MoneyScience News |
- Published / Preprint: 19Jul/Proposed requirements on banks' disclosure of the Liquidity Coverage Ratio issued by the Basel Committee
- Blog Post: TheFinancialServicesClub: Holiday Humour #10: Telephone Numbers
- Blog Post: TheAlephBlog: The Rules, Part XLIV
- Published / Preprint: On utility maximization with derivatives under model uncertainty. (arXiv:1307.4813v1 [math.PR])
- Published / Preprint: Point estimation with exponentially tilted empirical likelihood. (arXiv:0708.1874v1 [math.ST] CROSS LISTED)
- Blog Post: Falkenblog: Milton Friedman on Behavioral Economics Circa 1978
- Call for Papers: "6th McGill Global Asset Management Conferenceâ http://t.co/IDHz2ANA
| Posted: 19 Jul 2013 02:45 AM PDT Proposed requirements on banks' disclosure of the Liquidity Coverage Ratio issued by the Basel Committee (19 July 2013) Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: Holiday Humour #10: Telephone Numbers Posted: 19 Jul 2013 01:30 AM PDT A few discussions about telephone numbers.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: The Rules, Part XLIV Posted: 18 Jul 2013 10:28 PM PDT Expectations are a part of the game.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Jul 2013 05:38 PM PDT We consider the robust utility maximization using a static holding in derivatives and a dynamic holding in the stock. There is no fixed model for the price of the stock but we consider a set of probability measures (models) which are not necessarily dominated by a fixed probability measure. By assuming that the set of physical probability measures is convex and weakly compact, we obtain the... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Jul 2013 05:38 PM PDT Parameters defined via general estimating equations (GEE) can be estimated by maximizing the empirical likelihood (EL). Newey and Smith [Econometrica 72 (2004) 219--255] have recently shown that this EL estimator exhibits desirable higher-order asymptotic properties, namely, that its $O(n^{-1})$ bias is small and that bias-corrected EL is higher-order efficient. Although EL possesses these... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Milton Friedman on Behavioral Economics Circa 1978 Posted: 18 Jul 2013 04:56 PM PDT Ever since Freakonomics and Kahneman's Nobel prize, people have been writing articles about the radical new idea that people are not lightning-quick calculators complicated algorithms as economists always thought, but instead, real people! True enough, but it's useful to understand what rational really means, and why it's used so much by economists. Here's Milton Friedman (22:15ish) noting why... 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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