Finance PhD candidate at Stanford. Worked in quant credit research and electronic FX trading before.
7 Fama-French 3-factor model: factors implying risk oct 22 '13
3 Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory? jul 30 '13
3 Is there evidence that illiquid stocks, held less by institutions, have more price momentum? mar 11 '14
1 Converting time series returns into euro jul 28 '13
1 Are there alternatives to the Box-Tiao decomposition in identifying mean reverting portfolios? 2d ago