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seen Apr 14 at 3:10

Dec
13
comment Cloning Return Streams
i beg to differ, there are lot of hedge funds that are dominated by beta rather than alpha. B-water did two piece of analysis and found that excess hedge fund return is practically flat since '09. Also they were able to replicate some strategy with 80% correlation (ie Emerging market hedge funds)
Dec
13
asked Cloning Return Streams
Dec
11
awarded  Benefactor
Dec
11
accepted How to calculate discounted inflation and growth?
Dec
4
awarded  Editor
Dec
4
revised How to calculate discounted inflation and growth?
added 551 characters in body
Dec
4
awarded  Promoter
Nov
23
comment How to make the final Interpretation of PCA?
I had the same problem earlier. cs.otago.ac.nz/cosc453/student_tutorials/… was something others directed to my attention and it helped quite a bit.
Nov
23
asked How to calculate discounted inflation and growth?
Nov
22
awarded  Critic
Nov
1
accepted Minimizing Correlation
Oct
5
accepted Generating Return Streams for stress testing
Oct
4
asked Generating Return Streams for stress testing
Sep
25
awarded  Commentator
Sep
20
accepted Accounting for Withdrawals
Sep
20
asked Accounting for Withdrawals
Sep
17
comment Aftcast Generation
Yes, Jim invented Aftcast for portfolio sensitivity testing if I am not mistaken..
Sep
17
awarded  Scholar
Sep
17
comment Aftcast Generation
Thanks so much!
Sep
17
accepted Aftcast Generation