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rubikscube09
  • Member for 6 years, 7 months
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4 votes
4 answers
2k views

Confusion about Vega P/L

2 votes
1 answer
735 views

Cross Sectional vs. Time-Series Risk Premia Estimate

4 votes
1 answer
524 views

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

4 votes
1 answer
451 views

Minimum Standard Deviation Portfolio vs Minimum Variance Portfolio

1 vote
1 answer
447 views

Simple Relation between Put Price and Zero Coupon Bond Price

1 vote
0 answers
325 views

Methods for Constructing Mimicking Portfolios for Observable Factors

1 vote
1 answer
280 views

Moving Average Window Size Determination

3 votes
1 answer
214 views

How can Commercial Paper Spreads be Negative?

4 votes
1 answer
203 views

Expectation of Stochastic Differential

1 vote
3 answers
202 views

OHLC Data for US Govt. Treasury Yields?

0 votes
1 answer
126 views

Historical Fundamentals Data for Sectors

2 votes
0 answers
117 views

The Viability/Usefulness of Mean Standard Deviation Optimization?

1 vote
0 answers
105 views

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

1 vote
0 answers
79 views

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

1 vote
1 answer
70 views

Historical Economic Release Calendar

0 votes
1 answer
63 views

Averaging Results Across Regressions due to Periodicity/Overlaps

0 votes
0 answers
35 views

Binomial Model Strike Price Assumption