Quantitative Finance
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vanguard2k
  • Member for 11 years, 4 months
  • Last seen more than 3 years ago
  • Vienna, Austria
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All Questions Answers
Score Newest
question
22
Measuring Behavioral Finance Effects in Fund/Portfolio Manager Analysis
Oct 2, 2012
question
12
Examples of Spectral Risk Measures
Sep 30, 2013
question
8
When does the Epps effect start?
Oct 16, 2013
answer
8
When do Finite Element method provide considerable advantage over Finite Differences for option pricing?
Nov 28, 2012
answer
8
Which portfolio is more "diversified": the $\frac{1}{N}$, the MDP or the max decorrelation?
Sep 28, 2020
answer
7
Is it possible to deal with non-normal distribution in Black-Litterman model?
Jan 29, 2016
answer
7
Price difference between bond cash and futures
Dec 17, 2012
question
7
How to properly assess the costs of replicating an index via futures contracts?
Apr 10, 2015
answer
7
How to construct a Risk-Parity portfolio?
Jul 21, 2014
answer
6
Covariance matrix and Cholesky decomposition
Feb 4, 2015
Top network posts
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17
What's up with the chains?
8
From how far away can White Walkers resurrect?
6
limit of a sequence $(-1)^n$ instead $1$
5
Difference between Bias and Error?

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