SRKX
Reputation
6,991
37/100 score
 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? deleted 8 characters in body; edited title 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? added 4 characters in body; edited tags; edited title Nov 9 revised What should be the sign of greek letter $\rho$? added 12 characters in body; edited title Nov 9 revised What should be the sign of greek letter $\rho$? added 200 characters in body Nov 5 revised What .NET library can I use to solve optimization problems? added 1 character in body; edited title 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? deleted 38 characters in body; edited title 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 $S_0$? deleted 7 characters in body Nov 3 revised How to compute simple and log portfolio returns? added 532 characters in body