Quantitative Finance
Meta user
Network profile
711
reputation
4
18

David Nehme

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

11
answers
0
questions
~113k
people reached
  • Austin, TX
  • abremod.com
  • Member for 7 years, 11 months
  • 129 profile views
  • Last seen Jun 25 at 3:51

Communities (39)

Top network posts

Top tags (21)

Score 22
Posts 2
Posts % 18
Score 17
Posts 3
Score 16
Posts 3
Score 13
Posts 1
Score 10
Posts 2
Score 9
Posts 1
View all tags →

Top posts (11) All Questions Answers | Votes Newest

13 Normality assumption in Sharpe ratio Jan 16 '14
9 how to choose top n assets? Dec 26 '13
8 portfolio optimisation with VaR (or CVaR) constraints Aug 10 '12
6 Min VaR and Min TE as second order cone program Dec 5 '13
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
View all questions and answers →

Badges (22)

Gold

—

Silver

4

Rarest

Bronze

18

Rarest

View all badges →