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MoneyScience Twitter Review - April 2010

Monday Apr 12, 15:21PM

Wilbur Ross is backing Sir Richard Branson’s attempts to conquer British high street banking. http://bit.ly/axuBr3
@SSRN How are Shorts Informed? Short Sellers, News, and Information Processing http://bit.ly/azE0xB
@victorricciardi @SSRN - Asset Pricing in the Presence of Social Interaction - http://bit.ly/9Mp6i0
@victorricciardi @SSRN - Success/Failure of Past Trades and Trading Behavior of Investors http://bit.ly/ci0NWK
Brilliant @victorricciardi @SSRN A Corporate Beauty Contest - Maturity, Baby-facedness, and competence http://bit.ly/bbWinU
Diagnosis and Prediction of Market Rebounds in Financial Markets -http://bit.ly/9T8BEv
Justin Fox was at Oxford's Saïd Business School event on Reputation, Emotion and the Market. http://bit.ly/bBtX44
BBC: City Diaries: 31 March http://bit.ly/cjF6cT
Diversity and Arbitrage in a Regulatory Breakup Model - http://bit.ly/cKcRAX
Oliver Stone on Why the Wall Street Sequel Was Bumped - http://bit.ly/b0Np0Z
RT @Risk_Mgmt - Time to Outlaw Naked Credit Default Swaps? http://bit.ly/ddHBf0
Eight years after the euro was introduced, the franc is still in use in Le Blanc - a small market town of 7,000 people http://bit.ly/cXQjDq
City trader in FSA insider dealing case breaks silence - http://bit.ly/diM0By
I cannot tell you how much this annoys me. http://bit.ly/aXj6i6 - "Bonus: A free set of Tibetan Meditation Orbs" doesn't redeem it.
Abel Mathematics prize to John Tate for his work on number theory http://bit.ly/bXexpt
The Tangled OTC Derivatives Marketplace - http://bit.ly/crU16Q
Do headhunters really hunt? http://bit.ly/9TUix1
FRB Discussion Paper: How Did a Domestic Housing Slump Turn into a Global Financial Crisis? http://bit.ly/ca6HIp
FRB Discussion paper: Interest on Excess Reserves as a Monetary Policy Instrument: The Experience of Central Banks http://bit.ly/9Adqg0
15 Bizarre Insurance Policies http://bit.ly/akBD9d - includes 20,000 people who pay a premium for insurance against alien abduction.
RT @HedgeFundFocus - Dr Nick Motson explains his award-winning research into the risk appetite of fund managers. http://bit.ly/cr7xtG
Leading industrial relations academics sent this letter to the Guardian condemning BA's tactics http://bit.ly/9FDybO
Commodity terms of trade: The history of booms and busts - http://bit.ly/aRb8N0
Yesterday was Ada Lovelace Day - http://bit.ly/a7CiuO
@SSRN Monte Carlo Bounds for Game Options Including Convertible Bonds by Christopher Beveridge and Mark Joshi http://bit.ly/c88Qt9
Happiness. It's not about wealth but status - http://bit.ly/cTpfa7
RT @Risk_Mgmt - Stress Testing Credit Risk: The Great Depression Scenario http://bit.ly/9ydOFy
The food activist and economist who wishes to state for the record that he is not the messiah - http://bit.ly/9oCpaT
Research - Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading - http://bit.ly/8Xqfdz
Hedge Fund Focus 10-03-10 - Hedge Fund News, Links and Resources from @MoneyScience http://bit.ly/9DyAFL
Peter Brown and Bob Mercer, the new co-CEOs of Renaissance Technologies LLC, are considering a few changes. http://bit.ly/d0UCYE
RT @HedgeFundFocus - Hedge-Fund Worker Among Six Arrested for Inside Deals - http://bit.ly/9OpUa4
Gary Gorton vs. Michael Lewis -http://bit.ly/dxbsEz
