MoneyScience News |
- Blog Post: TheFinancialServicesClub: A quick check on social banking in Britain
- Vendor News: March 3, 2014 - SS&C to Host âA Conversation with Bill Stone, CEO and Chairmanâ Event in Hong Kong
- Vendor News: Investment managers examine the future of buy-side dealing
- Blog Post: TheAlephBlog: On Intrinsic Value
- Published / Preprint: Micro to macro models for income distribution in the absence and in the presence of tax evasion. (arXiv:1403.0015v1 [q-fin.GN])
- Published / Preprint: Investing and Stopping. (arXiv:1403.0202v1 [q-fin.PM])
- Published / Preprint: Intrinsic Prices Of Risk. (arXiv:1403.0333v1 [q-fin.PR])
- Published / Preprint: Parameter estimation for subcritical Heston models based on discrete time observations. (arXiv:1403.0527v1 [math.ST])
| Blog Post: TheFinancialServicesClub: A quick check on social banking in Britain Posted: 04 Mar 2014 04:19 AM PST I’ve written lots about USAA and First Direct as leaders in new media. Both are financial firms without branches and both are loved by their customers. read more... Visit MoneyScience for the Complete Article.      |
| Posted: 04 Mar 2014 01:50 AM PST    |
| Vendor News: Investment managers examine the future of buy-side dealing Posted: 04 Mar 2014 12:47 AM PST    |
| Blog Post: TheAlephBlog: On Intrinsic Value Posted: 03 Mar 2014 11:19 PM PST In his annual report, though not his more well-known letter, Buffett talked about intrinsic value. Â It was on pages 107-108, and here it is:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Mar 2014 05:36 PM PST We investigate the effect of tax evasion on the income distribution and the inequality index of a society through a kinetic model described by a set of nonlinear ordinary differential equations. The model allows to compute the global outcome of binary and multiple microscopic interactions between individuals. When evasion occurs, both individuals involved in a binary interaction take advantage of... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Investing and Stopping. (arXiv:1403.0202v1 [q-fin.PM]) Posted: 03 Mar 2014 05:36 PM PST In this paper we solve the hedge fund manager's optimization problem in a model that allows for investors to enter and leave the fund over time depending on its performance. The manager's payoff at the end of the year will then depend not just on the terminal value of the fund level, but also on the lowest and the highest value reached over that time. We establish equivalence to an optimal... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Intrinsic Prices Of Risk. (arXiv:1403.0333v1 [q-fin.PR]) Posted: 03 Mar 2014 05:36 PM PST We examine the nature of some well-known phenomena such as volatility smiles, convexity adjustments and parallel markets. We propose that the market is incomplete and postulate the existence of an intrinsic risk in every contingent claim as a basis for understanding the phenomena. In a continuous time framework, we bring together the notion of intrinsic risk and the martingale theory to derive a... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Mar 2014 05:36 PM PST We study asymptotic properties of some parameter estimators for subcritical Heston models based on discrete time observations derived from conditional least squares estimators of some modified parameters. Visit MoneyScience for the Complete Article.    |
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