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The Meerkat Effect: Personality and Market Returns Affect Investors’ Portfolio Monitoring Behavior
In this article the authors apply generalised non-linear mixed effects models to test for this selective information monitoring at an individual level in a new sample of active online investors.
Mon 9 Mar 2015
Black-Litterman in Continuous Time: The Case for Filtering
Dr. Mark Davis and Dr. Sébastien Lleo extend the Black–Litterman approach to a continuous time setting.
Fri 13 Feb 2015
Solving partial differential equations using the NAG Library
In this article, Jeremy Walton from the Numerical Algorithms Group, describes some applications of the NAG Library to the solution of Partial Differential Equations (PDEs).
Thu 12 Feb 2015
Excerpt from a chapter on High Frequency Trading in The World Scientific Handbook of Futures Markets
In this short piece from a chapter in The World Scientific Handbook of Futures Markets, Barbara Mack presents an overview on HFT, case studies, and a summary of select regulations in the United States.
Wed 28 Jan 2015
Ferdinand the Bull
In his latest commentary, Edward Talisse likens the financials and banks to that off a bull, and explains where it all went wrong in the 2008 financial crisis.
Wed 1 Oct 2014
Dead on Arrival - Living Wills and Liquidity
With surprisingly little fanfare, the Federal Reserve and other prudential regulators completely rejected the ‘Living Wills’ submitted by eleven of the largest U.S. Bank Holding Companies (BHCs).
Thu 4 Sep 2014
The Price is Right - The S&P 500 Index Deconstructed
Is the widely followed S&P 500 equity index wildly overvalued at its current price of 2,000?
Thu 4 Sep 2014
Asset Shortage
The difference between the amount or stock of assets outstanding and its tradable flow adjusted float is rarely discussed by research analysts and advisors.
Thu 4 Sep 2014
Timing the Bond Market
Edward Talisse, gives his view on stock-bond correlation in his latest article where he advises the best timing to invest bonds.
Wed 3 Sep 2014
