MoneyScience News |
- Blog Post: TheFinancialServicesClub: Were Skinner's 2012 predictions correct?
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @StellenboschMBA
- Published / Preprint: Do Japanese Policyholders Care About Insurersâ Credit Quality?
- Published / Preprint: Portfolio Diversification with Life Settlements: An Empirical Analysis Applied to Mutual Funds
- Published / Preprint: Foreign Participation and Its Relationship with Non-Life Insurer Performance in the Northeast Asian Markets
- Published / Preprint: Demand for Life InsuranceâAn Empirical Analysis in the Case of Poland
- Published / Preprint: Life Insurance in India: the Relationship between Reforms and Growth in Business
- Published / Preprint: EVA/RAROC vs. MCEV Earnings: A Unification Approach
- Published / Preprint: Editorial â Shin Research Excellence Awards: A partnership of The Geneva Association/International Insurance Society
- Published / Preprint: The Determinants of the Profitability of Micro-Life Insurers in Nigeria
- Published / Preprint: Development and Sustainability of Emerging Health Insurance Markets: Evidence from Microinsurance in Pakistan
- Published / Preprint: Insurance Rebates, Incentives and Primary Care in Australia
- Blog Post: TheAlephBlog: Blog Notes
- RT @QFINANCEnews: The Risk of the Single Metric http://t.co/ClsuT3Ph
- Published / Preprint: Opinion formation model for markets with a social temperature and fear. (arXiv:1212.4751v1 [physics.soc-ph])
- Published / Preprint: Market Impact with Autocorrelated Order Flow under Perfect Competition. (arXiv:1212.4770v1 [q-fin.TR])
- Published / Preprint: Changes in Cross-Correlations as an Indicator for Systemic Risk
- .@icmacentre: ICMA Centre Profiles â Yihan Zhou http://t.co/UZ4pIXyw
- Welcome to the MoneyScience Digest - 19/12/12 - http://t.co/GX5WWbYY #quant #finance #money #science
- Season's Greetings from the Team at MoneyScience! http://t.co/kvoK0QUz
- MoneyScience Digest - 09/12/12 (End of Year Edition)
- Season's Greetings from the Team at MoneyScience!
Blog Post: TheFinancialServicesClub: Were Skinner's 2012 predictions correct? Posted: 20 Dec 2012 02:46 AM PST |
Posted: 19 Dec 2012 11:34 PM PST |
Published / Preprint: Do Japanese Policyholders Care About Insurersâ Credit Quality? Posted: 19 Dec 2012 11:19 PM PST |
Posted: 19 Dec 2012 11:19 PM PST |
Posted: 19 Dec 2012 11:19 PM PST |
Published / Preprint: Demand for Life InsuranceâAn Empirical Analysis in the Case of Poland Posted: 19 Dec 2012 11:19 PM PST |
Posted: 19 Dec 2012 11:19 PM PST |
Published / Preprint: EVA/RAROC vs. MCEV Earnings: A Unification Approach Posted: 19 Dec 2012 11:19 PM PST |
Posted: 19 Dec 2012 11:19 PM PST |
Published / Preprint: The Determinants of the Profitability of Micro-Life Insurers in Nigeria Posted: 19 Dec 2012 11:19 PM PST |
Posted: 19 Dec 2012 11:19 PM PST |
Published / Preprint: Insurance Rebates, Incentives and Primary Care in Australia Posted: 19 Dec 2012 11:19 PM PST |
Blog Post: TheAlephBlog: Blog Notes Posted: 19 Dec 2012 10:50 PM PST |
RT @QFINANCEnews: The Risk of the Single Metric http://t.co/ClsuT3Ph Posted: 19 Dec 2012 08:15 PM PST |
Posted: 19 Dec 2012 05:37 PM PST In the spirit of behavioral finance, we study the process of opinion formation among investors using a variant of the 2D Voter Model with a tunable social temperature. Further, a feedback acting on the temperature is introduced, such that social temperature reacts to market imbalances and thus becomes time dependent. In this toy market model, social temperature represents nervousness of agents... Visit MoneyScience for the Complete Article. |
Posted: 19 Dec 2012 05:37 PM PST Our goal in this paper is to study the market impact in a market in which the order flow is autocorrelated. We build a model which explains qualitatively and quantitatively the empirical facts observed so far concerning market impact. We define different notions of market impact, and show how they lead to the different price paths observed in the literature. For each one, under the assumption of... Visit MoneyScience for the Complete Article. |
Published / Preprint: Changes in Cross-Correlations as an Indicator for Systemic Risk Posted: 19 Dec 2012 09:04 AM PST The 2008â"2012 global financial crisis began with the global recession in December 2007 and exacerbated in September 2008, during which the U.S. stock markets lost 20% of value from its October 11 2007 peak. Various studies reported that financial crisis are associated with increase in both cross-correlations among stocks and stock indices and the level of systemic risk. In this paper, we study... Visit MoneyScience for the Complete Article. |
.@icmacentre: ICMA Centre Profiles â Yihan Zhou http://t.co/UZ4pIXyw Posted: 19 Dec 2012 08:51 AM PST |
Welcome to the MoneyScience Digest - 19/12/12 - http://t.co/GX5WWbYY #quant #finance #money #science Posted: 19 Dec 2012 05:30 AM PST |
Season's Greetings from the Team at MoneyScience! http://t.co/kvoK0QUz Posted: 19 Dec 2012 05:30 AM PST |
MoneyScience Digest - 09/12/12 (End of Year Edition) Posted: 19 Dec 2012 05:02 AM PST |
Season's Greetings from the Team at MoneyScience! Posted: 19 Dec 2012 04:35 AM PST |
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