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visits member for 3 years, 5 months
seen Jul 22 at 12:29

finance PhD student


May
30
revised How to perform risk factor calculation?
Added subscript i to alpha
Jul
1
revised Usage of NoSQL storage in Finance
Typos
Jun
25
revised Is Conditional Value-at-Risk (CVaR) coherent?
removed incorrect infimum part
Jun
8
revised How to estimate a multivariate GJR or TARCH model in Eviews?
Added eviews and time-series tags
Apr
22
revised Total Return measurement paradox w/ Adjusted Close Prices
added 8 characters in body
Apr
22
revised Total Return measurement paradox w/ Adjusted Close Prices
fixed math mode problems
Apr
5
revised An equation for European options
clarify second equation
Apr
5
revised penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$
my last attempt at fixing
Apr
5
revised penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$
edited body
Apr
5
revised penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$
still trying to fix math type
Mar
23
revised How to perform risk factor calculation?
added 47 characters in body
Mar
12
revised How do I reproduce the cross-sectional regression in “Intraday Patterns in the Cross-section of Stock Returns”?
typos
Feb
28
revised Supply and Demand of Oil
Fixed the dollar signs
Feb
19
revised How would you test the hypothesis “There are no idiosyncratic returns available in the market”?
Added two possible tests
Feb
8
revised Deterministic interpretation of stochastic differential equation
Added S to RHS to better match the OP, although not really necessary to show the idea
Feb
7
revised Deterministic interpretation of stochastic differential equation
Ad d link
Feb
7
revised Deterministic interpretation of stochastic differential equation
added 426 characters in body
Feb
2
revised Approximately what proportion of a stock’s volatility is explained by market movement?
added 32 characters in body
Feb
2
revised Approximately what proportion of a stock’s volatility is explained by market movement?
Answered the wrong question the first time