfkK2w @PalMacFinance
- European Business Schools Women on Boards Initiative migrating 'Global Board Ready Women' list of 8k women online http://t.co/hmXHdKHR
- RT @JFPuget: Very interesting advice RT @siah How to write a great research paper http://t.co/TawpYlp7
- PhD Student Satchit Sagade published in Bank of England Working Paper
- Research Library: Thirty Years of Prospect Theory in Economics: A Review and Assessment
- Research Library: Securitization: A Survey of the Literature and Open Questions
- Greed, not generosity, more likely to be 'paid forward'
- Popular MoneyScience 2012 Part 3: Top 30 Research Papers http://t.co/SnldTCQh
- Popular MoneyScience 2012 Part 3 - Top 30 Research Papers http://t.co/AqYk6V0H #quant #risk #hft
- Popular MoneyScience 2012 Part 3: Top 30 Research Papers
| Blog Post: TheFinancialServicesClub: 2012: the hot money went into America Posted: 18 Dec 2012 03:38 AM PST So what’s the year been like from an investment view?read more... Visit MoneyScience for the Complete Article.      |
| Posted: 18 Dec 2012 03:30 AM PST Infosys Finacleâ„¢, the universal banking solution, has been ranked as a long-term leader in The Forrester Waveâ„¢: Global Banking Platforms, Q4 2012, published by Forrester Research, Inc. Visit MoneyScience for the Complete Article.    |
| Posted: 18 Dec 2012 01:41 AM PST    |
| Posted: 17 Dec 2012 11:45 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @NorwichBSchool @FisherOSU @noamwass Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Book Review: The Snowball, Part One Posted: 17 Dec 2012 11:03 PM PST read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Cult of the Presidency Posted: 17 Dec 2012 06:12 PM PST Watching the media's anticipation of Obama's press conference after the tragic school shooting in Connecticut, I was reminded of the great book The Cult of the Presidency by Gene Healy, where he notes the president is now expected to be, among many other things, the Consoler in Chief, our national chaplain in times of great tragedies. The President originally was someone who would simply... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The art of PD curve calibration. (arXiv:1212.3716v1 [q-fin.RM]) Posted: 17 Dec 2012 05:30 PM PST PD curve calibration refers to the task of transforming a set of conditional probabilities of default (PDs) to another average PD level that is determined by a change of the underlying conditional PD. This paper presents a framework that allows to explore a variety of calibration techniques and the conditions under which they are fit for purpose. We test the techniques discussed by applying them... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Dynamic quasi-concave performance measures. (arXiv:1212.3958v1 [q-fin.PM]) Posted: 17 Dec 2012 05:30 PM PST We define Conditional quasi concave Performance Measures (CPMs), on random variables bounded from below, to accommodate for additional information. Our notion encompasses a wide variety of cases, from conditional expected utility and certainty equivalent to conditional acceptability indexes. We provide the characterization of a CPM in terms of an induced family of conditional convex risk... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Dec 2012 05:30 PM PST We pick up the regime switching model for asset returns introduced by Rogers and Zhang. The calibration involves various markets including implied volatility in order to gain additional predictive power. We focus on the calculation of risk measures by Fourier methods that have successfully been applied to option pricing and analyze the accuracy of the results. Visit MoneyScience for the Complete Article.    |
| Posted: 17 Dec 2012 05:30 PM PST We perform wavelet decomposition of high frequency financial time series into large and small time scale components. Taking the FTSE100 index as a case study, and working with the Haar basis, it turns out that the small scale component defined by most ($\simeq$ 99.6%) of the wavelet coefficients can be neglected for the purpose of option premium evaluation. The relevance of the hugely... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Dec 2012 11:14 AM PST moneyscience: RT @rszbt: Temporary or permanent? MT @EconBizFin: non-financial firms in Europe issued more debt than financial ones http://t.co/TQjLVZVu Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Latin American Firms: Keeping Corporate Vulnerabilities in Check Posted: 17 Dec 2012 10:42 AM PST by MarÃa González-Mirandaread more... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Dec 2012 08:51 AM PST BusinessSchools: Journal of Finance: Free Access to the Top 50 most highly cited papers of all time http://t.co/2qspXJJe @JofFinance Visit MoneyScience for the Complete Article.    |
