Remember me

Register  |   Lost password?



MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK - Further Information
GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - October 29-31, London, UK - Further Information

February 2012

The Shifting Hedge Fund Landscape: The New Dynamics of Hedge Fund Competitiveness

February 29, 2012 Comments (0)

Via AllAboutAlpha.com comes news of the fifth annual global survey of institutional hedge fund investors, and the second of two reports by Greenwich Associates and SEI on the shifting hedge fund landscape.
Part one, titled Institutions Put Fund Managers to the Test, focussed on current trends while the second, The New Dynamics of Hedge Fund Competitiveness, looks at evolving standards beyond portfolio transparency.
Key Findings
PERFORMANCE IS JOB #1. More than one in four respondents named...

Video - Systemic Risk: Insights from Networks - Daron Acemoglu

February 28, 2012 Comments (0)

This talk was given at the 2012 American Finance Association meeting in Chicago.
The speaker, Daron Acemoglu is a Professor of Economics from MIT and the Managing Editor of Econometrica. He was also the winner of the 2005, John Bates Clarke medal which is awarded to the best economist under the age of 40.

You might be interested in some of Daron's other research:

Dynamics and Stability of Constitutions, Coalitions, and Clubs
The Environment and Directed Technical...

Study proposes new measure of world equity market segmentation

February 27, 2012 Comments (0)

NEW YORK – February 24, 2012 – A recent study in the Review of Financial Studies proposes a new, valuation-based measure of equity market segmentation. Equity market segmentation occurs when stocks of similar risk in different countries are priced differently. The study, by Columbia Business School Professor Geert Bekaert, Chazen Senior Scholar at The Jerome A. Chazen Institute of International Business at Columbia Business School and the Leon G. Cooperman Professor of Finance and...

The Week in MoneyScience - Digest 24/02/12

February 24, 2012 Comments (0)

Welcome to the MoneyScience 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 | Hedge Funds | Financial Technology | Science and General Interest | Research


Winners of the International Assoc of Financial Engineers Student Competition from @BerkeleyHaas - bit.ly/zqUw6L
Worth another mention: How the Scientific Community Reacts to New Preprints:...

The return of schools of thought in macroeconomics

February 24, 2012 Comments (0)

Simon Wren-Lewis 24 February 2012 Just five years ago, macroeconomists talked about a new synthesis, bringing together Keynesian and Classical ideas in a unified, microfounded theoretical framework. Following the Great Recession, it appears that mainstream macroeconomics has once again split into schools of thought. This column explains why macroeconomics, unlike microeconomics, periodically fragments in this way.
In the 1970s and 1980s, macroeconomics was all about ‘schools of...

Are economics graduates fit for purpose?

February 22, 2012 Comments (0)

Diane Coyle Managing Director of Enlightenment Economics
The global crisis has plunged the economic profession into a state of anxiety, at least in some quarters. One question, among many, is whether the way economics is taught at universities needs to be rethought. This column summarises the range of views raised at a recent conference on this issue organised by the British government, the Bank of England, and the Royal Economic Society.

One of the consequences of the financial and...

Ethical lapses in banking and investment - a theory of the self for the sociology of morality

February 22, 2012 Comments (0)

WASHINGTON, DC, February 21, 2012 - Why do some people behave morally while others do not? Sociologists at the University of California, Riverside and California State University, Northridge have developed a theory of the moral self that may help explain the ethical lapses in the banking, investment, and mortgage-lending industries that nearly ruined the U.S. economy.
For decades, sociologists have posited that individual behavior results from cultural expectations about how to act in specific...

MoneyScience Monster Linkfest - Digest 17/02/12

February 17, 2012 Comments (0)

Welcome to the MoneyScience 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 | Hedge Funds | Financial Technology | Science and General Interest | Research


MoneyScience and Luigi Ballabio present 'An Introduction to QuantLib Development', London, 21-23rd May, 2012 - 15% 'Early Bird' before March 31st - bit.ly/wa68Hh
Financial black...

Video: The Financial Markets' Network Crisis

February 17, 2012 Comments (0)

Financial crises are somehow similar to blackouts, pandemics, extinctions, earthquakes... there is something common to all these phenomena: their underlying networks. FOC (Forecasting Financial Crises) is a European scientific project that uses this paradigm for understanding and forecasting systemic risk and global financial instabilities.

You might also be interested in the Systemic Risk section of our Financial Research Library.

Occupy the SEC: Comment letter on the Volcker Rule

February 15, 2012 Comments (0)

Via Felix Salmon and pretty much everyone else comes coverage of Occupy the SEC's recent open letter commenting on the Volcker Rule.
Felix writes:

One of the saddest aspects of the financialization of the US economy is the way in which America’s best and brightest found themselves working on Wall Street, rather than in jobs which improved the state of the world. Proof of this comes from the absolutely astonishing 325-page comment letter on the Volcker Rule which has been put...