Nikos
  • Member for 7 years, 1 month
  • Last seen more than 5 years ago
Calculation of Returns and Risk Metrics for L/S Portfolio
2 votes

I will try and give some feedback on your questions. Will betas be negative for the short book? Not necessarily, no. The beta of a stock is not related to you having a long or a short position to it....

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Kelly Capital Growth Investment Strategy (Example in R)
1 votes

As the paper suggests, the results that are shown in table 2 are taken from (if you read the caption) Ziemba, William T., and Donald B. Hausch, Betting at the Racetrack (New York: Norris M. Strauss,...

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Why asset management firms shouldn't be custodian of its own funds?
Accepted answer
1 votes

Well I think the main issue is that the BMIS had no external party acting as an official holder of the books and records. The Asset Manager utilizes a broker to get access to the market, and the ...

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In theory historical performance of a portfolio
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0 votes

I think the model you are presenting is trying to capture the pro-forma performance of a collection of stocks. However, it is not that 'flexible' and is accurate if: You are fully invested throughout ...

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