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rubikscube09
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1 vote
0 answers
276 views

Methods for Constructing Mimicking Portfolios for Observable Factors

3 votes
1 answer
209 views

How can Commercial Paper Spreads be Negative?

2 votes
0 answers
110 views

The Viability/Usefulness of Mean Standard Deviation Optimization?

4 votes
1 answer
477 views

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

4 votes
1 answer
436 views

Minimum Standard Deviation Portfolio vs Minimum Variance Portfolio

1 vote
0 answers
97 views

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

0 votes
1 answer
60 views

Averaging Results Across Regressions due to Periodicity/Overlaps

2 votes
1 answer
670 views

Cross Sectional vs. Time-Series Risk Premia Estimate

1 vote
0 answers
75 views

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

0 votes
1 answer
119 views

Historical Fundamentals Data for Sectors

1 vote
1 answer
264 views

Moving Average Window Size Determination

1 vote
1 answer
66 views

Historical Economic Release Calendar

1 vote
3 answers
193 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

4 votes
1 answer
191 views

Expectation of Stochastic Differential

1 vote
1 answer
430 views

Simple Relation between Put Price and Zero Coupon Bond Price