Featured

• New Dates: Introduction to QuantLib Development with Luigi Ballabio - June 18-20, London http://bit.ly/JoLfLQ
• Economics is not Math: 2 Articles - http://bit.ly/LiHifF
• Whitebox Advisors 10 Finalists for Best Financial Research Paper of 2011- http://bit.ly/KFi6Bw
• Naked Short-Selling and Failure to Deliver - 17 Research Papers http://bit.ly/JStF7d
• Backed by Deutsche Bank, I think we're going to be hearing a lot more about the Open Source Lodestone Project http://bit.ly/KNFNYA
• Coding the markets blog offers perhaps the first blogged response to the Lodestone Project - http://bit.ly/LtcLfh
• Hot stuff for Regulatory / Tech wonks - Podcast: Is Finance ready for Legal Entity Identifiers? http://bit.ly/K2kxLH
• Woah! Wolfram Finance Platform: Ultimate Financial Computation Environment http://bit.ly/J9B2Z4 - RT @MSagebiel:
• Quant Investing pioneer Robert C Jones is putting human judgment back into the mix http://on.wsj.com/MDL1Xx - via @SimonCYWong
• Of particular interest to my Twitter friends: Why Rumors Spread Fast in Social Networks - http://bit.ly/L3pghX
• Why was the response to the finance crisis from US academics so muted? Extract from 'Inside Job' http://bit.ly/KxxbBG
• Somewhat re-designed: MoneyScience Video Library - lectures, tutorials, interviews - http://bit.ly/K7PgZo
• Robert Shiller's 2011 Financial Markets Course available http://bit.ly/KGI9F0 Interesting to see how it changed from '08 - Via @statalgo
• Old now but worth reviewing: The Financial Modelers' Manifesto - Emanuel Derman & Paul Wilmott http://bit.ly/LeGCrD
• Methods for Studying Coincidences (1989) - http://bit.ly/JJBhsM
• Mandelbrot on Video - http://bit.ly/qSjYLg
• Defending efficient #markets - Financial Times video interview with Gene Fama - http://on.ft.com/JdO2wO
• Paper by AQR Capital Management's Clifford Asness The Devil in HML's Details - http://bit.ly/K4OfRR
• Darrell Duffie : Replumbing Our Financial System: Uneven Progress http://bit.ly/ManGd6
• PDF of the Reuters Report on The Algorithmic Arms Race - http://reut.rs/JicTPC
• Markets & Morals - philosopher Michael Sandel & economists Diane Coyle & Grigory Yavlinksy http://bbc.in/KVwmoK - @bbcRadio4
• Michael Sandel talks about the moral limits of markets in this podcast: What Shouldn't Be Sold http://bit.ly/JxUNcS
• A powerful notion, that our financial futures might be coded in our chromosomes - http://bo.st/KF1qKD
• Adaptive Asset Allocation: A True Revolution in Portfolio Management? http://bit.ly/KViVVR
• No woman won the John Bates Clark Medal in the first 60 years the American Economic Association awarded the prize http://bo.st/KBERlT
• The American Economic Association's new disclosure policy (pdf) http://bit.ly/JsQHzc
• Neuroeconomics, Biology, Evolution http://bit.ly/JWNlGY review of "The Hour Between Dog and Wolf"
• Cosma Shalizi: Cognitive Democracy - http://bit.ly/Kh7nuD
• 'Modern Portfolio Theory' optimizes conservation practices - http://bit.ly/L0DkFC
• High Finance: a Wall Street novel by Eli Lederman http://bit.ly/KSIqGD
• Falkenblog: Minimum Volatility Portfolio Tactics http://bit.ly/LdESBT
• Paris de L’Etraz is an investment banker turned business school professor who knows a #quant when he sees one - http://bit.ly/JMorsl
• James Montier on the Flaws of Finance at CFAInstitute conference http://bit.ly/JNRKfr vid starts approx 7:45 in via @simoleonsense
• Fascinating bit of history: The Economic Organisation of a P.O.W. camp (1945) http://bit.ly/L0C84h
• Fascinating story of FBI's take-down of insider trading in the U.S. hedge fund industry. Reads like a crime novel. http://goo.gl/QuZAN
• Research Library: Research Blogs and the Discussion of Scholarly Information http://bit.ly/LCohnA
• Interesting perspective "Wealth" by Andrew Carnegie (June 1889) http://bit.ly/JIQ1p6 via @ScottSabol:
• Mark Joshi's classic guide: 'On Becoming a Quant' - http://bit.ly/zwZNUm

