| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 4 months |
| seen | May 14 '12 at 3:15 | |
| stats | profile views | 14 |
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May 14 |
answered | Exercising an American call option early |
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Feb 4 |
awarded | Supporter |
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Feb 4 |
comment |
Why does the minimum variance portfolio provide good returns? Cochrane has good stuff. Fama and French's three factor model is a great starting point. It will also explain growth versus value. |
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Feb 3 |
comment |
What is the best way to forecast prepayment rate in an emerging market mortgage loan portfolio? What's the purpose of the model? Why build rather than use BlackRock or Yieldbook? |
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Feb 2 |
awarded | Teacher |
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Jan 29 |
answered | Do markets typically fall fast, and rise slowly |