User Bryce - Quantitative Finance Stack Exchange

Bryce

Member for 11 years, 4 months
Last seen more than 1 year ago

14 Answers

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2 votes

Accepted

Does unit root stationary imply mean stationary and variance stationary?

answered Jan 3, 2015 at 16:50

2 votes

Optimizing a currency only portfolio with negative weights

answered Dec 31, 2012 at 5:30

5 votes

Why use market capitalization weighted index over PCA?

answered Dec 30, 2012 at 2:43

5 votes

What is the difference between volatility and variance?

answered Dec 29, 2012 at 5:36

2 votes

How to see if a set of asset returns corresponds to a known correlation matrix?

answered Dec 29, 2012 at 4:20

5 votes

Why do we need derivatives?

answered Dec 29, 2012 at 4:02

2 votes

Are there any tools or useful algos for identifying corner portfolios?

answered Dec 22, 2012 at 23:55

0 votes

Why do low standard deviation stocks tend to have superior future returns?

answered Dec 22, 2012 at 23:45

2 votes

Accepted

Is Arithmetic Return Bias Basis of Low Vol Anomaly?

answered Dec 22, 2012 at 23:39

2 votes

How do you remove expected returns from asset allocation strategies?

answered Dec 22, 2012 at 18:46

2 votes

Why does the minimum variance portfolio provide good returns?

answered Dec 22, 2012 at 18:28

3 votes

Should the average investor hold commodities as part of a broadly diversified portfolio?

answered Dec 22, 2012 at 1:39

2 votes

What are the best Journals & Conferences in Quantitative Finance?

answered Dec 22, 2012 at 1:17

4 votes

Markowitz mean-variance optimization as "error maximization"

answered Dec 22, 2012 at 1:14