Remember me

Register  |   Lost password?

 

 

SUPPORTED BY
Nvidia
GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - February 25-27th, London, UK - Further Information

November 2011

The Week in MoneyScience - Digest 25/11/11

November 25, 2011 Comments (0)

Welcome to the latest edition of our Weekly Digest! To get a copy in your email box every Friday, you can SIGN UP HERE, or to see previous editions go HERE.
Register at MoneyScience to:

Build a profile, comment on content, start or join a group.
Post Blogs, Media and Research or Bookmark external resources.
Follow other Users and get notified when they contribute.
Follow tags and track when relevent content is posted to the site.
Build a dashboard, customise your experience, contribute...

How much capital do European banks need? Some estimates

November 23, 2011 Comments (0)

The lack of market confidence in European banks is fed by the uncertainty about Eurozone sovereign debt. This column argues governments and banking supervisors should agree a recapitalisation package well before Christmas. It adds that the required amount to be raised by each bank should be presented as a euro amount and not as a ratio so as not to tempt banks to cut down assets instead of raising capital.
The European banking system is freezing up. Several banks are not able to fund...

A blind spot in economics? Accepting unsupported claims about reality

November 18, 2011 Comments (0)

A very big H/T to Physics of Finance blog for bringing this paper to my attention, and for providing some commentary.

I would like to point everyone to a fascinating recent analysis of economists' opinions about the scientific method (that seems the best term for it, at least). Ole Rogeberg, a reader of this blog, alerted me to some work by himself and Hans Melberg in which they surveyed economists to see how much they looked to actual empirical tests of a theory's...

The Week in MoneyScience - Digest 17/11/11

November 17, 2011 Comments (0)

Welcome to the latest edition of our Weekly Digest! To get a copy in your email box every Friday, you can SIGN UP HERE, or to see previous editions go HERE.
Featured | Sponsored | Announcements | Finance and Banking | Technology and Science | General Interest | Research

Featured

Worth mentioning again I think: A History of Behavioural Finance in Published Research: 1944 - 1988 - bit.ly/qVlDAc
Via @EmanuelDerman: "Once upon a time there was a classical financial world in which all the...

Can shadow banking be addressed without the balance sheet of the sovereign?

November 16, 2011 Comments (0)

Zoltan Pozsar

The shadow banking system is vast; but why did it arise? Some view it as regulatory arbitrage while others view it as the market fulfilling investors’ demand for ‘riskless’ assets. This column explains the issues and discusses policy options.

The shadow banking system  – the name given to the financial infrastructure that exists outside the regulator’s remit – has been much in the news since the global financial crisis (see recent...

Video - Bubble Trouble: Universal switching patterns in market trends

November 16, 2011 Comments (0)

When a stock market rises unsustainably, it can create a financial bubble that sooner or later will burst. In this TEDx Video, Dr. Tobias Preis explains how concepts from physics can be used to create a law describing exactly how such crashes occur.
Many thanks go to Mark Buchanan over at the brilliant, The Physics of Finance Blog, for putting me in touch with Tobias and for his commentary on the paper this talk originates from.
Tobias also has his own excellent web page...

The Week in MoneyScience - Digest 11/11/11

November 11, 2011 Comments (0)

Welcome to the latest edition of our Weekly Digest! To get a copy in your email box every Friday, you can SIGN UP HERE, or to see previous editions go HERE.
Featured | Sponsored | Announcements | Finance and Banking | Technology and Science | General Interest | Research

Featured

An interesting bit of history: A copy of the American Finance Journal from 1942 - bit.ly/tcvDnB
Call for Entries: 2012 AQR Insight Award sponsored by AQR Capital Management - bit.ly/rvkDmk
MIFID II piece by...

Video - The Future Importance of Low-Latency and the Role of Big Brokers

November 8, 2011 Comments (0)

Via Mike 0'Hara over at our sister site, HFTReview.com comes this interesting panel discussion from TradeTech Architecture last month.
Moderator: Mike O'Hara, Publisher, High Frequency Trading ReviewPanel:Hans Christian Reinhardt, Head of Quantitative Trading Services, Morgan StanleyNeil Singleton, Global Head of Market Access Architecture, ABN Amro Clearing Bank

Call for Entries: 2012 AQR Insight Award sponsored by AQR Capital Management

November 4, 2011 Comments (0)

For the Academic finance paper offering the most significant practical implications towards improved investment performance
About the Award
The AQR Insight Award, sponsored by AQR Capital Management, recognizes the unpublished paper that provides the most significant, new practical insights for tax-exempt institutional or taxable investor portfolios. Up to three papers will share a $100,000 prize.
Many academic finance papers are written each year. The AQR Insight Award seeks to acknowledge...

"Reliably Unreliable" - Voluntary Disclosures of Hedge Fund Performance

November 4, 2011 Comments (0)

New research by Oxford University and Duke University suggests that voluntary disclosures by hedge funds about their monthly investment performance are unreliable. The researchers tracked changes to statements of historical performance of over 18,000 hedge funds recorded in publicly available hedge fund databases, at different points in time between 2007 and 2011. They found that as many as 40 per cent of funds (around 7,000 individual funds) revised their previously reported performance,...