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Results tagged with research
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user 25459
For questions citing or requesting references to academic and/or professional research.
5
votes
What are some classical papers to read for a mathematician looking to get into quant finance?
The field is in flux right now. Since you are at the master's level I think you should focus on more general works in mathematics. If you were my student and we were ignoring specific things such as …
- 4,329
2
votes
What concepts are the most dangerous ones in quantitative finance work?
The most dangerous concept is hidden in the underlying rules of mathematics, not economics or finance. Many of the other posts only exist because this concept exists. I know because it took me forev …
17
votes
What mathematical theory is required for high frequency trading?
I would argue, taking a note from John von Neumman, that quantitative finance lacks rigorous underpinnings. Von Neumann warned in 1953 that many things that look like proofs in economics and finance d …
- 4,329
1
vote
Fama-French three-factor model vs four-factor (Carhart) and five-factor model
To do this, you would research prior articles in other countries on likely values and create a statistical distribution of these observed parameters. …
- 4,329