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May
7
revised How to implement Maximum Diversification in R?
Correct formula (the documentation is typographically ambiguous, but b' D b is in the numerator)
Jun
24
revised Any thoughts on how Warren Buffet's B of A warrants might be “marked-to-market” by either counterparty?
Escape the $ signs
May
5
revised MPT: Adding constraint on minimum asset weight
Use the same bounds as in the question
May
4
revised Analytical relationship between a covariance matrix and cross-sectional dispersion
Simplify the result: the Choleski matrix is not really needed.
Mar
1
revised How to fit probability density function from sample moments?
Explain what the GMM is. Note that it is overkill, here.