BizAnalyst Network
Thursday, November 23, 2006
Sunday, November 19, 2006
BizAnalyst Network: Derivatives, Credit Derivatives and Exotic Structured Products (Financial Products)
BizAnalyst Network: Derivatives, Credit Derivatives and Exotic Structured Products (Financial Products)Labels: credit derivatives, derivatives, regulation, risk management, trading
Chicago: New Financial Capital of the World? (Derivative time Bombs)
Chicago: New Financial Capital of the World?Buffet calls derivatives "financial weapons of mass destruction, carrying dangers that, while now latent, are potentially lethal time bombs.
All it took was the Chicago Mercantile Exchange joining forces with the Chicago Board of Trade and Bam! -- Chicago, not New York, becomes the largest financial market in the world once the merger is approved.It's all because of derivatives, a sophisticated and controversial investment product that few people outside financial services even understand.
Read this article.
Labels: credit derivatives, derivatives, regulation, risk management, trading
Friday, November 17, 2006
Sharpe's single-index model: portfolio selection with expert betas
An extension of Sharpe's single-index model: portfolio selection with expert betas
This paper presents an approach to the portfolio selection problem based on Sharpe's single-index model and on Fuzzy Sets Theory. In this sense, expert estimations about future Betas of each financial asset have been included in the portfolio selection model denoted as 'Expert Betas' and modelled as trapezoidal fuzzy numbers. Value, ambiguity and fuzziness are three basic concepts involved in the model which provide enough information about fuzzy numbers representing 'Expert Betas' and that are simple to handle. In order to select an optimal portfolio, a Goal Programming model has been proposed including imprecise investor's aspirations concerning asset's proportions of both, high-and low-risk assets. Semantics of these goals are based on the fuzzy membership of a goal satisfaction set. To illustrate the proposed model a real portfolio selection problem is presented.
Keywords: portfolio selection, Sharpe's single-index model, expert betas, fuzzy number, fuzzy goal programming
Inventory policy for products with price and time-dependent demands
Comment on Inventory policy for products with price and time-dependent demands
Wednesday, November 01, 2006
Holding Back Business Process Progress
Holding Back Business Process Progress
Our October research report shows that companies are eager
to use IT to improve business processes, but problems with
vendors, ill-defined processes and a lack of interdepartmental
cooperation are standing in their way.
Little (IT) Shop of Horrors
Little (IT) Shop of Horrors
John Parkinson has guided hundreds of companies through
some very real nightmares. Here are his eight favorite
failures, just in time for Halloween.
Full article
House of IT Horrors
view the presentation
So You Have To Fire Someone. Now What?
15 Things Managers Do That Put The Company At Risk
Here are some key tip to keep your business and project teams running smoothly. Avoid HR traps that can blow your company off course.
- Increasing HR Success with Interactive Dashboards
- Hire the Best, Weed Out the Rest: A Guide to Hiring Top Sales Producers
SEO for Affiliate Programs
The days of the 'free money' internet are gone. The idea of tossing a website up and watching the money roll in well, that is nothing more then a fairy tale. Today making money in an affiliate program requires some effort on the part of the affiliate. The internet and affiliate programs are not a get rich quick forum any longer.
Create Personalized Search Engines with Live Search Macros
Create Personalized Search Engines with Live Search Macros
Search engines are constantly evolving and adding new features in an effort to lure internet users to their sites. One of the new features offered on Live Search has recently caught my attention: Live Search Macros. This interesting new feature allows you to create personalized searches that focus the results around particular topics of interest to you. In this post, I'll review Live Search Macros and offer some tips on how to create them.
Google Custom Search Engine - 5 Custom Search Engine Examples
Google Custom Search Engine - 5 Custom Search Engine Examples
Google has recently released the Google Custom Search Engine. This new re-invention on "add Google to your site" is getting a lot of press on various web related blogs and even a few news outlets. Below you will find 5 cool ways in which you might choose to implement this tool for clients sites, your own sites, or even if you don't have a web site to use it on, how it can be a very great tool in your web based arsenal for sales, research, and world domination.
Recruiters covertly deliver financial hot shots
Recruiters covertly deliver financial hot shots
With money freely flowing among European financial companies, recruiters are cashing in on institutions' need to hire the best employees. The headhunters rely on persistence and knowledge to land the ideal candidate.