Announcements

• There's one to tick off the bucket list. Not finance but I finally got an article on slashdot! http://bit.ly/KUQ8y5
• Video Interview with MS Advisory Panel Member, Alan Kirman about the FutureICT Project http://bit.ly/MthZav
• Open Courseware in Finance: A Miscellany - http://bit.ly/KvprOv
• Vendors! Keep our members up-to-date by including your news in our Vendor Community http://bit.ly/pqPGwF Further info? http://bit.ly/Ldd6lW
• 250+ Finance Tweeters Worth Following http://bit.ly/GGGJwa - if only @peerindex would let me dump Lord Sugar from the list
• A few financial calculators at MoneyScience http://bit.ly/L0Fl7W - Register to build your own Dashboard!
• Fidessa Profile at MoneyScience - http://bit.ly/qUV3Kh
• CANdiensten profile at MoneyScience - http://bit.ly/JwKqXM

MoneyScience Users receive a 20% Discount on OptiRisk Courses - Further Information

• OptiRisk Systems - Portfolio Optimisation: Basics & Advances in Continuous-Time Model & Discrete-Time Models - May 30-31, London - http://bit.ly/KgRD8H
• OptiRisk Systems - Interest Rate Modelling and Applications in Practice - May 31st - London http://bit.ly/Ivkpod

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Sponsored

• Wiley Finance: Risk & Quantitative Finance Catalogue 2012 http://bit.ly/InfEJU
• Cass Business School: MSc in Mathematical Trading & Finance http://bit.ly/u4aEgp
• Cass Business School: MSc in Finance - http://bit.ly/IQGX54
• ICMA Centre: MSc in Financial Research - http://bit.ly/p7Ypi2
• ICMA Centre: MSc Financial Risk Management - http://bit.ly/IID5PL
• Interview with Phillip Chapple on the Hedge Fund startup market: http://bit.ly/GJ6FTc
• New York Institute of Finance 2012 Course Catalogue - bit.ly/rWp0EA
• @PortfolioProbe - Random portfolios: 6 steps to a better fund management industry http://bit.ly/LIl5Xy

Events

• Optimize Your Investment Psychology & Performance: A @MarketPsych Intensive - London, June 19th - http://bit.ly/J6KqeK
• International Mathematica Symposium - June 11-13th, London - http://bit.ly/KcfdFF
• London Metal Exchange: Upcoming Events in May - http://bit.ly/I6oeyo
• PRMIA - Managing Enterprise Risk in the New Environment - September 20, Chicago, USA - http://bit.ly/IbChWQ
• PRMIA - The Essentials of Banking and Financial Risk Management - June 25th, South Africa - http://bit.ly/IoJeTf
• PRMIA - Corporate & Sovereign Credit Risk, Bankruptcy Prediction, Distressed Debt Markets, Strategies - June 25, London - http://bit.ly/I7xmHQ
• PRMIA - CVA: Credit Models and Advanced Counterparty Risk Pricing and Restructuring - June 21st, Germany - http://bit.ly/JB9ACV
• PRMIA - Counterparty Credit Risk: The Impact of CVA, Basel III, Funding and Central Clearing - May 31st, Chicago - http://bit.ly/HWffj6
• Capital Markets Academy - Certified Clearing Specialist - London, July 9th - http://bit.ly/JEnlB7
• Capital Markets Academy - Trading Derivatives Certificate - London, August 20th - http://bit.ly/JqUcI1
• Capital Markets Academy - Risk and Counterparty Clearing (CCP) - London, July 10th http://bit.ly/MAeO39
• Capital Markets Academy - Deutsche Boerse Securities Clearing Processes - http://bit.ly/K3U5Br
• Capital Markets Academy - Deutsche Boerse #Derivatives Clearing Processes - London, July 11th http://bit.ly/LlBBtZ
• Capital Markets Academy - The Marketplace (Fundamentals) London, July 9th - http://bit.ly/JKvJAa
• Capital Markets Academy - Financial Markets #Regulation - London, July 13th - http://bit.ly/J8t0L4
• International Association of Financial Engineers 20th Annual Conference: Controlling Risk http://bit.ly/ILDEd7

