MoneyScience News |
- Published / Preprint: 09Jan/Basel Committee issues "Principles for effective risk data aggregation and risk reporting - final document"
- Blog Post: TheFinancialServicesClub: 2013: The Technology Landscape
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @uoebusiness
- Blog Post: TheAlephBlog: On the Platinum Coin
- Blog Post: Falkenblog: Bob Haugen RIP
- Published / Preprint: The Foster-Hart Measure of Riskiness for General Gambles. (arXiv:1301.1471v1 [q-fin.RM])
- Published / Preprint: Multivariate risk measures: a constructive approach based on selections. (arXiv:1301.1496v1 [q-fin.RM])
- Published / Preprint: Asymptotic Power Utility-Based Pricing and Hedging. (arXiv:0912.3362v3 [q-fin.PM] UPDATED)
- Blog Post: WealthandCapitalMarketsBlog: CRM and Social Media
- RT @LME_News LME User Committee announced: http://t.co/JRfigVPY http://t.co/8rtME1Jz
- 2012: the year in News
- Call for Papers: Conference on Currency Trading and Risk Premia - Oxford Man Institute of #Quant Finance @OxManInst http://t.co/1T1lMioi
- Intel and OnX Announce Social Media Hub for the Finteligent Trading Technology Community
| Posted: 09 Jan 2013 03:01 AM PST Press release about the Basel Committee releasing "Principles for effective risk data aggregation and risk reporting - final document" (9 January 2013) Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: 2013: The Technology Landscape Posted: 09 Jan 2013 02:37 AM PST 2012 didn’t really see any new technology outcomes. I look around the house today and see an iPad, iPhone and other things, but nothing essentially radically new from 2012 that’s big and different. But something is about to happen that will change things fundamentally. read more... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jan 2013 11:33 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @uoebusiness Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: On the Platinum Coin Posted: 08 Jan 2013 11:33 PM PST Okay, so the Treasury mints a Platinum coin, and deems it to be worth One Trillion Dollars. We have a fiat currency, so what is the problem?read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Bob Haugen RIP Posted: 08 Jan 2013 07:05 PM PST Bob Haugen passed away last Sunday. My favorite Haugen articles are really two. In Commonalities in Commonality in the Determinants of Expected Stock Returns (1995, with Nardin Baker), he basically showed that there's lots of stange things going on in the stock market. He looked at 40 or so specific metrics related to liquidity, price ratios, prior returns, growth, and risk, and found many... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jan 2013 05:30 PM PST Foster and Hart proposed an operational measure of riskiness for discrete random variables. We show that their defining equation has no solution for many common continuous distributions including many uniform distributions, e.g. We show how to extend consistently the definition of riskiness to continuous random variables. For many continuous random variables, the risk measure is equal to the... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jan 2013 05:30 PM PST Since risky positions in multivariate portfolios can be offset by various choices of capital requirements that depend on the exchange rules and related transaction costs, it is natural to assume that the risk measures of random vectors are set-valued. Furthermore, it is reasonable to include the exchange rules in the argument of the risk and so consider risk measures of set-valued portfolios.... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jan 2013 05:30 PM PST Kramkov and Sirbu (2006, 2007) have shown that first-order approximations of power utility-based prices and hedging strategies can be computed by solving a mean-variance hedging problem under a specific equivalent martingale measure and relative to a suitable numeraire. In order to avoid the introduction of an additional state variable necessitated by the change of numeraire, we propose an... Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: CRM and Social Media Posted: 08 Jan 2013 02:51 PM PST CRM has evolved from sales, customer service, and marketing automation. It is not only basic customer information, but also financial data, client reporting, social media, and more. The growth of social media communities such as LinkedIn, Twitter, Facebook has added yet another dimension to CRM. Social media websites have added another source for relationship managers to review and... Visit MoneyScience for the Complete Article.    |
| RT @LME_News LME User Committee announced: http://t.co/JRfigVPY http://t.co/8rtME1Jz Posted: 08 Jan 2013 11:35 AM PST moneyscience: RT @LME_News LME User Committee announced: http://t.co/JRfigVPY http://t.co/8rtME1Jz Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jan 2013 08:42 AM PST 2012 has been an exciting year for the ICMA Centre, filled with success and records. We had the pleasure to announce a new Head of School, Professor Adrian Bell, in August and three new members of faculty joining us – Dr Nadia Kappou, Dr Ogonna Nneji and Miriam Marra. We would also like to mention again, Dr Ioannis Oikonomou, forContinue reading Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 05:48 AM PDT moneyscience: Call for Papers: Conference on Currency Trading and Risk Premia - Oxford Man Institute of #Quant Finance @OxManInst http://t.co/1T1lMioi Visit MoneyScience for the Complete Article.    |
| Intel and OnX Announce Social Media Hub for the Finteligent Trading Technology Community Posted: 24 Oct 2012 04:32 AM PDT TORONTO, Ontario and New York, NY, October 23, 2012 – read more... Visit MoneyScience for the Complete Article.    |
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