User David Addison

7 votes

1 answer

360 views

Question about quadratic form of f* in the Continuous Kelly Criterion

asked Oct 24, 2018 at 6:13

3 votes

0 answers

117 views

Regarding the post-facto predictability of stock market returns

asked Oct 9, 2018 at 0:10

5 votes

1 answer

145 views

"Dusty Corners of the Market" and Limits-to-Arbitrage

asked Aug 19, 2018 at 22:35

1 vote

0 answers

80 views

Probability distributions as solutions to differential equations

asked Apr 27, 2018 at 20:07

1 vote

0 answers

83 views

Does pricing contingent claims under the EMM require us to define the distribution?

asked Apr 13, 2018 at 2:16

4 votes

1 answer

529 views

What is a stochastic processes which reasonably captures commodity price dynamics?

asked Mar 21, 2018 at 1:20

3 votes

0 answers

1k views

Properties of Geometric Brownian Motion Integrated w.r.t. Time (i.e., distribution of a Yor Process)

asked Mar 6, 2018 at 8:05

3 votes

1 answer

230 views

Rate of convergence between price and value

asked Feb 28, 2018 at 20:48

16 votes

2 answers

8k views

Intuitive Explanation for Shannon's Demon?

asked Feb 25, 2018 at 19:40

5 votes

1 answer

818 views

Optimal execution of illiquid securities

asked Feb 14, 2018 at 22:00

3 votes

1 answer

424 views

Variance of options returns

asked Feb 11, 2018 at 16:14

9 votes

1 answer

246 views

Are the causes of momentum uniform for various asset classes?

asked Feb 4, 2018 at 20:49

4 votes

2 answers

289 views

Have any other factor "styles" which explain equity returns been uncovered?

asked Jan 31, 2018 at 5:57

0 votes

1 answer

26 views

Possible correlations to institutional allocations versus market capitalization

asked Oct 26, 2017 at 5:57

6 votes

0 answers

364 views

What are the essential characteristics of asset prices?

asked Jul 6, 2017 at 4:48

1 vote

0 answers

67 views

Solving for roots of a stochastic pay-off function

asked Jun 8, 2017 at 20:43

3 votes

3 answers

249 views

Why aren't option pricing models more frequently used to value risky cash flows?

asked May 28, 2017 at 17:43

3 votes

1 answer

1k views

What is an accepted method to calculate percent PnL from a short position?

asked May 21, 2017 at 4:05

2 votes

1 answer

259 views

Practical way to estimate price sensitivity to unexpected earnings (i.e., post-earnings drift)?

asked May 16, 2017 at 6:57

3 votes

2 answers

310 views

Do underlying assets have a no-arbitrage price?

asked Apr 30, 2017 at 5:40

8 votes

2 answers

690 views

Why is logarithmic mean equal to the arithmetic expectation less one-half its variance?

asked Apr 20, 2017 at 4:13

0 votes

1 answer

210 views

Possible to use diffusion equation(s) to price derivatives with non-zero boundary conditions?

asked Mar 26, 2017 at 1:13

0 votes

1 answer

386 views

Net present value when cash flows accrue continuously and are stochastic

asked Mar 3, 2017 at 3:17

Stack Exchange Network

23 Questions

Question about quadratic form of f* in the Continuous Kelly Criterion

Regarding the post-facto predictability of stock market returns

"Dusty Corners of the Market" and Limits-to-Arbitrage

Probability distributions as solutions to differential equations

Does pricing contingent claims under the EMM require us to define the distribution?

What is a stochastic processes which reasonably captures commodity price dynamics?

Properties of Geometric Brownian Motion Integrated w.r.t. Time (i.e., distribution of a Yor Process)

Rate of convergence between price and value

Intuitive Explanation for Shannon's Demon?

Optimal execution of illiquid securities

Variance of options returns

Are the causes of momentum uniform for various asset classes?

Have any other factor "styles" which explain equity returns been uncovered?

Possible correlations to institutional allocations versus market capitalization

What are the essential characteristics of asset prices?

Solving for roots of a stochastic pay-off function

Why aren't option pricing models more frequently used to value risky cash flows?

What is an accepted method to calculate percent PnL from a short position?

Practical way to estimate price sensitivity to unexpected earnings (i.e., post-earnings drift)?

Do underlying assets have a no-arbitrage price?

Why is logarithmic mean equal to the arithmetic expectation less one-half its variance?

Possible to use diffusion equation(s) to price derivatives with non-zero boundary conditions?

Net present value when cash flows accrue continuously and are stochastic