Featured MoneyScience Bloggers

• Early Low Vol Literature Now Everywhere http://bit.ly/KEVQUZ - Falkenblog
• Barry Ritholz is Funny http://bit.ly/KgIoI3 - Falkenblog
• Regulators Want More Money http://bit.ly/L5r3mB - Falkenblog
• Why are Volatility and Bad News Positively Correlated? http://bit.ly/K73Z5B - Falkenblog
• The Power of Optimism http://bit.ly/JYmXLb - Falkenblog
• Risk and Return Confusion http://bit.ly/LLPPHh - Falkenblog
• Hedges Don't Lose Money? http://bit.ly/JttEpj - Falkenblog
• Beyond the Austerity Debate: the Deficit Bias in the post-Bretton Woods Era http://bit.ly/KtCQsw - @IMFNews
• Management Changes at Traiana http://bit.ly/LdNzcs - @rob_daly
• Lazaro Campos to step down; Gottfreid Leibbrandt new CEO of SWIFT http://bit.ly/LdNzco - @Chris_Skinner
• Exponential decay models http://bit.ly/LfMBzg - @PortfolioProbe
• Skewed Incentives http://bit.ly/JH34JF - @AlephBlog

Finance and Banking

• Why We Regulate http://nyti.ms/JcQD4z - via @zbodie
• Quants told to use their full brain. http://trib.in/KccIC1 via @gailmarksjarvis
• Are US threats to strictly apply Dodd Frank rules on foreign units of #banks like J.P. Morgan being politicised? http://bit.ly/JKQJ9w
• The US Office of Financial Research http://1.usa.gov/K3eBSN which some don't like http://bit.ly/KrasqV via http://bit.ly/K76EfG
• Is Insider Trading Part of the Fabric on Wall Street? http://nyti.ms/KqKK5M
• "Greece will leave EMU on 1st January 2013": Citi analysts http://read.bi/KcM3HT
• Cost of Greek exit from euro put at $1tn http://gu.com/p/37jnm
• Specialized vultures: Investors who said 'no' to haircut big winners from Greek crisis http://ind.pn/LcR0AM - via @rszbt
• How a green investment bank really works - http://bit.ly/KW9Klv
• Barclays publishes three-year citizenship plan - http://bit.ly/KgX75x
• New director of the UK Serious Fraud Office asserts control over investigation into the failed Icelandic bank Kaupthing http://bit.ly/KcFcOM
• Free banking 'a dangerous myth' http://goo.gl/hkrQl
• Safe heavens and investment hells http://bit.ly/JGY1eg
• You're going to hear a lot about the European Investment Bank this week http://disq.us/7hf2fi - via @asymptotix
• Correlations and positive-definiteness http://bit.ly/JkBYGq
• Book Extract from Charles Ferguson's 'Inside Job' - Wall Street's role in the financial crisis http://bit.ly/JkwLlr @oneworldnews
• Interview with Robert Chote, chair of the UK office for budget responsibility http://gu.com/p/37yxg
• Governments and Value II: Subsidies and Value - http://bit.ly/KeXV9S - @AswathDamodaran
• Governments and Value III: Bribery, Corruption and other "Dark" Costs - http://bit.ly/KkBE8q - AswathDamodaran
• UK Taxpayer could lose about £2bn once assets of Northern Rock are wound down http://bbc.in/JbPcsq
• Accidentally Released-& Embarrassing: Goldman et al Engaged in 'Naked Short Selling－Taibbi http://bit.ly/JHgvrW - via @rszbt
• Goldman-Bred Neuroscientist Tracks Testosterone Trading http://bloom.bg/Jwy0en via @BloombergNews
• Derivatives rules could put chill on Liability-driven investment strategies in Europe - http://bit.ly/LIK79b

