JorgeT
  • Member for 4 years, 3 months
  • Last seen more than 1 year ago
1 answers
4 votes
142 views
2 bookmarks
Is the Fama-French website data free of the serious selection bias pre-1962 where it's tilted toward big historically successful firms?
3 answers
2 votes
105 views
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?
0 answers
2 votes
43 views
1 bookmarks
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
0 answers
1 votes
18 views
What is the most recent measure of the US Municipal Bond Market Size (Capitalization)?
0 answers
1 votes
26 views
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?
1 answers
1 votes
46 views
In a cleared inflation swap agreement, what determines how much "collateral" a party needs to deposit into the third party escrow account?
0 answers
1 votes
29 views
Is variation in price-dividend ratios that is attributable to excess returns due to variation in returns or variation in risk free rates?
1 answers
1 votes
143 views
Why should we care if the "squares of returns are independently distributed over time" to choose an adequate model of the distribution of returns?
1 answers
0 votes
302 views
What happens to both sides of an inflation swap agreement if there is deflation?
1 answers
0 votes
84 views
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?