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Feb
25
revised Markowitz Mean-Variance Implied Returns
added 1 character in body
Feb
25
revised Markowitz Mean-Variance Implied Returns
corrected author name
Jan
15
revised Law of large numbers necessary for APT derivation?
added the paper so i can upvote and accept the answer
Jan
13
revised Law of large numbers necessary for APT derivation?
added 30 characters in body
Jan
13
revised Transaction Costs Measure ATOP: What does it mean and exactly measure?
added 420 characters in body
Dec
2
revised Is an arbitrary prior for Black-Litterman valid? Or do we need a market implied one?
added 545 characters in body
Dec
1
revised Is an arbitrary prior for Black-Litterman valid? Or do we need a market implied one?
added 494 characters in body
Jul
28
revised Non-Negativity of up-factor and down-factor in Binomial No-Arbitrage Pricing Model
added 686 characters in body
Jul
17
revised Handling Missing values in stocks returns when estimating the co variance matrix
deleted 42 characters in body
Jul
16
revised ETFs have lower tracking error than Futures?
added tags
Jun
11
revised calculate gamma value using finite difference method
added 5 characters in body
Mar
19
revised What are the equation that gives hurst exponent of value >0.7 and <0.3?
added 311 characters in body
Jan
16
revised Normality assumption in Sharpe ratio
squares are supposed to be outside
Jan
10
revised How can I calculate the Cumulant-Generating Function in Matlab?
latexified - otherwise unreadable
Dec
3
revised Min VaR and Min TE as second order cone program
latexified ;-)
Oct
23
revised What is the market impact of OTC trading ETFs?
added 44 characters in body
Oct
21
revised Examples of Spectral Risk Measures
added 1309 characters in body
Sep
30
revised Additive portfolio risk decomposition
added 82 characters in body
Sep
27
revised What is the correct Stutzer index and Sharpe ratio relation, assuming a normal returns distribution?
added 72 characters in body
Sep
23
revised Differential equation for log-returns
latex, edited tags