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markowitz
  • Member for 8 years, 7 months
  • Last seen more than a month ago
  • Italy
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About

Portfolio manager.

Lover of several matters as: math for finance, financial economics, econometrics, probability.

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Top posts
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answer
4
Why do we assume quadratic utility in portfolio theory?
May 31, 2016
question
2
Risk neutral probability and forecasting
Jun 2, 2016
answer
2
Optimal Portfolios with Skewed and Heavy-Tailed Distributions
Feb 5, 2021
answer
1
CAPM betas at different horizons
May 23, 2016
answer
1
Relationship between diversification and standard deviation
Feb 19, 2019
answer
1
Difference between CAPM and single index model
Feb 19, 2019
answer
1
What exactly makes CAPM an equilibrium model?
Mar 20, 2019
answer
1
Markowitz w/ riskless asset & CAPM
Apr 14, 2019
answer
1
Risk-Free Rate In CAPM
Apr 17, 2019
question
1
Sharpe Ratio and your annualization
Jun 20, 2016
Top network posts
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20
Under which assumptions a regression can be interpreted causally?
16
How to calculate out of sample R squared?
13
Regression and causality in econometrics
10
About the meaning of ARMA parameters
10
Statistical Learning. Contradictions?