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Constantin
  • Member for 9 years, 3 months
  • Last seen more than 2 years ago
8 votes
1 answer
605 views

What are the empirical limitations to testing market efficiency?

7 votes
3 answers
1k views

Bayesian estimation of asset pricing models

5 votes
2 answers
26k views

How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?

4 votes
6 answers
3k views

Bloomberg-alternatives for intraday stock price data?

4 votes
2 answers
2k views

Should the geometric standard deviation be used to compute the volatility of financial returns?

4 votes
1 answer
1k views

Can portfolio Value-at-Risk be calculated analytically for multivariate t-distributed returns?

3 votes
1 answer
130 views

How consequential are violations of the efficient diversification assumption of asset pricing models?

3 votes
1 answer
338 views

What is the relationship between arithmetic versus geometric averages and simple versus logarithmic prices?

2 votes
1 answer
342 views

Under which circumstances can conditional distribution of asset returns be less Gaussian than the unconditional distribution?

2 votes
1 answer
94 views

Which anomalies are easy to replicate in an event study?

2 votes
1 answer
888 views

What is the use of computing the par yield?

2 votes
0 answers
78 views

Which financial database has the most extensive coverage of person-level data and uses person-level identifiers

1 vote
0 answers
63 views

Does portfolio optimization apply to funds instead of individual assets?

1 vote
1 answer
971 views

Can Black-Litterman-type expected return estimation be used for regional ETFs?

1 vote
3 answers
3k views

Is the CAPM beta equivalent to the coefficient estimate of an OLS regression?

0 votes
2 answers
834 views

How to retrieve list of names of board members for a given ticker from Bloomberg Professional