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visits member for 2 years, 7 months
seen 14 hours ago

Dec
7
revised How to extrapolate VaR?
deleted 21 characters in body
Nov
13
revised Mutivariate t markets
added 1 character in body
Nov
12
revised Mutivariate t markets
added 300 characters in body
Oct
26
revised Statistical arbitrage using eigen portfolios
added 1 character in body
May
14
revised What is the motivation for index benchmark?
deleted 1 character in body
May
6
revised Given a correlation martrix, calculate portfolio's correlation with its assets
added 2 characters in body
Apr
23
revised GARCH model and prediction
added 8 characters in body
Apr
11
revised Beta and Frequency of Data
That is not the correct way to close a question. I have provided an answer and others might be interested in it.
Apr
11
revised Delta of a standardized at-the-money 30-day put option
added 10 characters in body
Apr
11
revised Delta of a standardized at-the-money 30-day put option
added 10 characters in body
Mar
23
revised How is the MA (moving average model) useful?
added 2 characters in body
Mar
12
revised Critique against consumption-based asset pricing theory?
added 13 characters in body
Mar
1
revised Beta and the Assumption of IID Returns
deleted 14 characters in body; edited title; edited body; added 39 characters in body
Feb
28
revised Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
deleted 4 characters in body
Feb
26
revised What return equation is Engle referring to in his Nobel lecture?
added 154 characters in body
Feb
26
revised Time-Varying Volatility and Conditional Likelihood
edited title
Feb
25
revised Time-Varying Volatility and Conditional Likelihood
added 105 characters in body
Feb
24
revised Pricing options with two assets
deleted 1 characters in body
Feb
21
revised how to back out levels from a forecast of differenced series
Adding in some Tex and making it a big more readable.
Jan
31
revised Need overlapping sample autocorrelation correction for calculating asset return correlations
deleted 27 characters in body