Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
Is Optimization ignoring correlation valid?
I have a fairly pedestrian optimization problem: Max sharpe, subject to a x% vol target. I have a set of expected returns, asset vols and a correlation matrix. I am finding that when i set the ...
Mar 13 '13 at 21:53
newest correlation-matrix optimization questions feed
Hot Network Questions
Why don't mammals have more than 4 limbs?
Has philosophy ever clarified mathematics?
Is it rude to give up your seat in Japan?
Can my parents take out a loan for me out of my account if I'm under the age of 18?
Is there a word analogous to 'shooting yourself in the foot'?
Why isn't the Death Star's structure radial?
Singleton Database class
Is it possible to identify who's behind a nmap -D scan?
Converting osm file to shapefile (or data frame) in R
"Schätzen": How to differentiate between a guess and an estimation?
Is the development of an original/novel method a contribution to knowledge worthy of a PhD?
How does the MAX232 double the voltage?
Why is there such a huge difference in refusal rates on Schengen Visa between countries?
How to fix SSL algorithm for more security
“I have little money” vs. “I have a little money”
Proof that I was wrong about Random Number Generators
Two soft questions about spin and the particle nature of electrons
In a society of flying beings, would the wheel ever be invented?
Find item where a group the current user is part of is in user column
How do I get an engagement ring past security/customs in an airport without alerting my significant other?
How do I drug a population in the most efficient way?
Murder at the office
Why wouldn't Luke use his lightsaber to cut the feet off the Imperial Walker?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0