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Things worth reading, the European view (6)

May 11, 2012 by skinnercm   Comments (0)

This week's view from Europe, courtesy of Edith Rigler :


ULLINK Provides Certified DMA to SBI JAPANNEXT

May 11, 2012 by mikeohara   Comments (0)

NEW YORK – May 10, 2012 – Ullink, a global provider of low latency connectivity and trading software and services has extended its connectivity offering to SBI Japannext to serve investors of the leading Japanese proprietary trading system.


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Things worth reading: 11th May 2012

May 11, 2012 by skinnercm   Comments (0)

Things we're reading today include ...


Blog Post: TheAlephBlog: Yahoo Finance News

May 11, 2012 by MoneyScience   Comments (0)

I want to call attention to News at Yahoo Finance.  I have used Yahoo Finance for 15 years and have found it valuable.  As time has gone on, Yahoo has added low value news sources like Seeking Alpha, Motley Fool, and Zacks.  These are websites that if I could eliminate them, it would be done already.read more...

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Blog Post: Falkenblog: Asness and Frazzini Make Simple Point on Value

May 11, 2012 by MoneyScience   Comments (0)

Cliff Asness has been thinking, writing, and investing on value and momentum ideas since the late 1990's, and as the head of a successful hedge fund, it's fair to say he's one of the world's foremost experts on these equity factors. He and Andrea Frazzini recently put up a The Devil in HML's Details on the SSRN, so this is all new to me even though it has been around for a year elsewhere (strangely, there are more downloads than abstract views). Here's the finding. Value, as...

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Published / Preprint: Optimal retirement consumption with a stochastic force of mortality. (arXiv:1205.2295v1 [q-fin.RM])

May 11, 2012 by MoneyScience   Comments (0)

We extend the lifecycle model (LCM) of consumption over a random horizon (a.k.a. the Yaari model) to a world in which (i.) the force of mortality obeys a diffusion process as opposed to being deterministic, and (ii.) a consumer can adapt their consumption strategy to new information about their mortality rate (a.k.a. health status) as it becomes available. In particular, we derive the optimal consumption rate and focus on the impact of mortality rate uncertainty vs. simple lifetime uncertainty...

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