The UK's FSA has just completed it's "largest-ever operation against insider dealing" - http://bit.ly/d7pNkm
Numerix Gives University of Technology, Sydney Financial Engineering Students a Dose of OTC Derivatives Reality http://bit.ly/aoIfWO
Quantitative Finance - Foundations and Applications Blog http://bit.ly/bDKXzm
The Somali Pirates' Business Model - http://bit.ly/9BdFPu
@NAGTalk @JohnCHolden Numerical Algorithms Group Marks 40th Anniversary by Expanding their Student Awards Program - http://bit.ly/aJEZBq
ICAP, the World's biggest interdealer broker, admits stockbroking foray has floundered - http://bit.ly/8Zloqw
Video "The town printing its own currency" http://bit.ly/cQa5BN
North Korean finance chief executed for botched currency reform - http://bit.ly/9qeQc7
Theflyonthewall.com's Instant Posts of Wall Street Research Banned http://bit.ly/dgj1Ou
It’s not unusual for banks to fire over-performers - http://bit.ly/ar3P1H
the British government is on something of a financial services hiring spree. http://bit.ly/dbZNtr
@psyfitec - Volatility, the Last Anomaly http://bit.ly/dgukni
RT @SimoleonSense - Weekly Wisdom Roundup. http://bit.ly/bIpK8s
SEC Investigating Jim Cramer’s TheStreet.com - http://bit.ly/bv7ooI
RT @J_Bettany Videos: Warren Buffett on Gambling (http://bit.ly/dCjsL1) / As Axel Rose (http://bit.ly/biuitw)
Rothschild aims higher with private banking business - http://bit.ly/9dAZnp
Neuroeconomics and Climate Change - http://bit.ly/as2mar
Obama goes into battle for Wall Street reform - http://bit.ly/bE47L9
Turning around Tyco: how corporate governance saved the day - http://bit.ly/baa0A
Bankruptcy's Financial Crisis Accelerator - The Derivatives Players' Priorities in Chapter 11 http://bit.ly/bfkOVu
@SSRN This is the first paper that studies the causal effect of studying economics on subjective well being. http://bit.ly/b0UKsO
No Kidding: Price of Laughter Up 3.4 Percent http://bit.ly/cjV0TB
BBC: City Diaries http://bit.ly/b4Dx2I
Joe Stiglitz and Jim Chanos: "Selling Us Short: The Limits of Markets (and Governments)." http://bit.ly/d1tkkk
Major Lehman News Round Up over at The Big Picture. http://bit.ly/cfUnUA
The Pain in Spain ... And What It Means for Europe and Beyond - http://bit.ly/9UEuoK
RT @Risk_Mgmt -Training - Advanced Finite Difference Method for Quant Finance: Theory, Applications and Computation http://bit.ly/9ergYi
Lehman whistleblower lost his job weeks after raising alarm - http://bit.ly/a52pfn
RT @INSEADKnowledge - Microfinance comes of age. http://bit.ly/ca7ONC
Profile - Didier Sornette, The Professor Who Chases Financial Bubbles - http://bit.ly/cz6sos
@SSRN - The Risk of Beta - Investor Learning and Prospect Theory: http://bit.ly/dgCRGU
@SSRN - Market Reaction to Corporate News and the Influence of the Financial Crisis http://bit.ly/9AsGpC
RT @foxjust @HarvardBiz What Business Should Want Out of Financial Reform - Justin Fox. http://bit.ly/cXvUUn
How not to be an entrepreneur - Varsity Express: Baby Branson’s bogus business. http://bit.ly/bsdLB9
WARNING: Physics Envy May Be Hazardous To Your Wealth according to Andrew Lo et al - http://bit.ly/bnqYHg
The Quants By Scott Patterson: Book Review - http://bit.ly/bKWuBb
Upcoming Financial Training from MoneyScience - http://bit.ly/cMvUUE
Where is the full-scale filmic assault on the evils of global finance? Will Oliver Stone's Wall Street sequel be it? http://bit.ly/da9PWk
