MoneyScience News |
- DMA | Greatbritishcopywriting | Using behavioural psychology in copy
- Noahpinion: A paradigm shift in empirical economics?
- Blog Post: TheAlephBlog: At RT/America's Boom/Bust
- Published / Preprint: Safety Third: Roy's Criterion and Higher Order Moments. (arXiv:1506.04227v1 [q-fin.ST])
- Published / Preprint: The Network of Counterparty Risk: Analysing Correlations in OTC Derivatives. (arXiv:1506.04663v1 [q-fin.RM])
- Published / Preprint: Quick or Persistent? Strategic Investment Demanding Versatility. (arXiv:1506.04698v1 [q-fin.EC])
- Blog Post: iMFdirect: Growth's Secret Weapon: The Poor and the Middle Class
DMA | Greatbritishcopywriting | Using behavioural psychology in copy Posted: 16 Jun 2015 03:59 AM PDT |
Noahpinion: A paradigm shift in empirical economics? Posted: 16 Jun 2015 03:59 AM PDT |
Blog Post: TheAlephBlog: At RT/America's Boom/Bust Posted: 15 Jun 2015 11:18 PM PDT |
Posted: 15 Jun 2015 05:37 PM PDT Roy's `Safety First' criterion for selecting one risky asset from many is adapted to the case of non-normal returns, via Cornish Fisher expansion. The resulting investment objective is consistent with first order stochastic dominance, and is equal to the Sharpe ratio for the case of normal returns. An investor selecting assets via this objective is not universally attracted to positive skew,... Visit MoneyScience for the Complete Article. |
Posted: 15 Jun 2015 05:37 PM PDT Counterparty risk denotes the risk that a party defaults in a bilateral contract. This risk not only depends on the two parties involved, but also on the risk from various other contracts each of these parties hold. In rather informal markets, such as the OTC (over-the-counter) derivative market, institutions only report their aggregated quarterly risk exposure, but no details about their... Visit MoneyScience for the Complete Article. |
Posted: 15 Jun 2015 05:37 PM PDT In this paper we analyse a dynamic model of investment under uncertainty in a duopoly, in which each firm has an option to switch from the present market to a new market. We construct a subgame perfect equilibrium in mixed strategies and show that both preemption and attrition can occur along typical equilibrium paths. In order to determine the attrition region a two-dimensional... Visit MoneyScience for the Complete Article. |
Blog Post: iMFdirect: Growth's Secret Weapon: The Poor and the Middle Class Posted: 15 Jun 2015 08:27 AM PDT |
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., 1600 Amphitheatre Parkway, Mountain View, CA 94043, United States |