MoneyScience News |
- Published / Preprint: Protecting whistle-blowers in the UK financial industry
- Published / Preprint: South Korea's efforts for structural changes in corporate governance of large Korean business groups after the Asian financial crisis
- Published / Preprint: Corporate governance, firm performance and complementarities in a developed market: A study of the Australian case for the period 2000â2003
- Published / Preprint: Materiality disclosure and litigation risks: A Canadian perspective
- Published / Preprint: Portfolio optimization in the case of an asset with a given liquidation time distribution. (arXiv:1407.3154v1 [q-fin.PM])
- Published / Preprint: Comparing series of rankings with ties by using complex networks: An analysis of the spanish stock market (IBEX-35 index). (arXiv:1407.3180v1 [physics.soc-ph])
- Published / Preprint: CVA under Partial Risk Warehousing and Tax Implications. (arXiv:1407.3201v1 [q-fin.PR])
- Blog Post: TheAlephBlog: Aiming for Transparency
- Blog Post: ThePracticalQuant: Databricks Cloud makes it easier to build Data Products
- Practice may not make perfect
- Vendor News: July 14, 2014 - SS&C GlobeOp Hedge Fund Performance Index: June performance 1.16%; Capital Movement Index: July net flows decline 1.77%
- The Epic Story Of How A 'Genius' Hedge Fund Almost Caused A Global Financial Meltdown
- The 1% of scientific publishing
- Victor Ricciardi talks about his book Investor Behavior: The Psychology of Financial Planning and Investing - MoneyScience's blog - MoneyScience
Published / Preprint: Protecting whistle-blowers in the UK financial industry Posted: 14 Jul 2014 04:05 AM PDT |
Posted: 14 Jul 2014 04:05 AM PDT |
Posted: 14 Jul 2014 04:05 AM PDT |
Published / Preprint: Materiality disclosure and litigation risks: A Canadian perspective Posted: 14 Jul 2014 04:05 AM PDT |
Posted: 14 Jul 2014 03:50 AM PDT Management of the portfolios containing low liquidity assets is a tedious problem. The buyer proposes the price that can differ greatly from the paper value estimated by the seller, the seller, on the other hand, can not liquidate his portfolio instantly and waits for a more favorable offer. To minimize losses in this case we need to develop new methods. One of the steps moving the theory towards... Visit MoneyScience for the Complete Article. |
Posted: 14 Jul 2014 03:50 AM PDT In this paper we extend the concept of Competitivity Graph to compare series of rankings with ties ({\em partial rankings}). We extend the usual method used to compute Kendall's coefficient for two partial rankings to the concept of evolutive Kendall's coefficient for a series of partial rankings. The theoretical framework consists of a four-layer multiplex network. Regarding the treatment of... Visit MoneyScience for the Complete Article. |
Posted: 14 Jul 2014 03:50 AM PDT Given the limited CDS market it is inevitable that CVA desks will partially warehouse credit risk. Thus realistic CVA pricing must include both warehoused and hedged risks. Furthermore, warehoused risks may produce profits and losses which will be taxable. Paying for capital use, will also generate potentially taxable profits with which to pay shareholder dividends. Here we extend... Visit MoneyScience for the Complete Article. |
Blog Post: TheAlephBlog: Aiming for Transparency Posted: 14 Jul 2014 03:50 AM PDT |
Blog Post: ThePracticalQuant: Databricks Cloud makes it easier to build Data Products Posted: 14 Jul 2014 03:50 AM PDT Here is a link to Ali Ghodsi's talk and demo that took the Spark Summit by storm. The demo really captures the power of Databricks Cloud: complex, high-performance, big data analytics at massive scale, accessible to anyone who can write simple scripts (currently supports SQL, Python, Scala). The demo culminates when Ali shows how easy it is to build a dashboard, that uses streaming data... Visit MoneyScience for the Complete Article. |
Posted: 14 Jul 2014 01:30 AM PDT |
Posted: 14 Jul 2014 01:07 AM PDT |
The Epic Story Of How A 'Genius' Hedge Fund Almost Caused A Global Financial Meltdown Posted: 14 Jul 2014 01:00 AM PDT |
The 1% of scientific publishing Posted: 14 Jul 2014 01:00 AM PDT |
Posted: 13 Jul 2014 12:56 PM PDT |
You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
Google Inc., 20 West Kinzie, Chicago IL USA 60610 |