Her er excelboken som er grunnlaget for dagens oppslag i DN. Tallene er litt forskjellige i forhold til de som er gjengitt i DN, etter at jeg oppdaget en liten punchefeil i arbeidsboken. Merk at forutsetningen er 0,02% kostnad på selve indeksforvaltningen. Når det i artikkelen for eksempel legges til...
Sharpe bedre enn IR?!
Spesielt interesserte har kanskje lurt på hvorfor jeg i dagens DN hevder at Sharpe er bedre enn IR som mål på oljefondets prestasjon. Her kommer en kort forklaring. I rapporten som omtales beregnes en IR med bare differansen mellom fondets og indeksens avkastning i telleren. Dette målet tar ikke hensyn...
How to call a JavaEE REST web service with BASIC Authentication using jquery ajax
I don't really remember when I coded it, nor where I got it but I'm writing it here for future use :-) Below is the code I use to test CORS, http://en.wikipedia.org/wiki/Cross-origin_resource_sharing. <script src="http://ajax.googleapis.com/ajax/libs/jquery/1.11.0/jquery.min.js"></script><script...
A Simple Model of Multiple Equilibrium Business Cycles
Noah Smith has a nice piece here on Roger Farmer's view of the business cycle. The basic idea is that, absent intervention, economic slumps (as measured, say, by an elevated rate of unemployment) can persist for a very long...
Fakta mot følelser
Reklamemannen Ingebrigt Steen Jensens har et viktig poeng; regnestykker og fornuft er dårlige verktøy for å skape engasjerende folkebevegelser.En politisk kamp for statlig eierskap vinnes mest effektivt ved å appellere til følelser. Fortiden ser det ut til at motstanderne av nedsalg ligger klart best...
Bi-level TIFFs and the tale of the unexpectedly early patch
Today's release of MS15-016 (CVE-2015-0061) fixes another of the series of browser memory disclosure bugs found with afl-fuzz - this time, related to the handling of bi-level (1-bpp) TIFFs in Internet Explorer (yup, MSIE...
Symbolic execution in vuln research
There is no serious disagreement that symbolic execution has a remarkable potential for programatically detecting broad classes of security vulnerabilities in modern software. Fuzzing, in comparison, is an extremely crude tool: it's the banging-two-rocks-together way of doing business, as contrasted...
Fedcoin: On the Desirability of a Government Cryptocurrency
It was J.P. Koning's blog post on Fedcoin that first got me thinking seriously of the potential societal benefits of government-sponsored cryptocurrency. When I was invited to speak at the International Workshop...
afl-fuzz: black-box binary fuzzing, perf improvements, and more
I had quite a few posts about afl-fuzz recently, mostly focusing on individual, newly-shipping features (say, the fork server, the crash explorer, or the grammar reconstruction logic). But this probably gets boring for people not interested in the tool, and doesn't necessarily add up to a coherent picture...
Tåpelig taxikø på Gardermoen
Taxisystemet på Gardermoen fungerer åpenbart ikke. NRK melder at bilene ikke vil ta lokale turer fordi de da må stille seg bak i køen og «vente i to-tre timer» i følge Norgestaxi.For det første har Kenneth Simonsen, lederen i Taxi Depot AS som organiserer køen, et godt poeng:– Det er valgfritt å kjøre...
Money and Payments, or How we Move Marbles.
I'm writing this to serve as background for my next post on Fedcoin. If you haven't thought much about the money and payments system, I hope you'll find this a useful primer explaining some basic principles.I view the payments...
