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MoneyScience's Blog

MoneyScience Talks - Episode 1 - What do people mean when they talk about Central Clearing for OTC Derivatives?

September 11, 2014 Comments (0)

I must admit to being rather excited to introduce the first episode of an occasional series of podcasts from MoneyScience in which we'll be publishing audio extracts from our interviews with prominent figures from both the financial practioner and academic communities.
In this extract we hear from Jon Gregory, author of the recent Wiley Finance title, Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives.

We'll be publishing the full...

Victor Ricciardi talks about his book Investor Behavior: The Psychology of Financial Planning and Investing

June 25, 2014 Comments (0)

Victor Ricciardi is a Finance Professor at Goucher College in Baltimore, Maryland and co-editor (with Kent Baker) of the new book Investor Behavior: The Psychology of Financial Planning and Investing. You can buy this book and claim 30% off your copy with our promo code MON30 when ordering direct through Wiley here. Read a sample chapter here.
Jacob Bettany: You and your co-editor H. Kent Baker are very well known to many members of the MoneyScience community through your work in behavioural...

Guy Kaplanski talks Behavioural Economics and the impact of the World Cup on Stock Market Performance

June 20, 2014 Comments (0)

Professor Guy Kaplanski is the head of Financial Studies at Bar Ilan University Business School, the largest university in Israel and holds a PhD in Finance, an MBA in Finance and Marketing and a B.Sc. in Electrical and Electronic Engineering. Previously he served as a visiting professor at the University of Michigan Business School.
He has published 2 books and a wide variety of research papers in top journals mainly in the field of capital markets and behavioural finance. He has commercial...

Football Special: The FIFA World Cup, Stock Market Performance and Financial Economics

June 20, 2014 Comments (0)

While threatening to over-shadow the administration of this year's FIFA World Cup, the furore around the alleged rigging of the selection process for 2022 is a handy reminder of the vast sums of money involved in staging and exploiting these Mega Events.
The body of research in Sports Economics has grown considerably over the last 4 years since the last world cup when we first started aggregating the literature, perhaps reflecting a growing awareness of the increasing complexity and impact of...

Guest post from Vikas Shah - Could Random Trading Prevent Stock Market Bubbles & Crashes?

June 2, 2014 Comments (0)

Originally published May 31st 2014 by Vikas Shah at Thought Strategy 
 

Many of recent history’s most significant market events have manifest in what was (previously) the extreme of the market.  These “bubbles” and “crashes” follow power laws, meaning that (in theory) they could reach any size and fundamentally threaten the functionality of the entire financial system.
Typical central-bank and policy responses to these financial avalanches (or...

Sornette vs. Taleb Diametrically Opposite Approaches to Risk & Predictability

May 24, 2014 Comments (0)

An ETH sponsored meeting and debate between Nassim Taleb and Didier Sornette. Edited to eliminate the parts of the conversation not involving either but otherwise comprehensive.
A "diplomatic debate" is defined by Taleb as a conversation in which one looks for synthesis (as opposed to one in which one is trying, as in war, to win the argument, as with political debates). Clearly this type of debate only works when the two parties have mutual respect for each other.

The largest arbitrage ever?

May 7, 2014 Comments (0)

ValueWalk reports:
"A few weeks back Bob Treue the president and founder of Barnegat Fund Management was kind enough to upload his November 2010 presentation at Oxford University. Here he explains at length and answers questions about his 2008 TIPS trade which became famous thanks to an academic paper and some coverage from the FT and Barrons."
Read the article here
 

Interview with Cyril Demaria, author of Introduction to Private Equity: Venture, Growth, LBO and Turn-Around Capital, 2nd Edition

April 4, 2014 Comments (0)

Interview with Cyril Demaria, author of Introduction to Private Equity: Venture, Growth, LBO and Turn-Around Capital, 2nd Edition
Buy this book direct at www.wiley.com and save 30% with our promo code MON30
Jacob Bettany: Would you mind telling us a little bit about yourself, and what motivated you to write this book and to update it for a 2nd edition?
Cyril Demaria: I’m French, and when I started working in the private equity business 15 years ago that was still largely an emerging...

Guest post: Do you have to be Abnormal to beat the Market ? By Peter Urbani, CEO KnowRisk Consulting

March 5, 2014 Comments (0)

In Mel Brooks's classic 1974 comedy, Young Frankenstein, the grandson of the original Dr Frankenstein (Gene Wilder) dispatches his faithful assistant Igor (brilliantly played by Marty Feldman) to steal a brain for his creation from a nearby laboratory. In his usual fashion Igor bungles it and brings back the wrong brain. When it becomes apparent that all is not well with the monster, Dr Frankenstein confronts Igor and asks whose brain he has just installed. Igor's response...

2013 Risk Manager of the Year: Robert B. Litterman

March 4, 2014 Comments (0)

The Global Association of Risk Professionals, (GARP, www.garp.org) announced today that it has awarded Robert B. Litterman, Partner and Chairman of the Risk Committee and Advisory Panel, Kepos Capital LP, the 2013 Risk Manager of the Year Award at the Association's 15th Annual Risk Management Convention & Exhibition, held at the New York Marriott Marquis in New York City. "It is an honor to receive this recognition," said Robert B. Litterman, Partner, Kepos Capital LP, "Risk management is...