Scuppered in the UK: A private members' bill to prevent so-called vulture funds preying on the poorest countries. http://bit.ly/bFgsPP
The International Centre for Financial Regulation last week announced the establishment of its Academic Panel. http://bit.ly/ay4jQB
What should be the fate of Lehman Brothers' chief executive, Dick Fuld? http://bit.ly/cigh0O
@VoxEU Does marriage make people less risk averse? http://bit.ly/9ORX8S
Accounting Fraud, Short Sellers & the SEC - http://bit.ly/bfFB0z
Harry Markopolos, SEC Chairman? http://bit.ly/9aip4A
Why The ‘Fail Fast’ Mantra Fails Startups: http://bit.ly/aVAwTR
Ed Thorp: A Perspective on Quantitative Finance: Models for Beating the Market (pdf, 2003) - http://bit.ly/b4i0Cn
RT @HedgeFundFocus - Hedge-funds - How big is big? http://bit.ly/9MNRKV
Marco Avellaneda - Risk Magazine's Quant of the Year 2010 - http://bit.ly/d759lg
What do Quants have to do with Benard Madoff? (pdf) http://bit.ly/bUGlHK
A “lazy accounting gimmick” at Lehman. http://bit.ly/bV43tc
Banking giant Sir Brian Pitman dies at 78 - http://bit.ly/cDTxNM
Elsevier launches Journal of Family Business Strategy - http://bit.ly/bGFKUw
Larry Tabb of the TABB Group: In Praise of Shorts and Financial Speculation - http://bit.ly/9iHMv9
Unleashing Aspiration: The Final Report of the UK's Panel on Fair Access to the Professions (pdf) http://bit.ly/9C2D5Z
Students of Nicole El Karoui are coming of age - http://bit.ly/dzICR0
RT @JimMahar RT @WayneMarr: In experiments, women are less likely to choose competitive compensation mechanisms http://bit.ly/apKJHy
@FelixSalmon - How to regulate CDS - http://bit.ly/9X1dbc
Lots of Econophysics Papers at arXiv - http://bit.ly/9V554m
And more interesting articles on Econophysics over at our Econophysics Hub (which could do with an update). http://bit.ly/9GyN3c
On this theme, Doyne Farmer's 1999 article: Physicists attempt to scale the ivory towers of finance (pdf) http://bit.ly/9D3fvE
Talk by Marc Potters (co-CEO of Capital Fund Management): Physics, Finance and Some Useful Mathematics - http://bit.ly/dq8REg
HSBC says Swiss data theft affects 24,000 accounts - http://bit.ly/aj8NNC
Developing nations storm Forbes rich list as America Movil's Carlos Slim beats Microsoft's Bill Gates to top spot. http://bit.ly/cnnuaA
Updated Course: Advanced C++ for Computational Finance with Daniel Duffy. June 2 - 3, 2010, London, UK. http://bit.ly/44rJg2
The Daily Princetonian on Starting your Career in Finance. http://bit.ly/9ktAr0
Q&A: Credit default swaps http://bit.ly/ciWwyX
Economist Jeffrey Sachs calls for Robin Hood tax on 'smirking' Wall Street - http://bit.ly/9ckHDH
hile's earthquake 'may cost insurers up to $7bn' - http://bit.ly/aED0KJ
RT @MebFaber - The Value of Content SeekingAlpha Has Received For Free - http://bit.ly/d3Aic9
Here's How Blogs Are Making The Financial Press Worse - http://bit.ly/cd1lRi
RT @HedgeFundFocus has a new look! http://bit.ly/auZUDq
Not exactly finance: How generosity cascades through social networks - http://bit.ly/a2k7gA
For the first time in 5 years, no big US investment bank appears among the top 9 sovereign bond bookrunners in Europe http://bit.ly/9KjO6B
"An unswerving confidence in the efficiency of markets became an excuse for many to simply rest on their laurels" http://bit.ly/cLoAUI
@SimoleonSense Interviews James Montier Part 1 (http://bit.ly/agjISX) Part 2 (http://bit.ly/cwSk3b)
