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Richard Hardy

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49 posts edited

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7 Questions

Votes Activity Newest Views

2

6

votes

3

answers

378

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Asset pricing textbooks

asset-pricing reference-request

Jun 24 at 14:08 phdstudent 6,055

5

votes

1

answer

185

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Portfolio optimization w.r.t. value at risk: introductory or survey references

portfolio-optimization reference-request value-at-risk

Sep 26 '19 at 12:44 Richard Hardy 1,454

2

4

votes

1

answer

229

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Analytical portfolio optimization for VaR under multivariate normality

portfolio-optimization var value-at-risk

Sep 15 at 16:04 Community♦ 1

1

3

votes

1

answer

192

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Minimizing variance vs. expected shortfall: distributions where the difference is salient

portfolio-optimization variance distribution expected-shortfall

Sep 7 at 11:07 g g 1,809

1

vote

0

answers

35

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Hedger's utility function associated with minimizing value at risk

value-at-risk utility-theory

Jun 27 '18 at 9:48 Richard Hardy 1,454

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votes

1

answer

67

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How is the futures price set on days without trades?

futures commodities liquidity

Dec 21 at 15:15 Richard Hardy 1,454

0

votes

1

answer

160

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Fixes of quadratic utility when probability of decreasing utility is large

reference-request mean-variance utility-theory

Feb 20 '20 at 0:36 Dave Harris 3,162

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