Economic resilience: a financial perspective
"Economic resilience: a financial perspective", note submitted to the G20 on 7 November 2016. One aspect of resilience that is often underappreciated concerns financial imbalances. A resilient economy...
View Article5 Tools to Organize Your Research in 2017
When I’m researching my desk looks like a tornado of pdfs hit my computer desktop and blew them clear onto my actual desktop. It’s a mess, but I can’t touch anything or else I won’t know where anything...
View ArticleHigh Returns from Low Risk: A Remarkable Stock Market Paradox
For generations investors have believed that risk and return are inseparable. But is this really true? In High Returns from Low Risk, Pim van Vliet, founder and fund manager of multi-billion...
View ArticleWiley: Plumbers and Visionaries by Peter Norman Selected as the Year’s...
New book! Plumbers and Visionaries by Peter Norman Selected as the Yearâs Most Popular Financ... https://t.co/N5A9DYieDL via @wiley_finance â moneyscienceâ¦
View ArticleWhen Donald Trump Hate-Tweeted Lockheed Martin, Hedge Funds Were Ready
Sentiment, Donald Trump & Lockheed Martin https://t.co/aGptRZNJmN â moneyscience (@moneyscience) December 15, 2016
View ArticleForbes Welcome
Billionaire Dan Loeb's Quant Trading Effort Sparked Legal Battle Over 32-Year-Old Data Scientisthttps://t.co/rEHRLLpnBD â moneyscience (@moneyscience) Decemberâ¦
View ArticleA Failure of Insurance Regulation
Credit: Bloomberg || Graph of Penn Treaty’s stock price 2002-2009read more...
View Articlehttps://t.co/kwFQpt2KC6
"Risk and Choice: A Research Saga" https://t.co/kwFQpt2KC6 by Christian Gollier, James Hammitt and Nicolas Treich â Arthur Charpentier (@freakonometrics)â¦
View ArticleAn optical chip with 1,000 components could crunch tricky math problems for...
HP Labs develope an optical processor to outperform on tasks like the traveling salesman problem. https://t.co/NrhpJLGtgU @HP @HPUK â Financial Technologyâ¦
View ArticleAre Technical Experts Better Leaders?
James K. Stoller, Amanda Goodall, and Agnes Baker have published an intriguing Harvard Business Review article titled, "Why the Best Hospitals are Managed by Doctors." In the piece, they state the...
View ArticleFinancial Technology News Report
The latest Financial Technology News Report! https://t.co/0gmaIvLGXH Thanks to @michelleprice36 @FinanceConrad @IBMAsiapacific â Financial Technologyâ¦
View ArticleBitcoin’s $1,000 value is something to worry about, not cheer
#bitcoin has reached a three-year high, but according to some people itâs no cause for celebration.https://t.co/FfnJ5rkbgC â Financial Technology (@fin_tech)â¦
View ArticleBrownian trading excursions and avalanches. (arXiv:1701.00993v1 [q-fin.MF])
We study a parsimonious but non-trivial model of the latent limit order book where orders get placed with a fixed displacement from a center price process, i.e.\ some process in-between best bid and...
View ArticlePricing European Options by Stable Fourier-cosine series Expansions....
The COS method proposed in Fang and Oosterlee (2008), although highly efficient, may lack robustness for a number of cases. In this paper, we present a Stable pricing of call options based on Fourier...
View ArticleOptimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach....
We study several optimal stopping problems that arise from trading a mean-reverting price spread over a finite horizon. Modeling the spread by the Ornstein-Uhlenbeck process, we analyze three different...
View ArticleLife Word: Discover Your One Word to Leave a Legacy
Discover your Life Word!read more...
View ArticleMSc Investment Management - Postgraduate Programs - Marketplace.MoneyScience
Info: MSc Investment Management at the ICMA Centre - Marketplace.MoneyScience - @icmacentre #financialeducation https://t.co/UQEn1hcde7 â moneyscienceâ¦
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