• Revenues from Mafia-related businesses in Italy represent almost 12% of the total Italian GDP - http://bit.ly/L2KkRB
• Leading economists have ranked how to most cost-effectively invest to solve many of the world's biggest problems http://bit.ly/J60n5V
• McKinsey Classics: Are stock markets rational? http://lnkd.in/_4-cry
• "VaR is like buying a car w/airbag that is guaranteed to fail when you need it" - http://bit.ly/KtCDY9
• Got to love international monetary analysis that cites David Hume's work: http://www.voxeu.org/index.php?q=node/7999
• Behavioural Finance at the Fed http://lnkd.in/w3rh6X - via @Claradan
• An Exponential Economist Meets a Finite Physicist - http://bit.ly/Kk2p0r
• Happy People Make Terrible Traders http://bit.ly/JpSA2T - @Psyfitec

JP Morgan

• A little bit of history: Introducing John Pierpont Morgan (1837 – 1913) http://bit.ly/JW7ED6
• How Did the Original J.P. Morgan Do It? http://buswk.co/K2mNS8 - Via @JimMahar
• A new Value-at-Risk model looks to have masked $2B mark-to-market loss in JPMs CIO over the past few months -IFR http://bit.ly/KCaydh
• Inside J.P. Morgan's Blunder http://on.wsj.com/KG4rJl via @WSJ
• Video - Nassim Taleb on the J P Morgan Trading Loss - http://bit.ly/JF9nhv
• A 2nd-order hedge to offset volatility in the 1st-order hedge to offset credit risk in the rest of the portfolio http://reut.rs/JfBMIt
• JP Morgan and systemic risk http://bit.ly/KKuPPF
• JP Morgan, Hedges and Proprietary Trades - http://bit.ly/Ji1mzU via @kiddynamiteblog
• Risk and the City - How London bankers learned to gamble http://bit.ly/Ji0D1y - via @JohnGapper
• An Open Letter to Jamie Dimon from the Alternative Banking Working Group of Occupy Wall Street http://bit.ly/Kr7CzZ
• Civil War at JPMorgan http://goo.gl/3b7zv
• JPMorgan unit has $100 bln in securitised assets, structured debt http://goo.gl/fwKXQ
• Which Hedge Funds Bought Loads Of JP Morgan Shares Before The Bank's Stock Plummeted? http://bit.ly/LRF2v9 - via @pinkalchemy
• Jamie Dimon and Barack Obama: star-crossed friends. http://bit.ly/L5ZtrG
• Video: Jamie Dimon pre-Davos: 'Some Regulations are Anti-American' - http://bit.ly/LMIlUu
• Interesting history here MT @rszbt - JP Morgan: The $592trillion Ponzi scheme is a time bomb ticking under your house http://bit.ly/J0kmE5

Facebook

• AswathDamodaran on Zuckerberg's Hoodie: I am sure that Bruno Iskil wore a very expensive suit, while making his trades http://bit.ly/MqPVXH
• On Corporate Governance and accountability does #Facebook practice what is preaches? http://bit.ly/JXJoRR
• Lastminute. com co-Founder @brenthoberman on #Facebook IPO http://bit.ly/JDR6mT "sentiment changes fast"
• Facebook IPO: an anatomy of Wall Street overreach http://bit.ly/JdVZ4Q - via @moorehn
• Nasdaq admits screwing up early #Facebook IPO trading http://bit.ly/La6Eti
• #Facebook shares, the greenshoe and Schrödinger’s cat - http://reut.rs/Jkhwsw
• How Facebook Will Sneak Into Your ETFs: http://bit.ly/LiHETA
• Stern words from @ritholtz on the Facebook IPO and high frequency shenanigans http://bit.ly/K9qR4d
• Facebook investor sues Nasdaq over IPO delays http://bloom.bg/LzHyd2
• Morgan Stanley, JPMorgan and #GoldmanSachs to be probed over Facebook IPO disclosures http://bit.ly/JEn4Pf - via @Ian_Fraser
• Tech IPOs and Dual-Class Share Structures - http://nyr.kr/KKpAPT
• Facebook Zuckerberg $19.1bn Moskovitz $5.1bn Usmanov $5bn Saverin $2.9bn Parker $2.5bn Thiel $1.06bn Sandberg $1bn http://bbc.in/KeJcM8

