MoneyScience News |
- Vendor News: August 21, 2014 - SS&C GlobeOp Forward Redemption Indicator: August notifications 4.19%
- Published / Preprint: Quantile Hedging in a Semi-Static Market with Model Uncertainty. (arXiv:1408.4848v1 [q-fin.MF])
- Blog Post: TheAlephBlog: Book Review: Investor Behavior
- Blog Post: TheFinancialServicesClub: Funding Circle has crowdsourced £330m to 5,500 UK SMEs in just four years
- Published / Preprint: Family status and mutual fund performance
- Published / Preprint: Tangent portfolio weights without explicitly specified expected returns
- Published / Preprint: Modern pension fund diversification
| Posted: 22 Aug 2014 06:32 AM PDT      |
| Posted: 22 Aug 2014 06:29 AM PDT With model uncertainty characterized by a convex, possibly non-dominated set of probability measures, the investor minimizes the cost of hedging a path dependent contingent claim with a given expected success ratio, in a discrete-time, semi-static market of stocks and options. We prove duality results that link the problem of quantile hedging to a randomized composite hypothesis test. Then by... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Book Review: Investor Behavior Posted: 22 Aug 2014 06:29 AM PDT Ordinarily, I read all of the books that I review, but when I don’t, I tell my readers. This book I started to read, but I found it so dry that I started skimming it. It’s not that I don’t know the material; it is that I do know it.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 22 Aug 2014 06:28 AM PDT Funding Circle sent me a great infographic in celebration of their fourth birthday on 13th August.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Family status and mutual fund performance Posted: 21 Aug 2014 11:46 PM PDT Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Tangent portfolio weights without explicitly specified expected returns Posted: 21 Aug 2014 11:46 PM PDT Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Modern pension fund diversification Posted: 21 Aug 2014 11:46 PM PDT Visit MoneyScience for the Complete Article.    |
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