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rubikscube09
  • Member for 6 years, 8 months
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3 votes
1 answer
219 views

How can Commercial Paper Spreads be Negative?

2 votes
1 answer
833 views

Cross Sectional vs. Time-Series Risk Premia Estimate

1 vote
1 answer
72 views

Historical Economic Release Calendar

1 vote
0 answers
379 views

Methods for Constructing Mimicking Portfolios for Observable Factors

2 votes
0 answers
122 views

The Viability/Usefulness of Mean Standard Deviation Optimization?

4 votes
1 answer
578 views

Market Impact: Going from 1/2 power to 3/2

4 votes
1 answer
465 views

Minimum Standard Deviation Portfolio vs Minimum Variance Portfolio

1 vote
0 answers
117 views

Risk Parity/ Equal Risk Contribution - Optimality in a Mean Variance Sense

0 votes
1 answer
64 views

Averaging Results Across Regressions due to Periodicity/Overlaps

1 vote
0 answers
84 views

Constructing a Replicating Portfolio : Regression on Individual Constituents or their Average?

0 votes
1 answer
140 views

Historical Fundamentals Data for Sectors

1 vote
1 answer
301 views

Moving Average Window Size Determination

1 vote
3 answers
204 views

OHLC Data for US Govt. Treasury Yields?

4 votes
4 answers
2k views

Confusion about Vega P/L

0 votes
0 answers
35 views

Binomial Model Strike Price Assumption

1 vote
1 answer
457 views

Simple Relation between Put Price and Zero Coupon Bond Price

4 votes
1 answer
222 views

Expectation of Stochastic Differential