Hedge Funds

• Hedge Fund Market Wizards: Covel Interviews Schwager - http://bit.ly/LGWaY6 via @Ritholtz
• I'm not entirely surprised: Big Insights Lacking at "Best Ideas" Hedge-Fund Event - http://bit.ly/K33HMP
• Barron’s - Barron’s Top 100 Hedge Funds http://bit.ly/KBIQ1F - Via @Ritholtz
• Names on the Witness List for Gupta’s Trial http://nyti.ms/J0Mhhj
• @MebFaber recommends Hedge Fund Interviews by Jack D. Schwager http://bit.ly/K6JS7G
• Hedge Funds: Are They Just Smooth Operators? - Seeking Alpha http://ow.ly/1jI00m

Science and General Interest

• 2 Words: Plasmonic Cloaking - http://bit.ly/JlmgL2
• An economic argument for mining on the moon - http://bit.ly/JTbMoN
• The Business School Olympics - How UK Business Schools are running with the Olympic Torch http://buswk.co/KtcGIh
• 'Crowd Funding' to secure research funds - http://bit.ly/KJsOai
• Case Study: Computer-aided assessment in maths for economics 1st yrs http://bit.ly/IQTWUi
• "Going viral on Twitter is a random act" http://bit.ly/Kdz8pf - @freakonometrics
• Power Politics and 'strategy tools' - http://bit.ly/JKJ76J
• The Five Most Powerful Female Venture Capitalists http://onforb.es/Juayht via @AmyResnick
• The Economics of Branding - 24% of market cap of top 10 Global Brands in the brand itself http://bit.ly/ITZf1B
• Peer-reviewed publications & conference reports can expect explicit protection as England revises libel laws http://bit.ly/KP2FoD
• Silicon Valley Avoids 'B Players' Like the Plague - http://bit.ly/K9eFyN
• When people switch hats, they often switch moral compasses - http://bit.ly/LGXytX
• How universities helped transform the medieval world - http://bit.ly/Ma0BY4
• Engine-Tech that can tell insurers about bad driving will form a global market worth $14.4bn by 2016 - Analysts http://bit.ly/JJlHLZ
• Poem: City Boy - A young financier takes a drunken tumble but this gentle poem has no interest in blame games http://bit.ly/JXH7XO
• Neil Armstrong breaks silence to give accountants moon exclusive http://gu.com/p/37za3
• Starbucks & Behavioural Economics? http://buff.ly/KJCrWq
• Forget Peak Oil, Time To Worry About Peak Oil Labor http://bit.ly/JEvdDj
• An Economists Guide to Teaching Styles - http://bit.ly/Jy5gFk - Via @diane1859 -
• Is it cheaper to put Greek train passengers in taxis? http://goo.gl/oXDWg - Via @Alea_
• Last weekend Microsoft revealed an experimental social network called So.cl. targetted at Students - http://rww.to/LoYQU3
• Cosma Shalizi: If Peer Review Did Not Exist, We Would Have to Invent Something Very Like It to Serve Highly Similar Ends http://bit.ly/JC4k2L
• The Age of the Stateless Billionaires http://reut.rs/K4z5vL - @FelixSalmon
• on pro-fossil industrial policy - http://bit.ly/LteLXE - @Noahpinion
• The #climate misinformation nation - http://bit.ly/LcB5yv
• Doing the math on #biofuels http://bit.ly/JMsRiU

