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JorgeT
  • Member for 6 years, 11 months
  • Last seen more than 4 years ago
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Economic Researcher at www.libretto.io and Assistant Professor of Economics at Minerva Schools.

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question
4
Is the Fama-French website data free of the serious selection bias pre-1962 where it's tilted toward big historically successful firms?
Dec 1, 2017
answer
3
Is the Fama-French website data free of the serious selection bias pre-1962 where it's tilted toward big historically successful firms?
Dec 1, 2017
question
2
Why do some mutual funds or indexes have an average effective maturity that is way larger (2-4 times larger) than the average effective duration?
Sep 24, 2019
question
2
To price Municipal Bonds and risks I want to know the percent of unfunded pension liabilities ($3.8T) to total state and local gov liabilities
Sep 26, 2019
answer
1
Why do Fama French's "Common risk factors in the returns on stocks and bonds" use data starting in 1963? Availability or convenience for results?
Dec 1, 2017
question
1
In a cleared inflation swap agreement, what determines how much "collateral" a party needs to deposit into the third party escrow account?
Sep 18, 2019
question
1
Are Muni REVENUE bonds secured or can the local gov. use the revenues for other purposes not paying the bond holders if its going bankrupt? [closed]
Sep 20, 2019
question
1
What is the most recent measure of the US Municipal Bond Market Size (Capitalization)?
Sep 20, 2019
question
1
Why should we care if the "squares of returns are independently distributed over time" to choose an adequate model of the distribution of returns?
Oct 23, 2017
question
1
Is variation in price-dividend ratios that is attributable to excess returns due to variation in returns or variation in risk free rates?
Nov 29, 2017
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What is the standard deviation of the sum of THREE correlated random variables?