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Nov
12
comment What can I use to measure of diversification?
Could you please be more specific to the article you're referring to? adding title and a link maybe? You can even show the formula here.
Nov
12
comment What can I use to measure of diversification?
It's note clear to me what you mean by "diversification for trade". What do you mean by "trade"? It's certainly just a question of terminology, but to enhance the quality of the question, could you please add an example?
Nov
12
comment What can I use to measure of diversification?
Yeah although it's not specifically mentioned in the question but kind of obvious.
Nov
12
comment What can I use to measure of diversification?
VaR usually stands for Value-At-Risk, I believe the most appropriate and natural convention is $\sigma_j$ to stand for the standard deviation of asset $j$.
Nov
12
revised What can I use to measure of diversification?
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Nov
10
comment What is a “coherent” risk measure?
It's in the wiki so why not. From school I remember that these were the "most important ones" but maybe I missed that one indeed.
Nov
9
revised Hwo to create a benchmark for a portfolio?
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Nov
9
revised What should be the sign of greek letter $\rho$?
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Nov
9
revised What should be the sign of greek letter $\rho$?
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Nov
5
revised What .NET library can I use to solve optimization problems?
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Nov
5
awarded  Nice Answer
Nov
4
comment Assuming Black-Scholes assumptions are correct, would the expected return from buying/selling options be 0?
then should risk-adjusted return be 0?
Nov
4
revised Assuming Black-Scholes assumptions are correct, would the expected return from buying/selling options be 0?
edited title
Nov
4
comment Assuming Black-Scholes assumptions are correct, would the expected return from buying/selling options be 0?
Oh and then it's kind of you're utility function that would reduce this profit because of the embedded risk, right?
Nov
4
revised Assuming Black-Scholes assumptions are correct, would the expected return from buying/selling options be 0?
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Nov
4
answered How is fundamental data taken into account when modelling stock prices with a Geometric Brownian Motion?
Nov
4
revised How is fundamental data taken into account when modelling stock prices with a Geometric Brownian Motion?
edited tags; edited title
Nov
4
comment Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?
@BCLC not sure what you mean but I tried to make that part more explicit.
Nov
4
revised Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?
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Nov
3
revised How to compute simple and log portfolio returns?
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