MoneyScience News |
- Blog Post: TheAlephBlog: Prices Have Changed; Not Much Else Has Changed
- Published / Preprint: Long run risk sensitive portfolio with general factors. (arXiv:1508.05460v1 [math.OC])
- Published / Preprint: Law on the Market? Evaluating the Securities Market Impact of Supreme Court Decisions. (arXiv:1508.05751v1 [physics.soc-ph])
- Published / Preprint: Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets. (arXiv:1508.05837v1 [q-fin.RM])
- Blog Post: iMFdirect: Foreign Help Wanted: Easing Japan's Labor Shortages
- Viewpoint: Did big personalities worsen the financial crash? - BBC News
| Blog Post: TheAlephBlog: Prices Have Changed; Not Much Else Has Changed Posted: 24 Aug 2015 11:27 PM PDT Photo Credit: Moyan Brenn || My, now doesn’t that look peaceful…read more... Visit MoneyScience for the Complete Article.      |
| Posted: 24 Aug 2015 05:37 PM PDT In the paper portfolio optimization over long run risk sensitive criterion is considered. It is assumed that economic factors which stimulate asset prices are ergodic but non necessarily uniformly ergodic. Solution to suitable Bellman equation using local span contraction with weighted norms is shown. The form of optimal strategy is presented and examples of market models satisfying... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Aug 2015 05:37 PM PDT Do judicial decisions affect the securities markets in discernible and perhaps predictable ways? In other words, is there "law on the market" (LOTM)? This is a question that has been raised by commentators, but answered by very few in a systematic and financially rigorous manner. Using intraday data and a multiday event window, this large scale event study seeks to determine the existence,... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Aug 2015 05:37 PM PDT Hydro storage system optimization is becoming one of the most challenging task in Energy Finance. Following the Blomvall and Lindberg (2002) interior point model, we set up a stochastic multiperiod optimization procedure by means of a "bushy" recombining tree that provides fast computational results. Inequality constraints are packed into the objective function by the logarithmic barrier approach... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Foreign Help Wanted: Easing Japan's Labor Shortages Posted: 24 Aug 2015 08:07 AM PDT By Giovanni Ganelli and Naoko Miakeread more... Visit MoneyScience for the Complete Article.    |
| Viewpoint: Did big personalities worsen the financial crash? - BBC News Posted: 24 Aug 2015 06:20 AM PDT Charisma and the 2008 banking crisis http://t.co/zGq3Qk46WR - you can hear the program at http://t.co/lZhFsVo4hl — moneyscience (@moneyscience) August 24,… Visit MoneyScience for the Complete Article.    |
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