MoneyScience News |
- Blog Post: TheFinancialServicesClub: Holiday Humour #4: Short of cash
- Blog Post: rob_daly: BATS New Data Fees Published in Federal Register
- Published / Preprint: Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693. (arXiv:1307.2824v1 [q-fin.PM])
- Published / Preprint: Continuous-Time Public Good Contribution under Uncertainty. (arXiv:1307.2849v1 [math.OC])
- Blog Post: TheAlephBlog: In Defense of Concentrated Portfolios
- Vendor News: July 10, 2013 - SS&C Technologies 2013 Second Quarter Earnings Release Notice
Blog Post: TheFinancialServicesClub: Holiday Humour #4: Short of cash Posted: 11 Jul 2013 01:08 AM PDT During this crisis, we're all finding ourselves a bit short of cash. By way of example, the UK National Lottery has just announced a special draw to support RBS with a £5 m,illion prize fund ... if you win, you get £5 a year for a million years!read more... Visit MoneyScience for the Complete Article. |
Blog Post: rob_daly: BATS New Data Fees Published in Federal Register Posted: 10 Jul 2013 06:51 PM PDT |
Posted: 10 Jul 2013 05:40 PM PDT Historical tontines promised enormous rewards to the last survivors at the expense of those who died early. While this design appealed to the gambling instinct, it is a suboptimal way to manage longevity risk during retirement. This is why fair life annuities making constant payments -- where the insurance company is exposed to the longevity risk -- induces greater lifetime utility. However,... Visit MoneyScience for the Complete Article. |
Posted: 10 Jul 2013 05:40 PM PDT We study a continuous-time problem of optimal public good contribution under uncertainty for an economy with a finite number of agents. Each agent can allocate his wealth between private consumption and repeated but irreversible contributions to increase the stock of some public good. We study the corresponding social planner problem and the case of strategic interaction between the agents and we... Visit MoneyScience for the Complete Article. |
Blog Post: TheAlephBlog: In Defense of Concentrated Portfolios Posted: 10 Jul 2013 12:11 PM PDT |
Vendor News: July 10, 2013 - SS&C Technologies 2013 Second Quarter Earnings Release Notice Posted: 10 Jul 2013 06:06 AM PDT |
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