Jul
15
revised Why quants think that the risk-neutral measure should not be used for financial forecasting?
language fix
May
16
revised cvxpy portfolio optimization with risk budgeting
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May
9
revised Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
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Feb
22
revised Maximum Sharpe portfolio (no short selling restrictions)
typo correction
Feb
20
revised Maximum Sharpe portfolio (no short selling restrictions)
Fix typos
Feb
14
revised How to perform cross-sectional asset pricing regression?
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Feb
13
revised Maximum Sharpe portfolio (no short selling restrictions)
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Feb
13
revised Maximum Sharpe portfolio (no short selling restrictions)
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Feb
13
revised Maximum Sharpe portfolio (no short selling restrictions)
added 496 characters in body
Feb
13
revised Maximum Sharpe portfolio (no short selling restrictions)
added 496 characters in body
Feb
13
revised Maximum Sharpe portfolio (no short selling restrictions)
added 496 characters in body
Feb
6
revised A positive Sharpe ratio when portfolio loses money, can that happen or bug in my code?
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Feb
6
revised A positive Sharpe ratio when portfolio loses money, can that happen or bug in my code?
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Feb
6
revised Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
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Jan
26
revised What is a central bank's shadow rate
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Jan
9
revised Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
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Jan
9
revised Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
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Jan
9
revised Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
added 57 characters in body
Jan
9
revised Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
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Jan
9
revised Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
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