User David Nehme

19 votes

Normality assumption in Sharpe ratio

answered Jan 16, 2014 at 3:48

9 votes

Portfolio optimisation with VaR or CVaR constraints using linear programming

answered Aug 10, 2012 at 14:54

9 votes

how to choose top n assets?

answered Dec 26, 2013 at 18:48

8 votes

Accepted

Minimum Variance and Minimum Tracking Error portfolio as second order cone program

answered Dec 5, 2013 at 4:59

4 votes

What are some examples of Compound Poisson processes in insurance?

answered Sep 23, 2011 at 22:53

3 votes

What is the meaning of subadditivity in a risk measure?

answered Aug 27, 2012 at 4:01

3 votes

What is the difference between Option Adjusted Spread (OAS) and Z-spread?

answered Apr 22, 2012 at 19:45

2 votes

Accepted

Calculate the "ten year zero rate" given two bonds with two prices

answered Sep 17, 2012 at 0:07

2 votes

Portfolio Optimization using S&P Universes

answered Nov 3, 2014 at 20:47

1 vote

How to calculate cumulative loss from two factors that have negative correlation?

answered Feb 10, 2012 at 18:13

1 vote

Accepted

what is considered material information?

answered Jan 23, 2014 at 3:34

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11 Answers

Normality assumption in Sharpe ratio

Portfolio optimisation with VaR or CVaR constraints using linear programming

how to choose top n assets?

Minimum Variance and Minimum Tracking Error portfolio as second order cone program

What are some examples of Compound Poisson processes in insurance?

What is the meaning of subadditivity in a risk measure?

What is the difference between Option Adjusted Spread (OAS) and Z-spread?

Calculate the "ten year zero rate" given two bonds with two prices

Portfolio Optimization using S&P Universes

How to calculate cumulative loss from two factors that have negative correlation?

what is considered material information?