MoneyScience News |
- Vendor News: Fidessa appoints Global Head of New Business Sales and Asia Pacific Sales Director
- Blog Post: TheFinancialServicesClub: Things worth reading: 15th January 2014
- Blog Post: TheAlephBlog: no title
- Blog Post: WealthandCapitalMarketsBlog: 11.2.2014: Celent Webinar: OTC Derivatives Markets: Volumes, Trading, and Reconciliation
- Published / Preprint: Hierarchicality of Trade Flow Networks Reveals Complexity of Products. (arXiv:1401.3103v1 [q-fin.GN])
- Published / Preprint: Law-invariant risk measures: extension properties and qualitative robustness. (arXiv:1401.3121v1 [q-fin.RM])
- Published / Preprint: Surplus-invariant capital adequacy tests and their risk measures. (arXiv:1401.3133v1 [q-fin.RM])
- Published / Preprint: Bartering integer commodities with exogenous prices. (arXiv:1401.3145v1 [q-fin.GN])
- Published / Preprint: Quasi-Hadamard differentiability of general risk functionals and its application. (arXiv:1401.3167v1 [math.ST])
- Published / Preprint: A Creepy World. (arXiv:1401.3281v1 [physics.soc-ph])
| Vendor News: Fidessa appoints Global Head of New Business Sales and Asia Pacific Sales Director Posted: 15 Jan 2014 02:18 AM PST      |
| Blog Post: TheFinancialServicesClub: Things worth reading: 15th January 2014 Posted: 14 Jan 2014 10:19 PM PST Things we're reading today include ...read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: no title Posted: 14 Jan 2014 10:07 PM PST Another letter from a reader:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2014 07:15 PM PST Celent Senior Analyst Anshuman Jaswal, PhD.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2014 05:40 PM PST With globalization, countries are more connected than before by trading flows, which currently amount to at least 36 trillion dollars. Interestingly, approximately 30-60 percent of global exports consist of intermediate products. Therefore, the trade flow network of a particular product with high added values can be regarded as a value chain. The problem is weather we can discriminate between... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2014 05:40 PM PST We characterize when a convex risk measure associated to a law-invariant acceptance set in $L^\infty$ can be extended to $L^p$, $1\leq p<\infty$, preserving finiteness and continuity. This problem is strongly connected to the statistical robustness of the corresponding risk measures. Special attention is paid to concrete examples including risk measures based on expected... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2014 05:40 PM PST The theory of acceptance sets and their associated risk measures plays a key role in the design of capital adequacy tests. The objective of this paper is to investigate, in the context of bounded financial positions, the class of surplus-invariant acceptance sets. These are characterized by the fact that acceptability does not depend on the positive part, or surplus, of a capital position. We... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2014 05:40 PM PST The analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This paper provides a novel mathematical programming based approach to study pure exchange economies where discrete amounts of commodities are exchanged at fixed prices. Barter processes, consisting in sequences of... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2014 05:40 PM PST We apply a suitable modification of the functional delta method to statistical functionals that arise from law-invariant coherent risk measures. To this end we establish differentiability of the statistical functional in a relaxed Hadamard sense, namely with respect to a suitably chosen norm and in the directions of a specifically chosen "tangent space". We show that this notion of quasi-Hadamard... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: A Creepy World. (arXiv:1401.3281v1 [physics.soc-ph]) Posted: 14 Jan 2014 05:40 PM PST Using the mechanics of creep in material sciences as a metaphor, we present a general framework to understand the evolution of financial, economic and social systems and to construct scenarios for the future. In a nutshell, highly non-linear out-of-equilibrium systems subjected to exogenous perturbations tend to exhibit a long phase of slow apparent stable evolution, which are nothing but slow... Visit MoneyScience for the Complete Article.    |
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