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purbani

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21 reputation
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bio website scribd.com/peter_urbani
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age 45
visits member for 8 months
seen Apr 24 at 2:14
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21 reputation
 bio website scribd.com/peter_urbani visits member for 8 months
1 badges
 location seen Apr 24 at 2:14
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3 Answers

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2
 How does Cornish-Fisher VaR (aka modified VaR) scale with time?
0
 Has spectrum analysis ever been used successfully to analyse historical price data?
0
 How can higher co-moments be applied to portfolio optimization in an asset allocation context?

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+20 How does Cornish-Fisher VaR (aka modified VaR) scale with time?

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value-at-risk
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modern-portfolio-theory
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var
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optimization
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asset-allocation
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price
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market
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theory
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market-data
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trade

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Quantitative Finance Stack Exchange Quantitative Finance 21 rep 1

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