Quantitative Finance
user avatar
user avatar
user avatar
Matthew Gunn
  • Member for 6 years, 2 months
  • Last seen this week
Profile Activity
Stats
6,334
reputation
173k
reached
105
answers
0
questions
Communities
View all
About

PhD in finance from University of Chicago Booth School of Business

Badges
View all badges
1
gold badge
20
silver badges
30
bronze badges
Top tags
View all tags
94
Score
12
Posts
11
Posts %
72
Score
15
Posts
14
Posts %
71
Score
12
Posts
11
Posts %
58
Score
13
Posts
12
Posts %
51
Score
14
Posts
13
Posts %
48
Score
11
Posts
10
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
28
What are reasons not to do factor investing in equity markets?
May 8, 2017
answer
21
Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
Jan 9, 2019
answer
15
Philosophical Question about Factor Models
May 5, 2017
answer
15
$\mathbb{P}$ vs $\mathbb{Q}$ Probabilities - Transitioning Between Measures
Jul 28, 2017
answer
15
Why do trading strategies lose effectiveness over time?
Aug 28, 2017
answer
14
What is the difference between risk neutral probabilities and stochastic discount factor?
Feb 26, 2018
answer
13
Data for the Tulip mania
Nov 9, 2017
answer
13
cvxpy portfolio optimization with risk budgeting
Nov 24, 2017
answer
13
Cochrane on Return Predictability
Jun 30, 2017
answer
12
Choosing the right statistical test for Mutual Fund Performance Evaluation
Aug 19, 2017
Top network posts
View all network posts
82
Is this chart showing the likelihood of a terrorist attack statistically useful?
80
Why is it that natural log changes are percentage changes? What is about logs that makes this so?
53
Why do we take the square root of variance to create standard deviation?
47
Is the sum of two white noise processes necessarily a white noise?
44
Is a high $R^2$ ever useless?

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.