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Matthew Gunn

PhD in finance from University of Chicago Booth School of Business

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  • Member for 5 years, 1 month
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  • Last seen Jun 11 at 0:52

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26 What are reasons not to do factor investing in equity markets? May 8 '17
18 Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$? Jan 9 '19
15 Why do trading strategies lose effectiveness over time? Aug 28 '17
13 cvxpy portfolio optimization with risk budgeting Nov 24 '17
13 Cochrane on Return Predictability Jun 30 '17
12 Philosophical Question about Factor Models May 5 '17
11 Calculating alpha and its meaning May 6 '17
11 $\mathbb{P}$ vs $\mathbb{Q}$ Probabilities - Transitioning Between Measures Jul 28 '17
11 Choosing the right statistical test for Mutual Fund Performance Evaluation Aug 19 '17
11 What is the difference between risk neutral probabilities and stochastic discount factor? Feb 26 '18
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