User James

6 votes

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Why would there be a positive risk-free rate?

answered Sep 19, 2014 at 14:27

5 votes

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How does Volatility Pairs Trading work?

answered Sep 15, 2014 at 15:23

2 votes

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Different ways of portfolio optimization

answered Sep 20, 2014 at 16:24

2 votes

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An Alphabet Effect?

answered Nov 6, 2014 at 19:44

1 vote

How to select optimal look back period for statistical arbitrage?

answered Jun 25, 2015 at 18:11

1 vote

Which is the better risk sensitive measure?

answered Sep 12, 2014 at 18:22

1 vote

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Risk-Free Rate determinant in CAPM

answered Sep 12, 2014 at 20:35

1 vote

How to Calculate Confidence Intervals for Moving Averages Given Nonindependence?

answered Sep 12, 2014 at 20:46

1 vote

Need help on cointegration

answered Sep 12, 2014 at 20:57

1 vote

Interpolating probabilities of default

answered Oct 1, 2014 at 14:56

1 vote

White's Reality Check versus Benjamini-Hochberg-Yekutielie Procedure

answered Oct 14, 2014 at 19:20

1 vote

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Interpret alpha's on Dual-Beta Model regression Results

answered Nov 3, 2014 at 20:25

1 vote

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Optimization metric that takes into account number of trades vs expectancy

answered Nov 4, 2014 at 20:29

0 votes

(Beginer on bond market) References on callable bond's pricing

answered Oct 30, 2014 at 15:59

0 votes

Why do Earnings Per Share matter?

answered Oct 14, 2014 at 18:54

0 votes

Question 1.18 from Hull's Financial Risk management CAPM

answered Sep 15, 2014 at 18:49

0 votes

Does the correlation of matrices have explanatory power when building a pattern recognition model?

answered Sep 18, 2014 at 14:31

0 votes

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Can Standardized unexpected earnings be considered a Z-score

answered Sep 12, 2014 at 19:14

0 votes

Option pricing ? Where to get the dividend yield from?

answered Sep 26, 2014 at 14:27

0 votes

What are the most effective market variables to measure liquidity/illiquidity in the market?

answered Sep 29, 2014 at 19:40

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20 Answers

Why would there be a positive risk-free rate?

How does Volatility Pairs Trading work?

Different ways of portfolio optimization

An Alphabet Effect?

How to select optimal look back period for statistical arbitrage?

Which is the better risk sensitive measure?

Risk-Free Rate determinant in CAPM

How to Calculate Confidence Intervals for Moving Averages Given Nonindependence?

Need help on cointegration

Interpolating probabilities of default

White's Reality Check versus Benjamini-Hochberg-Yekutielie Procedure

Interpret alpha's on Dual-Beta Model regression Results

Optimization metric that takes into account number of trades vs expectancy

(Beginer on bond market) References on callable bond's pricing

Why do Earnings Per Share matter?

Question 1.18 from Hull's Financial Risk management CAPM

Does the correlation of matrices have explanatory power when building a pattern recognition model?

Can Standardized unexpected earnings be considered a Z-score

Option pricing ? Where to get the dividend yield from?

What are the most effective market variables to measure liquidity/illiquidity in the market?