MoneyScience News |
- Published / Preprint: 19Aug/BIS seeks modification of the zoning rules for Basel head office site, allowing for future building development
- Blog Post: TheFinancialServicesClub: Banks and disintermediation, Part One
- Religion, Heuristics, and Intergenerational Risk Management · Econ Journal Watch: Risk management, religion, rationality
- pp2.pdf - Google Drive
- No Hesitations: Models Didn't Cause the Crisis
- MacroDigest - Systemically Important Economic News
- Goldman Sachs' Quantitative Strategies Research Notes - MoneyScience's bookmarks - MoneyScience
- Published / Preprint: A Compound Multifractal Model for High-Frequency Asset Returns. (arXiv:1408.3650v1 [q-fin.TR])
- Published / Preprint: Maximum Entropy Production Principle for Stock Returns. (arXiv:1408.3728v1 [q-fin.ST])
- Published / Preprint: Risk Minimization in Markets Imposing Minimal Transaction Costs. (arXiv:1408.3774v1 [q-fin.MF])
| Posted: 19 Aug 2014 03:46 AM PDT BIS Press Release informing about BIS seeking modification of the zoning rules for Basel head office site, allowing for future building development Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: Banks and disintermediation, Part One Posted: 19 Aug 2014 03:20 AM PDT Forrester just produced a report about why Google will not become a bank, but will focus upon leveraging their information services around transactions.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Aug 2014 11:26 PM PDT Religion, Heuristics, and Intergenerational Risk Management - http://t.co/GG4ObIajjo — Risk Management (@Risk_Mgmt) August 19, 2014 Visit MoneyScience for the Complete Article.    |
| Posted: 18 Aug 2014 11:26 PM PDT .@nntaleb's latest paper establishes the difference between precaution and risk aversion. http://t.co/Qe4W5C6Ea9 — Risk Management (@Risk_Mgmt) August 19,… Visit MoneyScience for the Complete Article.    |
| No Hesitations: Models Didn't Cause the Crisis Posted: 18 Aug 2014 11:26 PM PDT No Hesitations: Models Didn't Cause the Crisis http://t.co/MdNbkVb8G1 — Francis X Diebold (@FrancisDiebold) August 19, 2014 Visit MoneyScience for the Complete Article.    |
| MacroDigest - Systemically Important Economic News Posted: 18 Aug 2014 11:26 PM PDT What would Scottish Independence mean for banking? @Chris_Skinner @moneyscience http://t.co/tH0i54Bna9 http://t.co/BiD2YD7kHT — MacroDigest (@Macro_Digest)… Visit MoneyScience for the Complete Article.    |
| Goldman Sachs' Quantitative Strategies Research Notes - MoneyScience's bookmarks - MoneyScience Posted: 18 Aug 2014 11:26 PM PDT Goldman Sachs' Quantitative Strategies Research Notes - MoneyScience's bookmarks - MoneyScience http://t.co/LVA6ZThJ8Y @moneyscience — Arwen (@ArwenHK) August… Visit MoneyScience for the Complete Article.    |
| Posted: 18 Aug 2014 05:37 PM PDT This paper builds a model of high-frequency equity returns in clock time by separately modeling the dynamics of trade-time returns and trade arrivals. Our main contributions are threefold. First, we characterize the distributional behavior of high-frequency asset returns both in clock time and trade time and show that when controlling for pre-scheduled market news events, trade-time returns are... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Aug 2014 05:37 PM PDT In our previous studies we have investigated the structural complexity of time series describing stock returns on New York's and Warsaw's stock exchanges, by employing two estimators of Shannon's entropy rate based on Lempel-Ziv and Context Tree Weighting algorithms, which were originally used for data compression. Such structural complexity of the time series describing logarithmic stock returns... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Aug 2014 05:37 PM PDT We study partial hedging for game options in markets with transaction costs bounded from below. More precisely, we assume that the investor's transaction costs for each trade are the minimum between proportional transaction costs and a fixed transaction costs. We prove that in the continuous time Black--Scholes (BS) model, there exists a trading strategy which minimizes the shortfall... Visit MoneyScience for the Complete Article.    |
| 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 | |