Richard
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 Nov 28 revised Is there a python code for estimating the parameters of geometric brownian motion? added 480 characters in body Nov 28 comment Is there a python code for estimating the parameters of geometric brownian motion? What do you do with the sample paths? If you want to study path properties then maybe you study $P$ the physical measure. see my edit. Nov 28 comment Error using ghyp-distribution function I'm voting to close this question as off-topic because see comment. Nov 28 comment Error using ghyp-distribution function this fits at most to stackoverflow as it is purely a coding question. Nov 28 answered Is there a python code for estimating the parameters of geometric brownian motion? Nov 25 awarded Tumbleweed Nov 20 comment Seasonality of Securities & Dummy Variable Regression Analysis This is really unclear and you should use latex ... to make the equations more readable. Code enviromnets for R code could be useful too ... Nov 19 comment For a Fama-Macbeth regression , How does one predict the returns based on the model? Please add the formula or at least a reference ... what are the Lambdas? Nov 18 asked Min-VAR portfolio construction in a universe of dividend stocks - choosing the observation period Nov 18 revised How to get to this answer on Macauley duration? deleted 1 character in body Nov 16 accepted Intuitive explanation of stochastic portfolio theory Nov 14 comment Intuitive explanation of stochastic portfolio theory Yes and if I rewrite your expression then we come back to the (stochastic) geometric mean. But it is more straight forward. Thank you. Nov 13 revised Intuitive explanation of stochastic portfolio theory added 10 characters in body Nov 12 revised Intuitive explanation of stochastic portfolio theory added 4 characters in body Nov 12 answered Intuitive explanation of stochastic portfolio theory Nov 12 revised Intuitive explanation of stochastic portfolio theory added 2 characters in body Nov 11 comment Intuitive explanation of stochastic portfolio theory I am sure @MarkJoshi could help us out here ;) Nov 11 revised Intuitive explanation of stochastic portfolio theory added 257 characters in body Nov 11 revised Intuitive explanation of stochastic portfolio theory added 2 characters in body Nov 11 comment Intuitive explanation of stochastic portfolio theory No, there should be more to it ... I will do some more research but what they look at is somehing like the average annual return over longer periods which is the geometric mean of the GBM ...