Quantitative Finance
Matthew Gunn's user avatar
Matthew Gunn's user avatar
Matthew Gunn's user avatar
Matthew Gunn
  • Member for 6 years, 11 months
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PhD in finance from University of Chicago Booth School of Business

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All Questions Answers
Score Newest
answer
28
What are reasons not to do factor investing in equity markets?
May 8, 2017
answer
23
Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
Jan 9, 2019
answer
17
$\mathbb{P}$ vs $\mathbb{Q}$ Probabilities - Transitioning Between Measures
Jul 28, 2017
answer
16
Philosophical Question about Factor Models
May 5, 2017
answer
15
Why do trading strategies lose effectiveness over time?
Aug 28, 2017
answer
15
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
Calculating alpha and its meaning
May 6, 2017
answer
13
Cochrane on Return Predictability
Jun 30, 2017
Top network posts
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83
Why is it that natural log changes are percentage changes? What is about logs that makes this so?
82
Is this chart showing the likelihood of a terrorist attack statistically useful?
55
Why do we take the square root of variance to create standard deviation?
49
Is the sum of two white noise processes necessarily a white noise?
44
Is a high $R^2$ ever useless?

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