Quant at an investment management firm.
10 R: Fast and efficient way of running a multivariate regression across a (really) large panel (First pass of Fama MacBeth) aug 8 '13
5 Testing Valuation, Size and Momentum (proprietary factors) from 1988-2013: No evidence of driving cross-sectional returns aug 14 '13
4 What is meant by a structural short? aug 9 '13
3 Validity of CAPM sep 8
1 Partial Least Squares Discriminant Analysis aug 12 '13