MoneyScience News |
- Sifting for Sentiment - Interview with DataSift's Robert Passarella
- Blog Post: TheFinancialServicesClub: A new currency payment system is about to explode
- Blog Post: TheAlephBlog: Book Review: The Great Rebalancing
- Blog Post: Falkenblog: Health Care End Game Predictable
- Published / Preprint: Theory of Performance Participation Strategies. (arXiv:1302.5339v1 [q-fin.PM])
- Published / Preprint: No-arbitrage of second kind in countable markets with proportional transaction costs. (arXiv:1008.3276v3 [q-fin.CP] UPDATED)
- Vendor News: Infosys Positioned as a Leader in Gartner Magic Quadrant for Oracle Applications Management Service Providers, Worldwide
- Powerful people are looking out for their future selves
Sifting for Sentiment - Interview with DataSift's Robert Passarella Posted: 22 Feb 2013 03:11 AM PST |
Blog Post: TheFinancialServicesClub: A new currency payment system is about to explode Posted: 22 Feb 2013 12:57 AM PST |
Blog Post: TheAlephBlog: Book Review: The Great Rebalancing Posted: 21 Feb 2013 09:56 PM PST |
Blog Post: Falkenblog: Health Care End Game Predictable Posted: 21 Feb 2013 07:10 PM PST Ever notice how quickly the health care debate turns to insurance? It has long seemed to me that this is just a trick to advance redistribution under a different mechanism, because first you conflate insurance with health care, then start regulating in such a way that everyone is treated the same by the insurer regardless of the riskiness of the insured. In such a system, low risk people will try... Visit MoneyScience for the Complete Article. |
Published / Preprint: Theory of Performance Participation Strategies. (arXiv:1302.5339v1 [q-fin.PM]) Posted: 21 Feb 2013 05:32 PM PST The purpose of this article is to introduce, analyze and compare two performance participation methods based on a portfolio consisting of two risky assets: Option-Based Performance Participation (OBPP) and Constant Proportion Performance Participation (CPPP). By generalizing the provided guarantee to a participation in the performance of a second risky underlying, the new strategies allow to cope... Visit MoneyScience for the Complete Article. |
Posted: 21 Feb 2013 05:32 PM PST Motivated by applications to bond markets, we propose a multivariate framework for discrete time financial markets with proportional transaction costs and a countable infinite number of tradable assets. We show that the no-arbitrage of second kind property (NA2 in short), recently introduced by Rasonyi for finite-dimensional markets, allows us to provide a closure property for the set of... Visit MoneyScience for the Complete Article. |
Posted: 21 Feb 2013 01:17 PM PST |
Powerful people are looking out for their future selves Posted: 21 Feb 2013 05:38 AM PST |
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