MoneyScience News |
- Blog Post: TheAlephBlog: The Shadows of the Bond Market's Past, Part II
- Blog Post: TheFinancialServicesClub: EXCLUSIVE: London broker caught up in Snoras Bank and Vladimir Antonov
- Vendor News: August 13, 2014 - SS&C GlobeOp Hedge Fund Performance Index: July performance -0.37%; Capital Movement Index: August net flows advance 0.62%
- Vendor News: Hong Kong brokers line up for China Connect with Fidessa
- Fields Medal mathematics prize won by woman for first time in its history
- Published / Preprint: Sector-Based Factor Models for Asset Returns. (arXiv:1408.2794v1 [q-fin.ST])
- Published / Preprint: Accelerated Portfolio Optimization with Conditional Value-at-Risk Constraints using a Cutting-Plane Method. (arXiv:1408.2805v1 [math.OC])
- Biotech Firm Goes Public And Then Goes Un-Public In A Never-Before-Seen IPO Fail
| Blog Post: TheAlephBlog: The Shadows of the Bond Market's Past, Part II Posted: 13 Aug 2014 04:09 AM PDT This is the continuation of The Shadows of the Bond Market’s Past, Part I.  If you haven’t read part I, you will need to read it.  Before I start, there is one more thing I want to add regarding 1994-5: the FOMC used signals from the bond markets to give themselves estimates of expected inflation.  Because of that, the FOMC overdid policy, because the dominant seller of Treasuries... Visit MoneyScience for the Complete Article.      |
| Posted: 13 Aug 2014 02:51 AM PDT Afer yesterday's blog about sanctions against Russia, I thought it time to give an update regarding Vladimir Antonov and the Russian mafia.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Aug 2014 01:07 AM PDT    |
| Vendor News: Hong Kong brokers line up for China Connect with Fidessa Posted: 13 Aug 2014 12:57 AM PDT    |
| Fields Medal mathematics prize won by woman for first time in its history Posted: 12 Aug 2014 11:47 PM PDT Fields Medal mathematics prize won by woman for first time in its history http://t.co/8ksa87HdHI — moneyscience (@moneyscience) August 13, 2014 Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Sector-Based Factor Models for Asset Returns. (arXiv:1408.2794v1 [q-fin.ST]) Posted: 12 Aug 2014 05:39 PM PDT Factor analysis is a statistical technique employed to evaluate how observed variables correlate through common factors and unique variables. While it is often used to analyze price movement in the unstable stock market, it does not always yield easily interpretable results. In this study, we develop improved factor models by explicitly incorporating sector information on our studied stocks. We... Visit MoneyScience for the Complete Article.    |
| Posted: 12 Aug 2014 05:39 PM PDT Financial portfolios are often optimized for maximum profit while subject to a constraint formulated in terms of the Conditional Value-at-Risk (CVaR). This amounts to solving a linear problem. However, in its original formulation this linear problem has a very large number of linear constraints, too many to be enforced in practice. In the literature this is addressed by a reformulation of the... Visit MoneyScience for the Complete Article.    |
| Biotech Firm Goes Public And Then Goes Un-Public In A Never-Before-Seen IPO Fail Posted: 12 Aug 2014 08:20 AM PDT WTF! Never seen anything like this. Biotech firm goes public and then un-public in unprecedented IPO fail http://t.co/4HCFDSR0bn — Joseph Weisenthal… Visit MoneyScience for the Complete Article.    |
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