MoneyScience News |
- Published / Preprint: 24Jun/Guy Debelle appointed Chairman of the Markets Committee
- Published / Preprint: 23Jun/BIS inaugurates Andrew Crockett Memorial Lecture
- Blog Post: TheFinancialServicesClub: Things worth reading: 24th June 2013
- Blog Post: Falkenblog: Models aren't Optional
- Published / Preprint: Non-Equivalent Beliefs and Subjective Equilibrium Bubbles. (arXiv:1306.5082v1 [q-fin.GN])
- Published / Preprint: Social Discounting and the Long Rate of Interest. (arXiv:1306.5145v1 [q-fin.GN])
- Published / Preprint: Dynamic Assessment Indices. (arXiv:1306.5198v1 [math.PR])
- Blog Post: ThePracticalQuant: Analytic engines that factor in security labels
- Blog Post: PatrickBurns: US market portrait 2013 week 25
- Published / Preprint: 23Jun/Making the most of borrowed time: repair and reform the only way to growth, says BIS in 83rd Annual Report
- Blog Post: TheAlephBlog: On Researching Industries
- Call for Papers, "IMA Conference on Mathematics in Finance", 2013, Edinburgh, UK #quant @TCJUK http://t.co/5PoLUumQ
- Call for Papers: "6th McGill Global Asset Management Conferenceâ http://t.co/IDHz2ANA
| Published / Preprint: 24Jun/Guy Debelle appointed Chairman of the Markets Committee Posted: 24 Jun 2013 01:50 AM PDT BIS press release about Guy Debelle being appointed Chairman of the Markets Committee (24 June 2013) Visit MoneyScience for the Complete Article.      |
| Published / Preprint: 23Jun/BIS inaugurates Andrew Crockett Memorial Lecture Posted: 24 Jun 2013 01:50 AM PDT BIS press release on the inauguration of the Andrew Crockett Memorial Lecture (23 June 2013) Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 24th June 2013 Posted: 23 Jun 2013 11:29 PM PDT Things worth reading today include ... read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Models aren't Optional Posted: 23 Jun 2013 08:17 PM PDT Models get a bad break, and the key is remembering the golden mean: moderation in all things. Macroeconomics, String Theory, Climate studies, all produce highly complicated models that are presented by our best academics as being thoroughly vetted and informative. Yet, for predictions in the real world, they stink. This leads to people saying models are all garbage, and we should all be... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Jun 2013 05:38 PM PDT This paper develops a dynamic equilibrium model where agents exhibit a strong form of belief heterogeneity: they disagree about zero probability events. It is shown that, somewhat surprisingly, equilibrium exists in this setting, and that the disagreement about nullsets naturally leads to equilibrium asset pricing bubbles. The bubbles are subjective in the sense that they are perceived by some... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Jun 2013 05:38 PM PDT The well-known theorem of Dybvig, Ingersoll and Ross shows that the long zero-coupon rate can never fall. This result, which---although undoubtedly correct---has been regarded by many as counterintuitive and even pathological, stems from the implicit assumption that the long-term discount function has an exponential tail. We revisit the problem in the setting of modern interest rate theory, and... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Dynamic Assessment Indices. (arXiv:1306.5198v1 [math.PR]) Posted: 23 Jun 2013 05:38 PM PDT This paper provides a unified framework, which allows, in particular, to study the structure of dynamic monetary risk measures and dynamic acceptability indices. The main mathematical tool, which we use here, and which allows us to significantly generalize existing results is the theory of $L^0$-modules. In the first part of the paper we develop the general theory and provide a... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: Analytic engines that factor in security labels Posted: 23 Jun 2013 10:47 AM PDT [A version of this post appears on the O'Reilly Strata blog.]Originated by the NSA, Apache Accumulo is a BigTable inspired data store known for being highly scalable and for its interesting security model. Federal agencies and Defense contractors have deployed Accumulo on clusters of a thousand or more servers. It also uses "cell-level" security to control access to values stored in individual... Visit MoneyScience for the Complete Article.    |
| Blog Post: PatrickBurns: US market portrait 2013 week 25 Posted: 23 Jun 2013 09:17 AM PDT US large cap market returns.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Jun 2013 07:05 AM PDT BIS press release on the presentation of the 83rd Annual Report (BIS Press Releases 23 June 2013) Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: On Researching Industries Posted: 23 Jun 2013 05:39 AM PDT From a reader:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 08:00 AM PDT moneyscience: Call for Papers, "IMA Conference on Mathematics in Finance", 2013, Edinburgh, UK #quant @TCJUK http://t.co/5PoLUumQ Visit MoneyScience for the Complete Article.    |
| Call for Papers: "6th McGill Global Asset Management Conferenceâ http://t.co/IDHz2ANA Posted: 24 Oct 2012 07:14 AM PDT moneyscience: Call for Papers: “6th McGill Global Asset Management Conference†http://t.co/IDHz2ANA Visit MoneyScience for the Complete Article.    |
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