Rick Bookstaber: The Gold Bubble - http://bit.ly/c3MC4N
RT @FelixSalmon: "Link-phobic bloggers at the NYT and WSJ" - and some interesting discussion in the comments. http://bit.ly/bWzycI
Econobloggers need their crisis back: http://bit.ly/9iY77L
International School on Multidisciplinary Approaches to Economic and Social Systems - June 27 - July 3, Siena, Italy http://bit.ly/bJKEHC
And while I'm at it: Chaos Models in Economics (http://bit.ly/cvWFgn) and The (unfortunate) complexity of the economy (http://bit.ly/cDu35h)
This paper estimates that the top 35 US CEOs were overpaid by about 129 times their ideal salaries in 2008: http://bit.ly/daGewT
Quantitative Finance: Two Cultures - http://bit.ly/bOB1Gt
RT @QuantNet - Jim Gatheral leaves Merrill Lynch to join Baruch MFE program http://bit.ly/dvN9Ec
Fraud charges for 'America's prophet' who claimed to predict stockmarket - http://bit.ly/deIN2H
Book Review: The Greatest Trade Ever: How John Paulson Bet Against the Markets and Made $20 Billion - http://bit.ly/bdirqm
F is for finance in F1 - http://bit.ly/cOr7Ms
RT @HedgeFundFocus - @Ken_Yeadon: Will Hedgehogs’ killer apps spike the bulge bracket’s guns? http://bit.ly/dtURGo
RT @SimoleonSense - Weekly Wisdom Roundup http://bit.ly/a2q7p2
Eugene Fama - My Life in Finance http://bit.ly/cAYhBu
'Swap Tango’: A Derivative Regulation Dance - http://bit.ly/90HWgP
RT @j_bettany: Cultural Cognition of Scientific Consensus - http://bit.ly/ar4LKV
What Do Bankers and Movie Stars Have in Common? http://bit.ly/8ZTWQM
@FelixSalmon - Iceland says no: http://bit.ly/92pHnu
RT @infoarbitrage: "Economic Utility" and "social" investing - http://bit.ly/9j0qbw
Accountancy has a reputation for dullness but its history is the history of civilisation itself - http://bit.ly/9Yo0pp
How much will the super-tax on UK bonuses raise? http://bit.ly/bgEGdK
Barry Ritholtz: Advice to a Young Market Participant http://bit.ly/d8QsEU
RT @SimoleonSense - Contagion of Unethical Behavior: The effect of one bad apple on the barrel. http://bit.ly/9j9pfM
RT @JimMahar: James Porterfield, GSB finance professor and market expert, dead at 89 http://bit.ly/9T2H7u
Europe 'set for €1 trillion of bank asset sales' - http://bit.ly/bxUC2K
MoneyScience - 100 Most Recent Posts - http://bit.ly/16VbBJ
Hedging the Unhedgeable - Current Developments in Valuation and Hedging in Incomplete Markets: 30 April -1 May 2010 http://bit.ly/dmUEXD
RT @BusinessSchools - Three’s a crowd. Will two business schools come to dominate in Europe? http://bit.ly/8XAqqD
Journal - "Applied Stochastic Models in Business and Industry" - http://bit.ly/atJaCJ
Free articles from 2009 Nobel Prize winning economists Oliver Williamson and Elinor Ostrim - Courtesy Wiley-Blackwell http://bit.ly/daLBOJ
#FF @a_yakovlev, @zeos_blog, @financeandKM, @jvkup, @creditplumber, @guanosphere, @InSIS, @complianceweek, @ProfessorGary, @JPCounihan
Why, Exactly, Are Big Banks Bad? http://nyti.ms/acpHyo
According to this documentary the current economic crisis is not a failure of capitalism, but a failure of culture. http://bit.ly/cCYGsE
Banks across Europe were summoned by the EC to discuss regulation of sovereign CDS in the wake of the Greek crisis. http://bit.ly/d1pjWr
RT @Risk_Mgmt Credit Default Swaps Liquidity modeling - A survey - http://bit.ly/d5S89j
@MoneyScience Twitter Review - March 2010 - http://bit.ly/97sL7b
