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2d
answered Is a stationary process necessarily mean-reverting?
Apr
8
answered Inferences with non-normal data
Mar
30
answered Calculate efficient frontier using fPortfolio with incomplete set of returns
Feb
23
answered Variable Selection in factor models
Feb
7
answered Why do we usually model returns and not prices?
Feb
1
answered Why model the variance-covariance matrix as an inverse-Wishart distribution in bayesian portfolio analysis?
Jan
16
answered Geometric Returns values less than -100%
Dec
31
answered Bayesian or Frequentist in Finance?
Dec
31
answered Bayesian estimation of asset pricing models
Nov
14
answered CVaR reformulation correct?
Nov
12
answered Mutivariate t markets
Nov
6
answered Factor Model - Minimum Variance Portfolio [Complete Proof]
Oct
24
answered Statistical arbitrage using eigen portfolios
Oct
22
answered Weighting with restrictions, but no clear objective function?
Oct
22
answered Where can I find a list of VaR and CVaR formulas for continuous distributions?
Oct
20
answered Testing the validity of a factor model for stock returns
Oct
7
answered “Adding” risk-free asset to covariance matrix after the fact
Sep
29
answered What are the most effective market variables to measure liquidity/illiquidity in the market?
Sep
25
answered Factor model assumptions
Sep
17
answered Is this a reasonable approach to determine the relative importance of valuation factors?