Friday, July 25, 2014

MoneyScience News

MoneyScience News


Published / Preprint: On the role of F\"ollmer-Schweizer minimal martingale measure in Risk Sensitive control Asset Management. (arXiv:1407.6649v1 [q-fin.PM])

Posted: 25 Jul 2014 02:39 AM PDT

Kuroda and Nagai \cite{KN} state that the factor process in the Risk Sensitive control Asset Management (RSCAM) is stable under the F\"ollmer-Schweizer minimal martingale measure . Fleming and Sheu \cite{FS} and more recently F\"ollmer and Schweizer \cite{FoS} have observed that the role of the minimal martingale measure in this portfolio optimization is yet to be established....

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Blog Post: TheFinancialServicesClub: Are you a career optimist or a headless chicken?

Posted: 25 Jul 2014 01:20 AM PDT

I just read some interesting research by the Bank Workers Charity, a charity set up over a century ago to provide education to orphans but, today, a charity that looks after the needs of redundant or sick (not cool, but ill) workers in finance.read more...

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Blog Post: TheAlephBlog: Book Review: Panic, Prosperity, and Progress

Posted: 24 Jul 2014 11:44 PM PDT

I love economic history books, and I believe that most investors should read economic history.  History offers a broader paradigm for analyzing investment situations than mathematical models do.read more...

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“Who Gon Stop Me”—Kanye West finally crushes cryptocurrency Coinye

Posted: 24 Jul 2014 10:52 PM PDT

"Who Gon Stop Me"—Kanye West finally crushes cryptocurrency Coinye http://t.co/6E2GdRsDRB — moneyscience (@moneyscience) July 25, 2014

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Banks need rock star coders to survive - The Financial Services Club's blog - MoneyScience

Posted: 24 Jul 2014 10:52 PM PDT

"@moneyscience: .@Chris_Skinner - Banks need rock star coders to survive http://t.co/lP9BPa6IIy" @unknown51a ^.^ — Alexis (@cgiAlexis) July 24, 2014

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Blog Post: iMFdirect: The Slow Recovery Continues

Posted: 24 Jul 2014 08:41 AM PDT

By Olivier Blanchardread more...

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