Questions tagged [soft-question]

Questions that do not require specific technical expertise in order to answer properly. Questions must be of particular interest and usefulness to professionals and academics to qualify as on topic.

6 questions with no upvoted or accepted answers
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Regarding the post-facto predictability of stock market returns

Almost all of the research on equity factor investing deals with a priori predictability of the cross-section of stock market returns (i.e., models which use variables and data that would've have been ...
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38 views

conferences for credit portfolio managers

What are worth conferences for credit portfolio managers? I appreciate your recommendations! PS:I am aware that this question is not the typical quant.SE question, BUT I couldn`t find reliable ...
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322 views

How to reasonably aggregate returns across both different assets and different time-horizons?

This might be a somewhat open question, so any suggestion of improvement is welcome. Suppose at time $t=0$, we have $N$ different assets whose weights are $w_1,\cdots,w_n$ ($\sum w_i = 1$), and they ...
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Probability distributions as solutions to differential equations

As far as what I can tell, the popularity of the Black-Scholes-Merton model partly stems from the fact that it formulates the value of a derivative in a differential form in which the solution has a ...
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46 views

Volatility taxonomy

I have been thinking about this for a while... I can't make my head around it because of the gap that there's still on between financial economics and quantitative finance. Usually, when a student is ...
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53 views

Rationale for Historical Volatility definition

I think I understand the most common definition for historical volatility (standard deviation of log returns), but it has me puzzled because it conflicts with my intuitive idea of what volatility is. ...