Skip to main content
jd8's user avatar
jd8's user avatar
jd8's user avatar
jd8
  • Member for 7 years, 3 months
  • Last seen more than 3 years ago
6 votes
Accepted

CAPM and factor modeling: Machine learning

5 votes

Modeling Long-Term Mean Reversion in Asset Returns

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

2 votes

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?