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Quantitative Finance
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16 Answers

Votes Activity Newest
7
Is there a website that lists replication code of financial papers?
Dec 26 '15 at 22:33
6
Utility Theory and portfolio optimization - Proof of a lemma
Sep 11 '15 at 22:12
3
Price of a Stock: What is it?
Dec 16 '15 at 19:57
3
Kurtosis in asset logarithmic returns
Sep 23 '15 at 19:29
3
What do you do with low r-squared when calculating high-frequency beta
Sep 21 '15 at 17:27
2
Does it make sense to calculate Fama-French betas of a single stock?
Sep 20 '15 at 17:55
2
Is it OK to consider the expected return is zero for stocks when calculating VaR over a short horizon?
Sep 19 '15 at 22:53
1
Portfolio optimisation with conditional weight restrictions among asset
Mar 16 '17 at 4:45
1
How much would one pay for the max of two stocks?
Dec 23 '15 at 21:26
1
Volatility of Multiple Stocks
Sep 25 '15 at 19:15
1
Aggregating growth rates
Sep 17 '15 at 2:38
1
Is variance additive only under Log-returns?
Aug 26 '15 at 7:29
0
Can I get Black-Scholes option price from greeks?
Oct 19 '15 at 17:41
0
Definitive way of figuring out companies with multiple classes of stocks
Oct 14 '15 at 7:09
0
Question about find no arbitrage trading strategy
Aug 27 '15 at 5:56
-1
Why the value of this portfolio is negative?
Sep 20 '15 at 21:00
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