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Quantitative Finance
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Matthew Gunn

PhD in finance from University of Chicago Booth School of Business

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  • mattgunn.com
  • Member for 3 years, 1 month
  • 494 profile views
  • Last seen Jun 3 at 19:30

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Top posts (101) All Questions Answers | Votes Newest

24 What are reasons not to do factor investing in equity markets? May 8 '17
13 Why do trading strategies lose effectiveness over time? Aug 28 '17
9 Philosophical Question about Factor Models May 5 '17
9 Cochrane on Return Predictability Jun 30 '17
9 What is the difference between risk neutral probabilities and stochastic discount factor? Feb 26 '18
8 Kurtosis in GARCH Oct 1 '18
8 Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$? Jan 9
8 Does the existence of anomalies disprove the efficient markets hypotheses? Jul 6 '17
8 Calculating alpha and its meaning May 6 '17
8 Choosing the right statistical test for Mutual Fund Performance Evaluation Aug 19 '17
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