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
Which is a more appropriate choice of risk measurement in a utility function, CVaR or VaR?
What is the consensus on which risk measure to use in measuring portfolio risk? I am researching what is the best risk measure to use in a portfolio construction process for a long/short option-free ...
Oct 25 '11 at 18:03
newest var coherent-risk-measure questions feed
Hot Network Questions
Electronic device that introduces harmonic overtones
Is ~ considered like a relative path?
Does car tire pressure change with weight of car load?
What is the motivation for quaternions?
Can I use garlic leaf for cooking?
Why is salary inversion a problem?
Good form to remove outliers?
Possibly quit your job with a polyglot
Minimisation problem in thousands of dimensions
Need help to optimise my C# code
How Does The TARDIS Not Get Noticed?
Two rows of upper indices
What 3Q8 mean in the aircraft model Boeing 767-3Q8?
Take down your CV or there will be trouble
Are there jews not following the rabbinic laws?
A force opposing Gravity
Transit through Beijing - Languages?
Anonymous union and struct
What limits the size of digital imaging sensors?
Why do we use double hyphen in "tar --anchored" and single hyphen in "tar -b"?
Why are all non-prime numbers divisible by a prime number?
How do I make it absolutely clear that I'm shooting you in the face?
If a program terminates and there is no one to see it, does it halt?
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