Monthly Archives: September 2013

53 years of energy prices

53 years of energy prices… and they call it the information economy. How about energy economy?      

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Posted in Economics
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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.

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Posted in Economics
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Anchoring financial advisor perception on performance

Anchoring is a well known and researched behavioral bias that affects individuals.

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Posted in Economics, R-stats
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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.

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Posted in Economics
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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.

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Posted in Economics
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Rising rates and waxing gibbous stocks

Rising rates do not necessarily mean waning stocks. Actually quite the contrary, Morgan Stanley writes.

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Posted in Economics
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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”.

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Posted in Economics
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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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Posted in Economics
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