MoneyScience News |
- Published / Preprint: Realization Utility with Reference-Dependent Preferences. (arXiv:1408.2859v1 [q-fin.GN])
- Published / Preprint: Downturn LGD: A More Conservative Approach for Economic Decline Periods. (arXiv:1408.3086v1 [q-fin.RM])
- By 2020, you could have an exascale speed-of-light optical computer on your desk | ExtremeTech
- Google invests in 60-terabit $300-million trans-Pacific cable to protect its growth in Asia | ExtremeTech
- Blog Post: TheFinancialServicesClub: Things worth reading: 13th August 2014
Posted: 13 Aug 2014 05:30 PM PDT We develop a tractable model of realization utility that studies the role of reference-dependent S-shaped preferences in a dynamic investment setting with reinvestment. Our model generates both voluntarily realized gains and losses. It makes specific predictions about the volume of gains and losses, the holding periods, and the sizes of both realized and paper gains and losses that can... Visit MoneyScience for the Complete Article. |
Posted: 13 Aug 2014 05:30 PM PDT The purpose of this paper is to identify a relevant statistical correlation between rate of default, RD, and loss given default, LGD, in a major Brazilian financial institution Retail Home Equity exposure rated using the IRB approach, so that we may find a causal relationship between the two risk parameters. Therefore, according to Central Bank of Brazil requirements, a methodology is applied to... Visit MoneyScience for the Complete Article. |
By 2020, you could have an exascale speed-of-light optical computer on your desk | ExtremeTech Posted: 13 Aug 2014 05:22 AM PDT |
Posted: 13 Aug 2014 05:22 AM PDT |
Blog Post: TheFinancialServicesClub: Things worth reading: 13th August 2014 Posted: 13 Aug 2014 02:51 AM PDT |
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