Financial Technology

• Wall Street's Top 3 Operational Concerns: Regulation, Cost Pressure, IT Talent - http://bit.ly/JwcWCf
• Separating financial engineering from programming. F3: Flexible. Powerful. http://bit.ly/IMr4I3
• Special Report: The algorithmic arms race - http://bit.ly/KqW6qt
• An open source credit rating agency now exists! http://bit.ly/KWEgeU - #Mathbabe
• Microsoft set new record for MinuteSort Benchmark using new radical approach called Flat Datacenter Storage http://bit.ly/JONYof
• The Race To Zero: RF Considerations in Wireless High Frequency Trading Architectures http://bit.ly/K740I0 - @hftreview
• Case Study: Barclays Pingit for Consumers and Corporates http://bit.ly/JCqamD - @Chris_Skinner
• Nvidia has combined forces with Citrix to deliver graphics processing power from the cloud - http://bit.ly/KccHAd
• Are You Ready to Use Legal Entity Identifiers? http://bit.ly/JYmXLf - @rob_daly
• How Sacrosanct is Matching Engine Design? http://bit.ly/JW8Eaz - @rob_daly
• Great blog post about INFORMS -optimization, statistics, BigData & business analytics http://bit.ly/JITmEu - via @hpcnotes
• How Does Proprietary HFT Benefit Investors? Interview with Mark Gorton, Tower Research Capital http://bit.ly/JTbXAs
• As far as I can tell only one of the SAP top 50 BigData Twitter influencers is based in Europe - http://bit.ly/JA0Sqc - via @sclopit
• Should IT Forget About Development? http://bit.ly/Kc9wc4 - @rob_daly

• Bitcoins worth $87,000 plundered in brazen server breach - http://bit.ly/KbL7B0
• AMD unveils Trinity chipsets & integrated GPU to challenge Ivy Bridge http://bbc.in/JhRJ3p
• Beyond the high-speed hard drive: Introducing "strong 3-D topological insulators" & room-temperature spintronics http://bit.ly/K731Fh
• Memristors in silicon - a new method promises denser, faster memory application - http://bbc.in/JFasGh
• Stanford bioengineers create rewritable digital data storage in DNA - http://bit.ly/K8wmBI
• For Supercomputer Fetishists - http://bit.ly/K8seS6
• And in contrast - APC offers an Android PC system for $49 - http://bit.ly/Kwmk95
• Neutrino-based communication http://onforb.es/MaiNkh seems even less likely than Quantum Entanglement http://bit.ly/K93LJh to me.
• Speed of light? Bah! Chinese Physicists Smash Quantum Teleportation Record - http://bit.ly/K93LJh
• A miniature Linux computer that is slightly larger than a USB thumb drive http://bit.ly/JVpdmJ (1.5GHz ARM CPU and 512MB of RAM)

Research

• Worth re-visiting: Olympic Economics: 20 Papers on Economics and the Olympic Games http://bit.ly/I3vlIN
• Non-rational expectations and the transmission mechanism: Bank of England Working Paper http://bit.ly/KtjJhx - via @Clansman
• FRB: The Timing of Sovereign Defaults Over Electoral Terms - http://1.usa.gov/JKHrKC
• Financial Risk Measurement for Financial Risk Management - Andersen, Christoffersen, Bollerslev & Diebold http://bit.ly/LiPnOC
• An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility - http://bit.ly/Llc5F5
• Local Bias and Stock Market Conditions http://bit.ly/JrdfF4
• RT @freakonometrics "Understanding errors, biases that can affect journalists" http://jonathanstray.com/papers/stocking-and-gross.pdf
• A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy - http://1.usa.gov/KFohni
• Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financia... http://bit.ly/JWsVuL
• Why Do UK Banks Securitize? http://bit.ly/KJxZoA

