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Blog Post: Debtwatch: Tonight with Vincent Browne 18.04.12

April 25, 2012 by MoneyScience   Comments (0)

Steve took part in a discussion on the state of the Eurpean Union economy on Tonight with Vincent Browne on the 18 April while in Ireland. The conversation explores the flaw of the Maastricht Treaty and potential economic solutions for the European Union. A short 10 minute feature of Steve is available from the below […] ↓ Read the rest of this entry...

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Blog Post: Falkenblog: Zero Risk Premium in Venture Funds

April 25, 2012 by MoneyScience   Comments (0)

Noahpinion had a neat story on a paper by Harris, Jenkinson and Kaplan, which finds: Average U.S. buyout fund performance has exceeded that of public markets for most vintages for a long period of time. The outperformance versus the S&P 500 averages 20% to 27% over the life of the fund and more than 3% per year. Average U.S. venture capital funds, on the other hand, outperformed public equities in the 1990s, but have underperformed public equities in the 2000s.These strategies should have...

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Published / Preprint: ConocoPhillips' share price model revisited. (arXiv:1204.5171v1 [q-fin.GN])

April 25, 2012 by MoneyScience   Comments (0)

Three years ago we found a statistically reliable link between ConocoPhillips' (NYSE: COP) stock price and the difference between the core and headline CPI in the United States. In this article, the original relationship is revisited with new data available since 2009. The agreement between the observed monthly closing price (adjusted for dividends and splits) and that predicted from the CPI difference is confirmed. The original quantitative link is validated. In order to improve the accuracy...

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DG Acquires Peer39 for $15.5M

April 25, 2012 by Jenz514   Comments (0)

Jason Del Rey of Ad Age reports, “DG, a traditional-TV ad delivery company that moved into the online-ad space with last year’s acquisition of MediaMind, has acquired semantic ad-targeting startup Peer39 in a deal that could reach $15.5 million in cash and stock. Peer39, which is based in New York City, will get $10 million up front in addition to approximately 357,000 shares of DG stock. The acquisition also includes a $2.3 million earn out.” Read our previous coverage of Peer39 here. continued…

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Data Guides from the Digital Public Space Project

April 24, 2012 by Jenz514   Comments (0)

Mo McRoberts of BBC recently shared a few data guides that have emerged as part of the Digital Public Space project, a project “which uses Semantic Web technology as a way to help unlock the value in the archives of the BBC and other publicly-funded institutions.” McRoberts writes, “When we spoke with project partners – and others – about publishing data in a form which makes it possible to have journeys through machine-readable catalogue data similar to the journeys through human-oriented documents that we normally experience on the Web, the reaction was overwhelmingly positive, but organisations weren’t necessarily sure about the nuts and bolts of actually doing it.” continued…

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Blog Post: AllAboutAlpha: Efficiency May Be Special Case of Adaptation

April 24, 2012 by MoneyScience   Comments (0)

In a new paper, Andrew Lo has educed from his Adaptive Markets Hypothesis five practical conclusions, among them that during times of crisis, the usual positive relationship between risk and return may not hold. There is in general a "time-varying and often negative relationship between the two."

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