MoneyScience News |
- Published / Preprint: 11Sep/Basel III monitoring results published by the Basel Committee
- MoneyScience Talks - Episode 1 - What do people mean when they talk about Central Clearing for OTC Derivatives?
- Published / Preprint: MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS
- Published / Preprint: Delivering Alpha conference
- Published / Preprint: Market states and momentum in sector exchange-traded funds
- Published / Preprint: Rethinking risk
- Published / Preprint: The real-life performance of market timing with moving average and time-series momentum rules
- Published / Preprint: The Real Product Market Impact of Mergers
- Blog Post: iMFdirect: U.S. Monetary Policy: 3-2-1, Interest Rate Liftoff!
- Blog Post: TheFinancialServicesClub: Apple dazzle or Apple schmazzle?
| Published / Preprint: 11Sep/Basel III monitoring results published by the Basel Committee Posted: 11 Sep 2014 02:08 AM PDT Press release about the Basel Committee publishing a report on Basel III monitoring results (11 September 2014) Visit MoneyScience for the Complete Article.      |
| Posted: 11 Sep 2014 02:08 AM PDT I must admit to being rather excited to introduce the first episode of an occasional series of podcasts from MoneyScience in which we'll be publishing audio extracts from our interviews with prominent figures from both the financial practioner and academic communities.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS Posted: 11 Sep 2014 01:16 AM PDT Since risky positions in multivariate portfolios can be offset by various choices of capital requirements that depend on the exchange rules and related transaction costs, it is natural to assume that the risk measures of random vectors are setâ€valued. Furthermore, it is reasonable to include the exchange rules in the argument of the risk measure and so consider risk measures of setâ€valued... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Delivering Alpha conference Posted: 10 Sep 2014 11:25 PM PDT Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Market states and momentum in sector exchange-traded funds Posted: 10 Sep 2014 11:25 PM PDT Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Rethinking risk Posted: 10 Sep 2014 11:25 PM PDT Visit MoneyScience for the Complete Article.    |
| Posted: 10 Sep 2014 11:25 PM PDT Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Real Product Market Impact of Mergers Posted: 10 Sep 2014 08:46 PM PDT ABSTRACT I document sources of value creation in mergers by analyzing novel data on the quality and price of goods sold by merging firms. When two competitors in a product market merge, their products converge in quality, and prices fall relative to the competition. These effects take two to three years to be fully realized and are stronger in mature industries. Prices do not fall, however, when... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: U.S. Monetary Policy: 3-2-1, Interest Rate Liftoff! Posted: 10 Sep 2014 10:42 AM PDT By Francesco Columba and Jarkko Turunenread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Apple dazzle or Apple schmazzle? Posted: 10 Sep 2014 05:08 AM PDT After years of indecision and procrastination, Apple finally announces what they are going to do in the payments space and the world goes wild.read more... Visit MoneyScience for the Complete Article.    |
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