Will Gu

Member for 8 years, 1 month
Last seen more than a month ago

GitHub
willguxy.github.io
New York, NY, United States

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Top tag

capm

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Answers

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Score Activity Newest

8

Is CAPM a cross sectional or time series model?

May 21, 2018

5

How to use factor models for prediction?

Dec 7, 2016

3

Derivation of the formulas for the values of European asset-or-nothing and cash-or-nothing options

Nov 11, 2015

3

Mean and standard deviation of price series with Kalman

Apr 27, 2017

2

I need liquidity metrics of a portfolio (2-5 bonds) that takes into consideration difference in size of bonds and maturity profile

Apr 19, 2018

Questions

Score Activity Newest Views

4

Intuitively, why does liquidity premium contribute to bond yield?

May 21, 2018

2

For equity options, why sometimes ATM vol of shorter expiration is higher than that of longer expiration?

Dec 14, 2016

1

FX risk of basis swap in foreign currencies

Sep 28, 2017

Tags

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capm

13

Score

2

posts

asset-pricing

8

Score

1

post

regression

6

Score

2

posts

fama-french

6

Score

2

posts

factor-models

6

Score

2

posts

Reputation

+30

How to use factor models for prediction?

+20

Is CAPM a cross sectional or time series model?

+10

Derivation of the formulas for the values of European asset-or-nothing and cash-or-nothing options

+10

Intuitively, why does liquidity premium contribute to bond yield?

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