| Posted: 17 Dec 2012 08:36 AM PST Disentangling The Incentive And Entrenchment Effects Of Large Shareholdings Stijn Claessens, Simeon Djankov, Joseph P. H. Fan, Larry H. P. Lang Volume 57, Issue 6 December 2002read more... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Dec 2012 08:35 AM PST BusinessSchools: .@icmacentre: PhD Student Satchit Sagade published in Bank of England Working Paper http://t.co/lk5EtgUk Visit MoneyScience for the Complete Article.    |
| Posted: 17 Dec 2012 08:35 AM PST BusinessSchools: Featured Book: The Future of Private Equity: Beyond the Mega Buyout - Mark Bishop http://t.co/h6gfkK2w @PalMacFinance Visit MoneyScience for the Complete Article.    |
| Posted: 17 Dec 2012 08:35 AM PST BusinessSchools: European Business Schools Women on Boards Initiative migrating 'Global Board Ready Women' list of 8k women online http://t.co/hmXHdKHR Visit MoneyScience for the Complete Article.    |
| Posted: 17 Dec 2012 08:35 AM PST BusinessSchools: RT @JFPuget: Very interesting advice RT @siah How to write a great research paper http://t.co/TawpYlp7 Visit MoneyScience for the Complete Article.    |
| PhD Student Satchit Sagade published in Bank of England Working Paper Posted: 17 Dec 2012 08:23 AM PST ICMA Centre PhD student Satchit Sagade recently published a working paper for the Bank of England together with Research Economist for the Bank of England, Evangelos Benos. The paper entitled “High-frequency trading behaviour and its impact on market quality: evidence from the UK equity marketâ€, studies the behaviour of high-frequency traders in the UK equity market and analyses its... Visit MoneyScience for the Complete Article.    |
| Research Library: Thirty Years of Prospect Theory in Economics: A Review and Assessment Posted: 17 Dec 2012 07:54 AM PST Nicholas Barberis Yale School of Management; National Bureau of Economic Research (NBER) November 2012 Abstract Prospect theory, first described in a 1979 paper by Daniel Kahneman and Amos Tversky, is widely viewed as the best available description of how people evaluate risk in experimental settings. While the theory contains many remarkable insights, it has proven challenging to apply these... Visit MoneyScience for the Complete Article.    |
| Research Library: Securitization: A Survey of the Literature and Open Questions Posted: 17 Dec 2012 07:39 AM PST Gary B. Gorton Yale School of Management; National Bureau of Economic Research (NBER) Andrew Metrick Yale School of Management; National Bureau of Economic Research (NBER) November 17, 2011 Abstract We survey the literature on securitization and lay out a research program for its open questions. Securitization is the process by which loans, previously held to maturity on the balance sheets of... Visit MoneyScience for the Complete Article.    |
| Greed, not generosity, more likely to be 'paid forward' Posted: 17 Dec 2012 07:04 AM PST Paying it forward - a popular expression for extending generosity to others after someone has been generous to you - is a heartwarming concept, but it is less common than repaying greed with greed, according to new research published by the American Psychological Association. read more... Visit MoneyScience for the Complete Article.    |
| Popular MoneyScience 2012 Part 3: Top 30 Research Papers http://t.co/SnldTCQh Posted: 17 Dec 2012 06:05 AM PST BusinessSchools: Popular MoneyScience 2012 Part 3: Top 30 Research Papers http://t.co/SnldTCQh Visit MoneyScience for the Complete Article.    |
| Popular MoneyScience 2012 Part 3 - Top 30 Research Papers http://t.co/AqYk6V0H #quant #risk #hft Posted: 17 Dec 2012 05:13 AM PST BusinessSchools: Popular MoneyScience 2012 Part 3 - Top 30 Research Papers http://t.co/AqYk6V0H #quant #risk #hft Visit MoneyScience for the Complete Article.    |
| Popular MoneyScience 2012 Part 3: Top 30 Research Papers Posted: 17 Dec 2012 04:53 AM PST Following on from Part 1 (Top 10 Videos) and Part 2 (Top 10 Blog Posts), I'm pleased to present the final part of our annual review of the most popular content at MoneyScience.read more... Visit MoneyScience for the Complete Article.    |
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