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2d
answered How to deal with extreme cases in normal random numbers generation?
Jul
17
answered Handling Missing values in stocks returns when estimating the co variance matrix
Jun
25
answered economic facts that causes the financial time series to be heavy tailed
May
20
answered After PCA on original factors, how to tell which original factors are dominant?
May
6
answered Given a correlation martrix, calculate portfolio's correlation with its assets
May
5
answered Why are factor models so popular for risk analysis of portfolios?
May
5
answered What are the assumptions of portfolio optimisation with higher moments?
Apr
14
answered Budget Constraint in Sharpe Ratio Optimization
Apr
11
answered Beta and Frequency of Data
Apr
11
answered quantiative risk measure how they are implemented in R and their use
Apr
11
answered Delta of a standardized at-the-money 30-day put option
Mar
31
answered Mean-variance portfolio & quadratic programming
Mar
21
answered How is the MA (moving average model) useful?
Mar
12
answered Critique against consumption-based asset pricing theory?
Mar
11
answered Econometrics - Testing
Feb
28
answered Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
Feb
27
answered What is the necessary level of Econometrics-Know-How for a quant
Feb
25
answered Time-Varying Volatility and Conditional Likelihood
Feb
21
answered how to back out levels from a forecast of differenced series
Feb
20
answered Model Validation Criteria