US economists challenge conventional view that Africa is a basket case http://bit.ly/9IdBnO
Is Disaster Looming For UK's Credit Rating? http://bit.ly/aqiRJu
UK Financial Stability Board “in full agreement” with US on limiting prop trading activities at deposit-taking banks http://bit.ly/9Hgm6g
Bankers Blow $20 Billion Faster Than Gamblers: William Pesek - http://bit.ly/byVd0i
Amid Global Securitization Ebbs and Flows, UK Prepares Prime RMBS - http://bit.ly/diqOuo
Video: Football finance is suffering a crisis similar to the banking crisis - http://bit.ly/cUayEy
@FelixSalmon: What I Read - http://bit.ly/bagjQO
TV Economics - The impact of filming 'Lost' in Hawaii - http://bit.ly/bvOxpo
Book Review and Excerpt - 'The Big Short - Inside the Doomsday Machine' by Michael Lewis - http://bit.ly/c9UOBk
Training - Using Stochastic Volatility and Lévy Processes based models in Finance – Day 2: Hands On Workshop - http://bit.ly/9wt2S1
Training: Using Stochastic Volatility and Lévy Processes based models in Finance Day 1: Models, Algorithms and Practice http://bit.ly/3asfNg
What the brain values may not be what it buys - http://bit.ly/aSaDJw
The Trade News Poll: "Market split on the great prop divide" http://bit.ly/94lWfN
@psyfitec on the Psychology of Credit Cards - http://bit.ly/9U6Vq2
Classic Research: James Montier's "Seven Sins of Fund Management" - http://bit.ly/9U9mLP
Video Lecture: Myron Scholes Pre Crisis "liquidity, risk transfer, chaos, the role of hedge funds" http://bit.ly/bvHmCP
@SimoleonSense 's always impressive Weekly Wisdom Roundup. http://bit.ly/9ofP0q
The act of being an entrepreneur is indeed an act of leadership. http://bit.ly/aSTNH5
There is a reason why there are so few high ranking technologists in banking - http://bit.ly/aiCwKq
@TimHarford on the Robin Hood Tax Campaign (http://bit.ly/9VGMkV) and the bibliography compiled by ActionAid. (http://bit.ly/ai3FBq)
Except from "The Devil’s Casino: Friendship, Betrayal, and the High Stakes Games Played Inside Lehman Brothers" - http://bit.ly/a9rO5I
RT @Risk_Mgmt - The benefits of naked CDS - http://bit.ly/bKfOUt
PSY-Q 2010 Conference - Ideas in Finance - http://bit.ly/aCv92p
Wall Street's Bailout Hustle - http://bit.ly/d4kCGY
Unemployment among the affluent is only 3%. http://bit.ly/b8mXrk
The Future of Money: It’s Flexible, Frictionless and (Almost) Free - http://bit.ly/aPXYCS
So You Want to Become a Quant? http://bit.ly/bA1qdq
Loads of discussion on @yvessmith 's article: So Why Hasn’t the Credit Default Swaps Casino Been Shut Down? - http://bit.ly/d8Q0w7
Time to outlaw naked credit default swaps? http://bit.ly/cNwWbd
Manufacturing Tail Risk - A Perspective on the Financial Crisis of 2007-09 - http://bit.ly/9VQia2
Darrell Duffie: In Defense of Financial Speculation - http://bit.ly/bX9kY8
Is It Real, or Is It Randomized?: A Financial Turing Test - http://bit.ly/9YlATE
'NICE' (non-inflationary constant expansion) is so last decade-now we face 'DRAG' (deficit reduction and anaemic growth)http://bit.ly/d8xGDK
Fairness in Trading — A Microeconomic Interpretation - http://bit.ly/9dPbQT
@SSRN - Who Disciplines Bank Managers? http://bit.ly/dafqNg
@SSRN - How Real People Make Long-Term Decisions: The Case of Retirement Preparation - http://bit.ly/c4TVJJ
Icelandic bankers and British 'rate tarts' caused the Icesave folly, yet the taxpayers will be footing the bill http://bit.ly/9TvnpA