Re-Define Daily Review.
Rodolfo Vanzini
Making sense of economics
Monthly Archives: October 2013
Behavioral finance: a primer on a quiz’s results (Italian)
Idiots exist, says L. Summers. For a brief introduction on behavioral finance download the Behavioral Finance primer.
#eurocrisis
Some (preliminary text-mining) on #eurocrisis on Twitter using R.
Liquidity & systemic risks visualized
The liquidity risk indicator (LRI) and the systemic stress composite indicator (SSCI) between January 1999 and October 2013 (source ECB): part of systemic stress is explained by liquidity risk. As risk is identi ed with volatility LRI has been designed to be a measure of risk, thus LRI’s variability could be used
Risk-return inversion
During some training sessions, held between October 1 and October 16, 52 financial advisors were asked to rank their preferences on 9 listed stocks (Google, Apple, Exxon Mobil, Citigroup, Goldman-Sachs, Wal-Mart, Ford Motors, Toyota and Baidu) according to two criteria: expected risk and required return. Consistently with other researches we have
As liquid as it gets
While trying to answer the question where liquidity began to leak back in 2007 download the whitepaper.
Liquidity: where has it all gone (part 2)?
An update on liquidity showing the well renowned non conventional intervention of the ECB and the extraordinary liquidity preference of the Euro financial system in the deposit facility (DF).
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Rodolfo Vanzini
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- 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
