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jd8
  • Member for 5 years, 4 months
  • Last seen more than 1 year ago
5 votes

Modeling Long-Term Mean Reversion in Asset Returns

5 votes
Accepted

CAPM and factor modeling: Machine learning

4 votes
Accepted

Does it make sense to refer to a forex pair as a 'financial asset'

4 votes

Why do anomalies disappear after they get detected?

3 votes

To what degree does computational complexity affect the pricing of options?

2 votes

Why do Fama French use NYSE breakpoints in the factors creation

2 votes
Accepted

Why should a factor not priced and yet is relevant to the return generating process

1 vote

Stochastic Discount Factor of CIR bond pricing model

1 vote

Why is Fama French model a risk model

1 vote

Disadvantages of large panel

0 votes
Accepted

Carhart (1997) momentum factor loading

0 votes

Does longer time horizon necessarily imply reduced risk?