Quantitative Finance
David Nehme
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Operations Research Analyst specializing in building mixed-integer programming models and business optimization solutions.

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All Questions Answers
Votes Newest
17
Normality assumption in Sharpe ratio
Jan 16 '14
9
how to choose top n assets?
Dec 26 '13
8
Minimum Variance and Minimum Tracking Error portfolio as second order cone program
Dec 5 '13
8
Portfolio optimisation with VaR or CVaR constraints using linear programming
Aug 10 '12
4
What are some examples of Compound Poisson processes in insurance?
Sep 23 '11
3
What is the meaning of subadditivity in a risk measure?
Aug 27 '12
3
What is the difference between Option Adjusted Spread (OAS) and Z-spread?
Apr 22 '12
2
Calculate the "ten year zero rate" given two bonds with two prices
Sep 17 '12
2
Portfolio Optimization using S&P Universes
Nov 3 '14
1
How to calculate cumulative loss from two factors that have negative correlation?
Feb 10 '12
Top network posts
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398
Read binary file as string in Ruby
96
List of files installed from apt package
91
How do you find a point at a given perpendicular distance from a line?
74
How to link using GCC without -l nor hardcoding path for a library that does not follow the libNAME.so naming convention?
67
Ruby: Extracting Words From String

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