MoneyScience News |
- Blog Post: TheFinancialServicesClub: Things worth reading: 2nd July 2013
- Blog Post: TheAlephBlog: Improve Your Skills
- Published / Preprint: Risk Without Return. (arXiv:1307.0114v1 [q-fin.ST])
- Published / Preprint: D-Brane solutions under market panic. (arXiv:1307.0190v1 [q-fin.GN])
- Published / Preprint: Revisiting the Merit-Order Effect of Renewable Energy Sources. (arXiv:1307.0444v1 [q-fin.GN])
- Published / Preprint: Portfolio Optimization in R. (arXiv:1307.0450v1 [q-fin.PM])
- Published / Preprint: Minimizing Shortfall. (arXiv:1102.0938v2 [q-fin.PM] UPDATED)
- Blog Post: WealthandCapitalMarketsBlog: Can wirehouses compete for UHNW clients?
- Blog Post: Falkenblog: Gettysburg and American Exceptionalism
| Blog Post: TheFinancialServicesClub: Things worth reading: 2nd July 2013 Posted: 01 Jul 2013 10:08 PM PDT Things we're reading today include ... read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Improve Your Skills Posted: 01 Jul 2013 09:19 PM PDT We live in a world where we no longer have to grow our own food, spin our own cloth, drive away predators, and much more. There was a time, 100+ years ago where most people had to do the same thing, and there were a few specialists. Today, we are all specialists, aside from some who live in desperately poor countries.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Risk Without Return. (arXiv:1307.0114v1 [q-fin.ST]) Posted: 01 Jul 2013 05:39 PM PDT Risk-only investment strategies have been growing in popularity as traditional in- vestment strategies have fallen short of return targets over the last decade. However, risk-based investors should be aware of four things. First, theoretical considerations and empirical studies show that apparently dictinct risk-based investment strategies are manifestations of a single effect. Second, turnover... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: D-Brane solutions under market panic. (arXiv:1307.0190v1 [q-fin.GN]) Posted: 01 Jul 2013 05:39 PM PDT The relativistic quantum mechanic approach is used to develop a stock market dynamics. The relativistic is conceptional here as the meaning of big external volatility or volatility shock on a financial market. We used a differential geometry approach with the parallel transport of the prices to obtain a direct shift of the stock price movement. The prices are represented here as electrons with... Visit MoneyScience for the Complete Article.    |
| Posted: 01 Jul 2013 05:39 PM PDT An on-going debate in the energy economics and power market community has raised the question if energy-only power markets are increasingly failing due to growing in-feed shares from subsidized renewable energy sources (RES). The short answer to this is: No, they are not failing! Energy-based power markets are, however, facing several market distortions, namely from the gap between the... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Portfolio Optimization in R. (arXiv:1307.0450v1 [q-fin.PM]) Posted: 01 Jul 2013 05:39 PM PDT We consider the problem of finding the efficient frontier associated with the risk-return portfolio optimization model. We derive the analytical expression of the efficient frontier for a portfolio of $N$ risky assets, and for the case when a risk-free asset is added to the model. Also, we provide an R implementation, and we discuss in detail a numerical example of a portfolio of several risky... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Minimizing Shortfall. (arXiv:1102.0938v2 [q-fin.PM] UPDATED) Posted: 01 Jul 2013 05:39 PM PDT This paper describes an empirical study of shortfall optimization with Barra Extreme Risk. We compare minimum shortfall to minimum variance portfolios in the US, UK, and Japanese equity markets using Barra Style Factors (Value, Growth, Momentum, etc.). We show that minimizing shortfall generally improves performance over minimizing variance, especially during down-markets, over the period... Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: Can wirehouses compete for UHNW clients? Posted: 01 Jul 2013 03:47 PM PDT Over the past year, UBS has been making moves to boost its private-wealth-management business. The private-wealth-management business is a small group of advisors (roughly 350) who are designated with those clients who have a minimum $10 million in investible assets. UBS has publicly stated that it expects strong growth out of this division.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Gettysburg and American Exceptionalism Posted: 01 Jul 2013 09:06 AM PDT 150 years ago, Gettysburg was fought. Here is War Nerd on the battle:You know how many civilians were killed in the whole battle of Gettysburg? One. I dare anybody from any other country anywhere, any time, to find me a battle with over 50,000 military casualtiesâ€"and one civvies died. One! It’s incredible. People don’t realize how amazing that is. Those were supermen, there’s no... Visit MoneyScience for the Complete Article.    |
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