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Quantitative Finance
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purbani
  • Member for 12 years, 3 months
  • Last seen more than a month ago
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Top posts
answer
2
How does Cornish-Fisher VaR (aka modified VaR) scale with time?
Sep 7, 2012
answer
1
How can higher co-moments be applied to portfolio optimization in an asset allocation context?
Sep 7, 2012
question
1
How to implement Konno's Mean-Absolute Deviation Portfolio Optimization Model using LP methods in Excel
Mar 10, 2015
answer
1
How to implement Konno's Mean-Absolute Deviation Portfolio Optimization Model using LP methods in Excel
Mar 10, 2015
answer
1
What are pros and cons of mean absolute deviation portfolio optimization?
Mar 10, 2015
answer
1
Right metric to manage a portfolio based on correlation?
Mar 19, 2015
answer
1
comparing modified VaR to ordinary VaR
Mar 20, 2015
answer
0
Unsmoothing of returns
Aug 4, 2015
answer
0
Has spectrum analysis ever been used successfully to analyse historical price data?
Sep 25, 2012
answer
-1
Usage of Random forests in Quantitative analysis of stocks
Oct 10, 2017