MoneyScience News |
- It’s the £64bn question: what does George Osborne have left to sell off?
- Published / Preprint: Minimizing the Expected Lifetime Spent in Drawdown under Proportional Consumption. (arXiv:1508.01914v1 [q-fin.PM])
- Published / Preprint: Role of non-timber forest products in sustaining forest-based livelihoods and rural households' resilience capacity in and around protected area- a Bangladesh study. (arXiv:1508.02056v1 [q-fin.EC])
- Published / Preprint: The Intrinsic Instability of Financial Markets. (arXiv:1508.02203v1 [q-fin.ST])
- Published / Preprint: A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. (arXiv:1508.02367v1 [q-fin.RM])
- Blog Post: iMFdirect: Russia Feeling The Pinch of Cheaper Oil, Sanctions
| It’s the £64bn question: what does George Osborne have left to sell off? Posted: 11 Aug 2015 01:57 AM PDT The UK chancellor's divestment spree will not stop at bailed-out banks. What else is on the table? http://t.co/8nCZbo4zTY — moneyscience (@moneyscience) August… Visit MoneyScience for the Complete Article.      |
| Posted: 10 Aug 2015 05:37 PM PDT We determine the optimal amount to invest in a Black-Scholes financial market for an individual who consumes at a rate equal to a constant proportion of her wealth and who wishes to minimize the expected time that her wealth spends in drawdown during her lifetime. Drawdown occurs when wealth is less than some fixed proportion of maximum wealth. We compare the optimal investment strategy with... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Aug 2015 05:37 PM PDT People in developing world derive a significant part of their livelihoods from various forest products, particularly non-timber forest products. This article attempts to explore the contribution of NTFPs in sustaining forest-based rural livelihood in and around a protected area of Bangladesh, and their potential role in enhancing households resilience capacity. Based on empirical investigation... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Aug 2015 05:37 PM PDT In this paper we explain the wild fluctuations of financial prices from the intrinsic amplifying feedback of speculative supply and demand. Formally, we show that an asset return follows a multiplicative random growth with exogenous input, which is well-known to be a generic power-law generating process, and which could thus easily explain the well-established power-law distribution of returns,... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Aug 2015 05:37 PM PDT A method for calculating multi-portfolio time consistent multivariate risk measures in discrete time is presented. Market models for $d$ assets with transaction costs or illiquidity and possible trading constraints are considered on a finite probability space. The set of capital requirements at each time and state is calculated recursively backwards in time along the event tree. We motivate why... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Russia Feeling The Pinch of Cheaper Oil, Sanctions Posted: 10 Aug 2015 07:46 AM PDT By iMFdirectread more... Visit MoneyScience for the Complete Article.    |
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