muffin1974
  • Member for 6 years, 8 months
  • Last seen more than a week ago
3 answers
11 votes
2k views
2 bookmarks
Why is volatility said to be persistent?
1 answers
7 votes
305 views
3 bookmarks
Why should long-term investors care about flash crashes/ intra-daily volatility/HFT?
2 answers
7 votes
608 views
3 bookmarks
Maximum Certainty Equivalent Portfolio with Transaction Costs
1 answers
5 votes
292 views
4 bookmarks
Reference Request: Horse Race for Portfolio Allocation
0 answers
4 votes
2k views
1 bookmarks
Creating Factor mimicking portfolio returns
2 answers
4 votes
178 views
Liqudity and Blockchains: How does settlement time affect real trading?
1 answers
4 votes
141 views
1 bookmarks
Is there evidence that delta-hedging of large investors affects markets?
1 answers
4 votes
312 views
2 bookmarks
Mixing Portfolio Strategies
0 answers
3 votes
71 views
1 bookmarks
Law of one Price and Cointegration relationship
1 answers
3 votes
3k views
1 bookmarks
Portfolio optimization subject to transaction costs
1 answers
3 votes
372 views
1 bookmarks
How large are transaction costs in practice?
1 answers
2 votes
236 views
1 bookmarks
What makes open-outcry preferable to electronic trading and what are its consequences?
2 answers
2 votes
267 views
2 bookmarks
When to adjust portfolio weights?
0 answers
1 votes
144 views
Simulating asset returns: (Academia) state of the art