53 years of energy prices… and they call it the information economy. How about energy economy?
Rodolfo Vanzini
Making sense of economics
Monthly Archives: September 2013
A test of behavioral finance
Try to take this simple quiz (Italian only). If your birthday is between 1 and 15 choose this link or else (16 – end of month) this one.
How safe is government debt as a safe haven?
The financial crisis has uncovered weaknesses in the financial system able to crack assumptions deemed fundamental to financial markets. In fact, investors price securities according to a base reference when discounting cash flows: the risk-free interest rate.
Fund managers and excess return
Investment managers like to boast they can “beat” the market they invest on before adding the term “beat” has to be considered on a risk-adjusted basis.
Rising rates and waxing gibbous stocks
Rising rates do not necessarily mean waning stocks. Actually quite the contrary, Morgan Stanley writes.
The Financial Crisis: 5 years on and the ECB systemic risk indicator
The financial crisis 5 years on: the systemic risk indicator by the ECB and its “changepoint”.
Naive diversification in Eurostoxx 50 securities
Randomly increasing the number of securities in a portoflio decreases risk and enhances expected returns
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Rodolfo Vanzini
@RodolfoVanzini
- Giovedì sera su YouTube esce l'ultimo episodio della serie Nove Tool per gli Investimenti Finanziari. Indovinato: s… https://t.co/YBBUMbHGgz
about 3 days ago - Più o meno "colpevolmente applichiamo [i modelli di ottimizzazione] dimenticando molto spesso che i rendimenti, le… https://t.co/EXSrQNUxWJ
about 6 days ago
