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jlowin

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visits member for 9 months
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414 reputation
 bio website visits member for 9 months
7 badges
 location seen Apr 8 at 1:52
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5 Favorites

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Does the correlation amongst stocks rise when stock values decline?

volatility correlation correlation-matrix garch
sep 12 at 16:35 jlowin 414
7
11
votes
1
answer
511
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Quantitative Analysis Games on Investing?

education
sep 10 at 12:47 BlueTrin 301
4
8
votes
2
answers
155
views

St Petersburg lottery pricing & short investing horizons

expected-return diversification asset-pricing risk-neutral-measure
aug 29 at 4:02 user2825 71
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4
votes
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answers
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What is the meaning of subadditivity in a risk measure?

coherent-risk-measure
aug 27 at 14:30 David Nehme 269
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6
votes
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answer
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Prove or disprove “If at least 10% of an option's value is time value, it has a delta less than 90”

options black-scholes
aug 18 at 19:35 user2825 71
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