MoneyScience News |
- Vendor News: Infosys collaborates with Stanford Graduate School of Business to Develop World-class Education and Training
- Blog Post: TheAlephBlog: The No-Lose Line
- Blog Post: TheFinancialServicesClub: 50 shades of grey ... hair
- Published / Preprint: Diversification versus specialization -- lessons from a noise driven linear dynamical system. (arXiv:1411.4756v1 [physics.soc-ph])
- Published / Preprint: Dynamic Defaultable Term Structure Modelling beyond the Intensity Paradigm. (arXiv:1411.4851v1 [q-fin.MF])
- Published / Preprint: Modelling of dependence in high-dimensional financial time series by cluster-derived canonical vines. (arXiv:1411.4970v1 [q-fin.ST])
- Blog Post: WealthandCapitalMarketsBlog: Price Pressure Weighs on Automated Investment Advisors
- Vendor News: November 18, 2014 - SS&C Technologies to Present at Jefferies Internet and Software Summit
| Posted: 19 Nov 2014 02:24 AM PST Infosys announces that it will collaborate with Stanford Graduate School of Business (GSB) to create a comprehensive strategic leadership development program for Stanford’s executives, clients, and partners. Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: The No-Lose Line Posted: 19 Nov 2014 02:04 AM PST How long can you hold a Treasury Note or Bond, and not suffer a loss in total return terms, if yields rise from where they are today? Â Maybe the answer will surprise you, and maybe not — it depends on how fixed-income literate you are.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: 50 shades of grey ... hair Posted: 19 Nov 2014 12:01 AM PST I was talking about the component-based model and how it was now moving into component-based regulation, when someone challenged this notion.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Nov 2014 05:37 PM PST Specialization and diversification are two major strategies that complex systems might exploit. Given a fixed amount of resources, the question is whether to invest this in elements that respond in a correlated manner to external perturbations, or to build a diversified system with groups of elements that respond in a not necessarily correlated manner. This general dilemma is investigated here... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Nov 2014 05:37 PM PST The two main approaches in credit risk are the structural approach pioneered in Merton (1974) and the reduced-form framework proposed in Jarrow & Turnbull (1995) and in Artzner & Delbaen (1995). The goal of this article is to provide a unified view on both approaches. This is achieved by studying reduced-form approaches under weak assumptions. In particular we do not assume the... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Nov 2014 05:37 PM PST We extend existing models in the financial literature by introducing a cluster-derived canonical vine (CDCV) copula model for capturing high dimensional dependence between financial time series. This model utilises a simplified market-sector vine copula framework similar to those introduced by Heinen and Valdesogo (2008) and Brechmann and Czado (2013), which can be applied by conditioning asset... Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: Price Pressure Weighs on Automated Investment Advisors Posted: 18 Nov 2014 09:10 AM PST Signs of a price war are troubling for an industry known for its door-buster fees. Charles Schwab’s forthcoming launch of its zero cost Intelligent Portfolios platform is another round in what quickly could become a life or death battle for many of today’s automated investment start-ups.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Nov 2014 06:08 AM PST    |
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