Thursday, December 20, 2012

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Were Skinner's 2012 predictions correct?

Posted: 20 Dec 2012 02:46 AM PST

At the start of the year, I always make a few predictions about what will happen in the following year.  Watch this blog in January for 2013’s predictions.  But what were the predictions for 2012?read more...

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The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @StellenboschMBA

Posted: 19 Dec 2012 11:34 PM PST

BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @StellenboschMBA

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Published / Preprint: Do Japanese Policyholders Care About Insurersâ Credit Quality?

Posted: 19 Dec 2012 11:19 PM PST



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Published / Preprint: Portfolio Diversification with Life Settlements: An Empirical Analysis Applied to Mutual Funds

Posted: 19 Dec 2012 11:19 PM PST



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Published / Preprint: Foreign Participation and Its Relationship with Non-Life Insurer Performance in the Northeast Asian Markets

Posted: 19 Dec 2012 11:19 PM PST



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Published / Preprint: Demand for Life InsuranceâAn Empirical Analysis in the Case of Poland

Posted: 19 Dec 2012 11:19 PM PST



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Published / Preprint: Life Insurance in India: the Relationship between Reforms and Growth in Business

Posted: 19 Dec 2012 11:19 PM PST



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Published / Preprint: EVA/RAROC vs. MCEV Earnings: A Unification Approach

Posted: 19 Dec 2012 11:19 PM PST



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Published / Preprint: Editorial â Shin Research Excellence Awards: A partnership of The Geneva Association/International Insurance Society

Posted: 19 Dec 2012 11:19 PM PST



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Published / Preprint: The Determinants of the Profitability of Micro-Life Insurers in Nigeria

Posted: 19 Dec 2012 11:19 PM PST



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Published / Preprint: Development and Sustainability of Emerging Health Insurance Markets: Evidence from Microinsurance in Pakistan

Posted: 19 Dec 2012 11:19 PM PST



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Published / Preprint: Insurance Rebates, Incentives and Primary Care in Australia

Posted: 19 Dec 2012 11:19 PM PST



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Blog Post: TheAlephBlog: Blog Notes

Posted: 19 Dec 2012 10:50 PM PST

Once again, I have an article the Baltimore Business Review.  You can download it here.  My article is on page 40 of the PDF.read more...

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RT @QFINANCEnews: The Risk of the Single Metric http://t.co/ClsuT3Ph

Posted: 19 Dec 2012 08:15 PM PST

moneyscience: RT @QFINANCEnews: The Risk of the Single Metric http://t.co/ClsuT3Ph

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Published / Preprint: Opinion formation model for markets with a social temperature and fear. (arXiv:1212.4751v1 [physics.soc-ph])

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...

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Published / Preprint: Market Impact with Autocorrelated Order Flow under Perfect Competition. (arXiv:1212.4770v1 [q-fin.TR])

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...

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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...

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.@icmacentre: ICMA Centre Profiles â Yihan Zhou http://t.co/UZ4pIXyw

Posted: 19 Dec 2012 08:51 AM PST

BusinessSchools: .@icmacentre: ICMA Centre Profiles â€" Yihan Zhou http://t.co/UZ4pIXyw

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Welcome to the MoneyScience Digest - 19/12/12 - http://t.co/GX5WWbYY #quant #finance #money #science

Posted: 19 Dec 2012 05:30 AM PST

BusinessSchools: Welcome to the MoneyScience Digest - 19/12/12 - http://t.co/GX5WWbYY #quant #finance #money #science

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Season's Greetings from the Team at MoneyScience! http://t.co/kvoK0QUz

Posted: 19 Dec 2012 05:30 AM PST

BusinessSchools: Season's Greetings from the Team at MoneyScience! http://t.co/kvoK0QUz

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MoneyScience Digest - 09/12/12 (End of Year Edition)

Posted: 19 Dec 2012 05:02 AM PST

Featured | Sponsored | Events | Announcements | Finance and Banking | Finance and Technology | Science and General Interest | Researchread more...

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Season's Greetings from the Team at MoneyScience!

Posted: 19 Dec 2012 04:35 AM PST

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