Friday, July 17, 2015

MoneyScience News

MoneyScience News


Blog Post: TheAlephBlog: What is Liquidity? (Part VIII)

Posted: 17 Jul 2015 12:56 AM PDT

Photo Credit: Jon Gosread more...

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Vendor News: Fidessa named Best Sell-Side OMS Provider

Posted: 16 Jul 2015 11:36 PM PDT

Published / Preprint: Governance practices and firm performance: Does shareholdersâ proximity to management matter?

Posted: 16 Jul 2015 11:25 PM PDT



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Published / Preprint: The comply-or-explain principle: Stakeholdersâ views on how to improve the âexplainâ approach

Posted: 16 Jul 2015 11:25 PM PDT



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Published / Preprint: Influence of board of directors on firm performance: Analysis of family and non-family firms

Posted: 16 Jul 2015 11:25 PM PDT



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Published / Preprint: One bank problem in the federal funds market. (arXiv:1507.04387v1 [q-fin.PR])

Posted: 16 Jul 2015 05:40 PM PDT

The model of this paper gives a convenient strategy that a bank in the federal funds market can use in order to maximize its profit in a contemporaneous reserve requirement (CRR) regime. The reserve requirements are determined by the demand deposit process, modelled as a Brownian motion with drift. We propose a new model in which the cumulative funds purchases and sales are discounted at possible...

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Published / Preprint: Rational insurance with linear utility and perfect information. (arXiv:1507.04655v1 [q-fin.RM])

Posted: 16 Jul 2015 05:40 PM PDT

We present a mathematical solution to the insurance puzzle. Our solution only uses time-average growth rates and makes no reference to risk preferences. The insurance puzzle is this: according to the expectation value of wealth, buying insurance is only rational at a price that makes it irrational to sell insurance. There is no price that is beneficial to both the buyer and the seller of an...

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Blog Post: ThePracticalQuant: 6 reasons why I like KeystoneML

Posted: 16 Jul 2015 07:57 AM PDT

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Blog Post: iMFdirect: The Global Impact of Lower Oil Prices

Posted: 16 Jul 2015 07:38 AM PDT

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Published / Preprint: 16Jul/Revised guide to account opening for consultation issued by the Basel Committee

Posted: 16 Jul 2015 06:18 AM PDT

Press release about the Basel Committee issuing revised guide to account opening for consultation (July 2015)

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