• Research: The Life Cycle of Family Ownership: International Evidence http://bit.ly/LHkSaN
• Research: Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time. http://bit.ly/Mlo4Wb
• Research: Dynamic Conic Finance: Pricing and Hedging in Market Models with Transaction Costs via Dynamic Coheren... http://bit.ly/JFja8y
• Research: Time-Consistent and Market-Consistent Evaluations. http://bit.ly/Mlo4FT
• Research: Involving copula functions in Conditional Tail Expectation. http://bit.ly/KtYDjL
• Research: Point process bridges and weak convergence of insider trading models.http://bit.ly/KZ6LuV
• Research: Portfolio Selection with Small Transaction Costs and Binding Portfolio Constraints. http://bit.ly/KtYFIp
• Research: Structural Hamiltonian of the international trade network. http://bit.ly/KtYFIl
• Research: Transaction Costs, Shadow Prices, and Connections to Duality. http://bit.ly/KZ6KHs
• Research: Fellow of the American Finance Association for 2012 http://bit.ly/MbUp1C
• Research: Corporate Governance and Capital Structure Dynamics http://bit.ly/MbUqm8
• Research: The Case for Intervening in Bankersâ Pay http://bit.ly/MbUq5S
• Research: Variance Optimal Hedging for discrete time processes with independent increments. Application to Elect... http://bit.ly/KTJgU9
• Research: The Correct Classic Generalized Least-Squares Estimator of an Unknown Constant Mean of Randon Field http://bit.ly/LlJoOM
• Research: Optimal starting times, stopping times and risk measures for algorithmic trading http://bit.ly/KHpTh7
• Research: Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information http://bit.ly/KeP2gJ
• Research: From Minority Game to Black & Scholes pricing http://bit.ly/KHpVFF
• Research: Price manipulation in a market impact model with dark pool http://bit.ly/KHpVFD
• Research: Universality class of balanced flows with bottlenecks: granular flows, pedestrian fluxes and financia... http://bit.ly/KeP2gE
• Research: Price manipulation in a market impact model with dark pool. http://bit.ly/JkWESr
• Research: Penalty Decomposition Methods for Rank Minimization.http://bit.ly/LZ0hv2
• Research: Restructuring the Italian NHS: a case study of the regional hospital network. http://bit.ly/LUsCTi
• Research: Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static h... http://bit.ly/JggDBI
• Research: New solvable stochastic volatility models for pricing volatility derivatives.http://bit.ly/JggFcO
• Research: Approximating stochastic volatility by recombinant trees.http://bit.ly/JggDBE
• Research: Valuation and hedging of the ruin-contingent life annuity (RCLA). http://bit.ly/JggDBA
• Research: Generalized Gaussian Bridges.http://bit.ly/KMWcKN
• Research: Optimal starting times, stopping times and risk measures for algorithmic trading.. http://bit.ly/KMWbqk
• Research: Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions. http://bit.ly/KMWbqg
• Research: The fractional volatility model: No-arbitrage, leverage and completeness.http://bit.ly/JZMpz6
• Research: Impact of the economic crisis on the Italian public healthcare expenditure. http://bit.ly/JZMrHg
• Research: Global Green Economy and Environmental Sustainability: a Coopetitive Model. http://bit.ly/KoAEof
• Research: Universality class of balanced flows with bottlenecks: granular flows, pedestrian fluxes and financial... http://bit.ly/KoAGww
• Research: Asymmetric R&D Alliances and Coopetitive Games. http://bit.ly/JZMrHa
• Research: Constructing Sublinear Expectations on Path Space. http://bit.ly/J1CGMd
• Research: Exponential L\'evy models with stochastic volatility and stochastic jump-intensity.http://bit.ly/J1CEUz
• Research: Equilibrium Distribution of Labor Productivity: A Theoretical Model.http://bit.ly/J1CGM8
• Research: A different perspective on retirement income sustainability: the blueprint for a ruin contingent life ... http://bit.ly/LGPBkE
• Research: Tobit Bayesian Model Averaging and the Determinants of Foreign Direct Investment. http://bit.ly/LGPCF8
• Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation http://bit.ly/L5LUZj