IMHO this story has been debunked. I'll try to relate the facts in the following. English is not my native language, but I hope that most of this is at least...
3297
Dr. Shantanu Nagarkatti
shantanunaga...
Dec 19, 2001 4:38 pm
Ken Keyes, Jr. tells an interesting story. In 1952, a group of scientists on the Japanese island of Koshima were studying the living habits of the Macaca...
3296
gr8scott99
Dec 19, 2001 3:31 pm
I have been trying to write some Tradestation .dll files and have been having some problems with the code. It seems that I can not find out enough information...
3295
pgreenfinch
Dec 16, 2001 8:56 pm
... Perfect holiday reading, a good change from Tom Clancy, that I start to find boring :-) Seriously, congratulation for your interesting work on traders'...
3294
pgreenfinch
Dec 16, 2001 6:13 pm
I just found the most complete biography on the subject at: http://welch.som.yale.edu/cascades/ Well, there are so many things that some selection might have...
3293
Peter R. Locke
peterlocke_98
Dec 14, 2001 11:22 pm
Comments welcome!...
3292
Peter R. Locke
peterlocke_98
Dec 14, 2001 6:50 pm
Absolutely on target. The regulators are mainly there at the behest of the regulatees who have captured the regulator. The main purpose served by most ...
3291
Mukesh Masand
masand_mukesh
Dec 14, 2001 6:39 pm
I would like to argue on this ! regulations r an important part. as i far as I know that most regualtion publications are beyond the understanding of the...
3290
Daniel Yabe Milanez
tuba2000br
Dec 14, 2001 5:04 pm
sorry about the error ... From: Peter R. Locke <plocke@...> To: <Behavioral-Finance@yahoogroups.com> Sent: Friday, December 14, 2001 2:56 PM Subject: RE:...
3289
Peter R. Locke
peterlocke_98
Dec 14, 2001 4:55 pm
The dragon is upset. I love the rain, reminds me of Oregon. Read Fullerthalers introductory page. It is Thaler of behavioral fame, and soon to be my...
3288
leif_ericssen
Dec 14, 2001 4:51 pm
I'm wondering what a "BF fund" is. A package to capitalise on a fad and attract assets? Jan (quite cynical on this dark and rainy Friday) ... sitema ... ...
3287
Peter R. Locke
peterlocke_98
Dec 14, 2001 4:38 pm
I was wondering about the counting methodology. ... From: Martin Sewell [mailto:M.Sewell@...] Sent: Friday, December 14, 2001 11:27 AM To:...
3286
Martin Sewell
martinsewell1
Dec 14, 2001 4:25 pm
... Yes, there are five (see above). ;-) Martin...
3285
Daniel Yabe Milanez
tuba2000br
Dec 14, 2001 4:21 pm
Investidor GlobalI found just 3 BF fund managers: http://www.abnamroam.com.sg/sitemap.htm http://www.fullerthaler.com/ http://www.lsvasset.com/ ...
3284
Peter R. Locke
peterlocke_98
Dec 13, 2001 1:22 pm
Interesting question, related to the point I just made about individual stock futures. To use the economics of regulation, one would look for market failure....
3283
Daniel Yabe Milanez
tuba2000br
Dec 13, 2001 1:16 pm
Dear Members, I'm studying behavioral finance and have some doubts about links between regulation and BF. Could I say that the financial regulation today keeps...
3282
Peter R. Locke
peterlocke_98
Dec 13, 2001 1:06 pm
I understand U.S. stock futures are soon to be trading. BF folks should find interesting the fact that unlike other futures contracts (like soybeans, oil, or...
3281
Objectifs +
daxelinxe
Dec 11, 2001 2:09 pm
I would not mind to receive a piece of information on your research(s) and fully understand your disapointmeent being treated unfairly (the n.b.g. people...
3280
leif_ericssen
Dec 10, 2001 9:12 pm
*nods* yes, I understood on derivatives/sources of inefficiency not needing a psych assumption. For asset allocation, think someone trying to time the switch...
3279
Peter R. Locke
peterlocke_98
Dec 10, 2001 7:08 pm
Yes, i was just commenting on the use of derivatives for such a program. Obviously, the choice of a subset of the market (transportation, hitech, whatever) is...
3278
leif_ericssen
Dec 10, 2001 7:03 pm
I thought that tactical asset allocation was a form of market timing, where the investor/speculator hoped to have their asset class mix to be better weighted...
3277
Peter R. Locke
peterlocke_98
Dec 10, 2001 7:00 pm
Just saw a paper this morning on the Quiet Period (25 days after IPO) and the big bump (market adjusted) from day 23 to day 27 post IPO associated with the...
3276
leif_ericssen
Dec 10, 2001 6:56 pm
yes, 2 areas that raises red flags in hearing about performance claims; that costs are real in executing any strategy and that oportunity flow is intermittent....
3275
Peter Locke
peterlocke_98
Dec 9, 2001 3:10 am
Market "inefficiencies" may arise from temporary liquidity shocks, not just behavioral problems. There is a possibility for "quasi-arbitrage" to work, where...
3274
Angkana Praphakorn
apraphakorn
Dec 8, 2001 11:41 pm
Hi there, I have just read the discussion below - I wanted to ask you all what your thoughts are on the investment strategy "Tactical Asset Allocation" = there...
3273
Peter Locke
peterlocke_98
Dec 8, 2001 3:23 pm
This is what I was saying...under the baseline of efficiency, the human factor would only add indistinguishable noise. If there are inefficiencies, then, ...
3272
leif_ericssen
Dec 8, 2001 4:30 am
Oh, I'm sure you're right, that a quant typically does look over the list and the weights that are generated. And of course the quants had to develop and...
3271
Dalton Mota
thedalton1
Dec 8, 2001 1:23 am
I dont think the models are 100% automatic. The models are calibrated and operated by some manager, so the manager's experience and intuition are important...
3270
Dalton Mota
thedalton1
Dec 8, 2001 1:09 am
TO THINK ABOUT THE EVOLUTION(?) OF MANKIND ! ... Feudalism ... _______________________________________________________________________________________________ ...
