| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 3 months |
| seen | May 14 at 5:35 | |
| stats | profile views | 146 |
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Aug 14 |
accepted | portfolio optimisation with VaR (or CVaR) constraints |
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Feb 10 |
accepted | Why is the first principal component a proxy for the market portfolio, and what other proxies exist? |
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Feb 10 |
accepted | Obtaining characteristics of stochastic model solution |
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Jun 30 |
accepted | Mean reverting strategies |
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Apr 12 |
accepted | better estimator of volatility for small samples |
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Apr 12 |
accepted | illiquid american options pricing |
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Apr 12 |
accepted | Can the concept of entropy be applied to financial time series? |