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Blog Post: TimingLogic: Coca-Cola Removes Known Carcinogen to Avoid Cancer Warning Label

March 18, 2012 by MoneyScience   Comments (0)

Yummy!.  Give me another Diet Coke with my pink-slime antibiotic burger…  on second thought make that a genetically-modified, pesticide, veggie, soybean burger and an order of hydrogenated vegetable oil, pesticide fries.

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Blog Post: RobertPestonBlog: Why Sants is quitting the FSA

March 18, 2012 by MoneyScience   Comments (0)

Hector Sants was never a great fan of the break-up of the Financial Services Authority, which was put in train by George Osborne after the 2010 election.read more...

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Research Library: Market Timing with Moving Averages

March 18, 2012 by MoneyScience   Comments (0)

Paskalis Glabadanidis University of Adelaide Business School Abstract I present evidence that a moving average trading strategy dominates buying and holding the underlying asset in a mean-variance sense using monthly returns of value-weighted decile portfolios sorted by market size, book-to-market cash-flow-to-price, earnings-to-price, dividend-price, short-term reversal, medium-term momentum, long-term reversal and industry. The abnormal returns are largely insensitive to the four Carhart...

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Blog Post: FINalternatives: Man Group Chief Sees Hedge Fund Demand In Asia

March 18, 2012 by MoneyScience   Comments (0)

The head of the world’s largest publicly traded hedge fund group sees demand for hedge funds from sovereign and institutional investors in the Asia-Pacific region.read more...

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Published / Preprint: Empirical Evidence for the Structural Recovery Model

March 18, 2012 by MoneyScience   Comments (0)

While defaults are rare events, losses can be substantial even for credit portfolios with a large number of contracts. Therefore, not only a good evaluation of the probability of default is crucial, but also the severity of losses needs to be estimated. The recovery rate is often modeled independently with regard to the defa 5d1 ult probability, whereas the Merton model yields a functional dependence of both variables. We use Moody's Default and Recovery Database in order to investigate the...

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