Quantitative Finance
Meta user
Network profile
4,754
reputation
1
8
18

Matthew Gunn

PhD in finance from University of Chicago Booth School of Business

101
answers
0
questions
~70k
people reached
  • mattgunn.com
  • Member for 3 years, 5 months
  • 532 profile views
  • Last seen Oct 7 at 21:36

Communities (19)

Top network posts

Top tags (117)

Score 72
Posts 12
Posts % 12
Score 55
Posts 12
Score 51
Posts 15
Score 40
Posts 14
Score 33
Posts 10
Score 30
Posts 8
View all tags →

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
11 Philosophical Question about Factor Models May 5 '17
10 Cochrane on Return Predictability Jun 30 '17
9 Choosing the right statistical test for Mutual Fund Performance Evaluation Aug 19 '17
9 What is the difference between risk neutral probabilities and stochastic discount factor? Feb 26 '18
9 Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$? Jan 9
8 Kurtosis in GARCH Oct 1 '18
8 Data for the Tulip mania Nov 9 '17
8 cvxpy portfolio optimization with risk budgeting Nov 24 '17
View all questions and answers →

Badges (27)

Gold

1

Rarest

Silver

8

Rarest

Bronze

18

Rarest

View all badges →