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Quantitative Finance
elbarto's user avatar
elbarto's user avatar
elbarto's user avatar
elbarto
  • Member for 9 years, 7 months
  • Last seen more than a month ago
  • London, United Kingdom
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Top posts
question
5
Why is the black-scholes model arbitrage free when σ>0?
May 19, 2015
question
4
Some basic questions using consumption CAPM
Apr 15, 2021
question
2
Calculating futures price
May 7, 2021
question
2
How can I make this portfolio self-financing?
May 19, 2015
question
2
Computing Buy-and-hold abnormal returns (BHARs) $= \prod_{t=\tau_1}^{\tau_2}(1+R_{i,t}) - \prod_{t=\tau_1}^{\tau_2}(1+R_{m,t})$
Oct 21, 2016
question
2
Model of asset substitution/risk shifting in continuous time
Nov 1, 2018
question
1
Term Structure and short rates
May 10, 2015
answer
0
Does mean-variance portfolio optimization provide a real edge to those who use it?
May 7, 2021
Top network posts
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20
Prove the existence of an additive function $T: \mathbb{R} \rightarrow \mathbb{R}$ that is not linear
14
Nash equilibrium - mistake in proof of paper?
12
Covariance of increasing functions of random variables
7
Prove that if $\sum a_n$ converges absolutely, then $\sum a_{2n}$ converges.
7
Pseudo-Cauchy sequence