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Dec
22
reviewed Reviewed Markowitz mean-variance optimization as “error maximization”
Dec
22
reviewed Reviewed What are the best Journals & Conferences in Quantitative Finance?
Dec
22
comment How to enumerate all the possible portfolios with a given target volatility?
@John that's fine for me.
Dec
21
comment How to enumerate all the possible portfolios with a given target volatility?
@Freddy Yes, I would be open to iterative solutions. But I think anything that's not analytic will not allow use to express all portfolios with volatility $\sigma^*$.
Dec
21
comment How to enumerate all the possible portfolios with a given target volatility?
@John I'm not trying to find a portfolio which can give me this volatility, I'm trying to find all the possible portfolios.
Dec
21
asked How to enumerate all the possible portfolios with a given target volatility?
Dec
21
comment How to build an electricity portfolio for an electricity production company?
@bonCodigo just to straighten things up. Is it homework yes or no?
Dec
21
reviewed No Action Needed Annualized Covariance
Dec
21
reviewed No Action Needed Applying interest rate shocks under Solvency II
Dec
21
reviewed No Action Needed round price to tick size
Dec
21
reviewed Reviewed Fitting a generalized logistic distribution
Dec
21
comment Fitting a generalized logistic distribution
I don't think he'll be willing to be using excel.
Dec
18
reviewed Leave Open Annualized Covariance
Dec
13
reviewed Reviewed Cloning Return Streams
Dec
13
reviewed Edit Random matrix theory (RMT) in finance
Dec
13
revised Random matrix theory (RMT) in finance
Fixing Hyperlink, directly to the paper page
Dec
13
comment Profit estimation with a dice: 10 dollars for 6, -1 dollar for anything else
Should be move to Stats.SE, because it's off topic here.
Dec
13
answered Profit estimation with a dice: 10 dollars for 6, -1 dollar for anything else
Dec
12
reviewed Reviewed Calculating pre-tax cost of debt
Dec
12
comment Calculating pre-tax cost of debt
Wild guess: CFA Level I question?