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Quantitative Finance
David Nehme's user avatar
David Nehme's user avatar
David Nehme's user avatar
David Nehme
  • Member for 12 years, 11 months
  • Last seen more than a month ago
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Operations Research Analyst specializing in building mixed-integer programming models and business optimization solutions.

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Top posts
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19
Normality assumption in Sharpe ratio
Jan 16, 2014
answer
9
Portfolio optimisation with VaR or CVaR constraints using linear programming
Aug 10, 2012
answer
9
how to choose top n assets?
Dec 26, 2013
answer
8
Minimum Variance and Minimum Tracking Error portfolio as second order cone program
Dec 5, 2013
answer
4
What are some examples of Compound Poisson processes in insurance?
Sep 23, 2011
answer
3
What is the meaning of subadditivity in a risk measure?
Aug 27, 2012
answer
3
What is the difference between Option Adjusted Spread (OAS) and Z-spread?
Apr 22, 2012
answer
2
Calculate the "ten year zero rate" given two bonds with two prices
Sep 17, 2012
answer
2
Portfolio Optimization using S&P Universes
Nov 3, 2014
answer
1
How to calculate cumulative loss from two factors that have negative correlation?
Feb 10, 2012
Top network posts
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404
Read binary file as string in Ruby
173
List of files installed from apt package
96
How do you find a point at a given perpendicular distance from a line?
77
How to link using GCC without -l nor hardcoding path for a library that does not follow the libNAME.so naming convention?
69
Ruby: Extracting Words From String