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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
Jan
29
answered Portfolio Optimization : Shrinkage of Covariance Matrix when data is available
Aug
29
answered ETF Negative Roll Yield
Aug
1
answered Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
Jul
9
answered Determining the portfolio return distribution to calculate CVaR/ES
Jun
25
answered Principle Component Analysis vs. Cholesky Decomposition for MonteCarlo
Jun
12
answered Are minimum-risk and minimum-variance portfolios equivalent?
Jun
10
answered Volatility Return Distribution/Garch Modeling