network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 10 months |
| seen | Mar 24 at 14:28 | |
| stats | profile views | 4 |
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Jul 20 |
awarded | Scholar |
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Jul 20 |
accepted | Risk-Parity Portfolio Optimization using Extreme Optimization in C# |
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Jul 17 |
comment |
Is Arithmetic Return Bias Basis of Low Vol Anomaly? Simple is better sometimes, isn't it? The identity can't lie. Moreover, how would you control for the identity? Volatility seems to be an intrinsic property of both investments and geometric means. |
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Jul 17 |
awarded | Teacher |
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Jul 16 |
answered | Risk-Parity Portfolio Optimization using Extreme Optimization in C# |
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Jul 16 |
comment |
Risk-Parity Portfolio Optimization using Extreme Optimization in C# It isn't necessary since I can give them the right weights after the optimization (the distance from the optimal risk-parity weights won't change after a multiplication by a constant). |
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Jul 15 |
awarded | Student |
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Jul 15 |
asked | Risk-Parity Portfolio Optimization using Extreme Optimization in C# |
