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seen Mar 24 '13 at 14:28

Jul
21
awarded  Self-Learner
Jul
20
awarded  Scholar
Jul
20
accepted Risk-Parity Portfolio Optimization using Extreme Optimization in C#
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.
Jul
17
awarded  Teacher
Jul
16
answered Risk-Parity Portfolio Optimization using Extreme Optimization in C#
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).
Jul
15
awarded  Student
Jul
15
asked Risk-Parity Portfolio Optimization using Extreme Optimization in C#