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David Nehme

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

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  • Austin, TX
  • abremod
  • abremod.com
  • Member for 9 years, 4 months
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  • Last seen Nov 19 '20 at 13:31

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16 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 using linear programming Aug 10 '12
7 Minimum Variance and Minimum Tracking Error portfolio 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
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