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Apr
4
revised How to compare different volatility measures?
otherwise it would be off topic
Apr
3
revised what is the vol in the BS formula?
added 65 characters in body
Aug
13
revised portfolio optimisation with VaR (or CVaR) constraints
edited title
Jan
2
revised Why is the first principal component a proxy for the market portfolio, and what other proxies exist?
removed comment in the question
Dec
30
revised Why is the first principal component a proxy for the market portfolio, and what other proxies exist?
added 10 characters in body
Dec
30
revised Why is the first principal component a proxy for the market portfolio, and what other proxies exist?
added 99 characters in body
Jul
24
revised Why would an investor trade a variance swap over a volatility swap?
deleted 24 characters in body
Jul
15
revised Obtaining characteristics of stochastic model solution
added 172 characters in body
Jul
15
revised Obtaining characteristics of stochastic model solution
added 17 characters in body
Jul
5
revised DSP: stationary non-periodic signal: what's the best causal technique?
deleted 73 characters in body
Apr
27
revised How are correlation and cointegration related?
deleted 5 characters in body
Apr
26
revised How are correlation and cointegration related?
added 6 characters in body
Apr
26
revised How are correlation and cointegration related?
added 549 characters in body; added 600 characters in body
Apr
15
revised Library to solve optimization problems
added 199 characters in body; added 2 characters in body
Apr
5
revised penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$
latex format
Apr
1
revised better estimator of volatility for small samples
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Mar
4
revised Price of Brent versus West Texas Intermediate
added 200 characters in body
Mar
2
revised illiquid american options pricing
deleted 42 characters in body