MoneyScience News |
- Blog Post: TheFinancialServicesClub: Things worth reading: 21st February 2014
- Blog Post: TheAlephBlog: Seigniorage to the People
- Published / Preprint: Mutual fund performance and management location
- Published / Preprint: Can alignment of active manager and investor interests be improved?
- Published / Preprint: The Maximum Diversification Index
- Published / Preprint: Large trades on the Tunisian Stock Exchange: Downstairs versus upstairs stock markets
- Published / Preprint: Complementary or contradictory? Combining returns-based and characteristics-based investment style analysis
- Published / Preprint: Accelerating Implicit Finite Difference Schemes Using a Hardware Optimised Implementation of the Thomas Algorithm for FPGAs. (arXiv:1402.5094v1 [q-fin.CP])
- Published / Preprint: Merger Negotiations with Stock Market Feedback
- Published / Preprint: Broad-Based Employee Stock Ownership: Motives and Outcomes
- Published / Preprint: Connected Stocks
- Build an Effective Risk Management Framework and Face Challenges Head-On
- Vendor News: February 20, 2014 - SS&C GlobeOp is Top-Rated in Private Equity Fund Administration Survey
- Special offers from www.wileyWILMOTT.com
- Counterparty credit risk, collateral and funding - an interview with Professor Damiano Brigo
| Blog Post: TheFinancialServicesClub: Things worth reading: 21st February 2014 Posted: 20 Feb 2014 11:58 PM PST Things we're reading today include:read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Seigniorage to the People Posted: 20 Feb 2014 10:48 PM PST Who wants to make the Fed a hero? And by the agency of the IRS?read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Mutual fund performance and management location Posted: 20 Feb 2014 10:45 PM PST Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Can alignment of active manager and investor interests be improved? Posted: 20 Feb 2014 10:45 PM PST Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Maximum Diversification Index Posted: 20 Feb 2014 10:45 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 20 Feb 2014 10:45 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 20 Feb 2014 10:45 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 20 Feb 2014 05:39 PM PST The design and implementation of the Thomas algorithm optimised for hardware acceleration on an FPGA is presented. The hardware based algorithm combined with custom data flow and low level parallelism available in an FPGA reduces the overall complexity from 8N down to 5N arithmetic operations, and combined with a data streaming interface reduces memory overheads to only 2 N-length vectors per... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Merger Negotiations with Stock Market Feedback Posted: 20 Feb 2014 02:26 PM PST Do pre-offer target stock-price runups increase bidder takeover costs? We present model-based tests of this issue assuming runups are caused by signals that inform investors about potential takeover synergies. Rational deal anticipation implies a relation between target runups and markups (offer value minus runup) that is greater than minus one-for-one and inherently nonlinear. If merger... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Broad-Based Employee Stock Ownership: Motives and Outcomes Posted: 20 Feb 2014 02:26 PM PST Firms initiating broad-based employee share ownership plans often claim ESOPs increase productivity by improving employee incentives. Do they? Small ESOPs comprising less than 5% of shares, granted by firms with moderate employee size, increase the economic pie, benefitting both employees and shareholders. The effects are weaker when there are too many employees to mitigate free-riding. Although... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Connected Stocks Posted: 20 Feb 2014 02:25 PM PST We connect stocks through their common active mutual fund owners. We show that the degree of shared ownership forecasts cross-sectional variation in return correlation, controlling for exposure to systematic return factors, style and sector similarity, and many other pair characteristics. We argue that shared ownership causes this excess comovement based on evidence from a natural... Visit MoneyScience for the Complete Article.    |
| Build an Effective Risk Management Framework and Face Challenges Head-On Posted: 20 Feb 2014 11:57 AM PST Build an Effective Risk Management Frameworkread more... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Feb 2014 06:07 AM PST    |
| Special offers from www.wileyWILMOTT.com Posted: 15 Jan 2014 05:44 AM PST Wileyread more... Visit MoneyScience for the Complete Article.    |
| Counterparty credit risk, collateral and funding - an interview with Professor Damiano Brigo Posted: 13 Jan 2014 04:27 AM PST Prof. Damiano Brigo is Chair and co-Head of Mathematical Finance at Imperial College, London, consistently ranked among the top 10 world universities, and Director of the Capco Research Institute in the industry. Damiano’s previous roles include Gilbart Professor and Head of Group at King's College, Managing Director and Quantitative Innovation Global Head in Fitch, Head of Credit Models in... Visit MoneyScience for the Complete Article.    |
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