MoneyScience News |
- Blog Post: TheAlephBlog: An Idea for When the Market is High
- Published / Preprint: Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan. (arXiv:1404.5381v1 [q-fin.ST])
- Published / Preprint: Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic interest rate case. (arXiv:1404.5408v1 [q-fin.PM])
- Vendor News: April 23, 2014 - SS&C GlobeOp Forward Redemption Indicator: April notifications 3.23%
- Published / Preprint: 23Apr/William Coen appointed as the next Secretary General of the Basel Committee
- Blog Post: WealthandCapitalMarketsBlog: Emerging Trends in the Post Trade Industry
- Blog Post: TheFinancialServicesClub: Things worth reading: 22nd April 2014
| Blog Post: TheAlephBlog: An Idea for When the Market is High Posted: 23 Apr 2014 02:20 AM PDT Last night I was at the Towson University International Markets Summit.  I’m grateful to the students for inviting me, as it is an honor.  During the presentation, I mentioned the book “Accounting for Value” by Stephen Penman.  I reviewed the book two years ago.  A great book, and one that should lead readers to modify their views on value investing.read more... Visit MoneyScience for the Complete Article.      |
| Posted: 23 Apr 2014 02:18 AM PDT This paper examines how the Tokyo and Osaka rice futures markets in prewar Japan were evolving in view of market efficiency. Applying a non-Bayesian time-varying model approach to analyze the famous equation for the futures premium, we find that the market efficiency of the two major rice futures markets varied with time. Such time-varying structure of the rice futures markets in prewar Japan... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Apr 2014 02:18 AM PDT This is a follow up of our previous paper - Trybu{\l}a and Zawisza \cite{TryZaw}, where we considered a modification of a monotone mean-variance functional in continuous time in stochastic factor model. In this article we address the problem of optimizing the mentioned functional in a market with a stochastic interest rate. We formulate it as a stochastic differential game problem and use... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Apr 2014 01:07 AM PDT    |
| Posted: 23 Apr 2014 12:36 AM PDT BIS press release about the Basel Committee appointing William Coen as its next Secretary General (23 April 2014) Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: Emerging Trends in the Post Trade Industry Posted: 22 Apr 2014 08:56 PM PDT We identified a number of drivers that will have significant impact on the post-trade industry going forward. While some of them act in opposite direction, some reinforce others’ impact. Based on our analysis for each of the several drivers, and interaction with several market participants, we see the following trends emerging in the post-trade business:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 22nd April 2014 Posted: 22 Apr 2014 06:08 PM PDT Things we're reading today include ...read more... Visit MoneyScience for the Complete Article.    |
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