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Quantitative Finance
Dave Harris
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83 Answers

newest activity votes
9
Current industry standard for (active/passive) portfolio optimizations
Apr 3 '18 at 4:46
8
Why is Markowitz portfolio optimisation so popular considering it is worse than an equal weighted portfolio?
Jun 12 '17 at 17:40
5
Predict probability of returns: How does changing volatility affect the return pdf?
Jun 18 '17 at 6:51
5
What are some classical papers to read for a mathematician looking to get into quant finance?
May 31 '17 at 22:52
4
Insoluble Enigma
Dec 12 '18 at 10:51
4
Implying risk-free rates using Put/Call parity
Nov 23 '17 at 22:33
4
Why (most) quants think that the risk-neutral measure should not be used for financial forecasting?
Nov 14 '17 at 0:21
4
Covariance estimation: shrinkage, random matrix theory, what else?
Feb 17 '17 at 11:56
3
Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
Jan 8 at 18:21
3
What Process Does the Market Follow in the CAPM?
May 1 '18 at 1:01
3
Rate of convergence between price and value
Mar 1 '18 at 7:02
3
Is this realized “efficient” frontier reasonable?
Nov 26 '16 at 1:35
2
How did Dickey and Fuller know something was wrong?
Jan 14 at 22:53
2
Mean Variance optimization on hourly data with gaps
Jan 7 at 4:50
2
Order Book Dynamics
Apr 24 '18 at 4:08
2
Central limit theorem and normality assumption of asset return distribution
Feb 20 '18 at 20:56
2
Modeling Long-Term Mean Reversion in Asset Returns
Feb 15 '18 at 6:03
2
Portfolio returns with unequal asset return histories
Nov 12 '17 at 23:00
2
Lévy alpha-stable distribution and modelling of stock prices.
Nov 10 '17 at 21:37
2
Calculating expected loss using actual probabilities
Nov 10 '17 at 4:23
2
Choosing WACC Tax Rate
Nov 9 '17 at 5:48
2
Determine trends of data (direction detection or turning point detection)
Jul 24 '17 at 1:35
2
Does the existence of anomalies disprove the efficient markets hypotheses?
Jul 6 '17 at 16:49
2
Stationary Process with autocorrelation in Variance; square root rule
Jun 8 '17 at 17:01
2
How to determine the risk free rate for the calculation of Beta
Jun 1 '17 at 20:34
2
Under which circumstances can conditional distribution of asset returns be less Gaussian than the unconditional distribution?
May 25 '17 at 0:00
2
Backtest Results needed to Model Validate my Modern Portfolio Theory model
Mar 24 '17 at 19:52
2
Close prices discrepancy between binary.com, google, yahoo and wsj?
Feb 2 '17 at 4:30
2
Portfolio Theory: Why is so much effort put into the reduction of estimation errors?
Jan 1 '17 at 21:10
2
Differences between editions of Security Analysis by Graham and Dodd?
Dec 28 '16 at 16:55
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