Quantitative Finance
user avatar
user avatar
user avatar
Eiffelbear
  • Member for 3 years, 8 months
  • Last seen more than a week ago
Profile Activity
Stats
510
reputation
12k
reached
2
answers
22
questions
Communities
View all
About

Nice to meet you

Badges
View all badges
This user doesn’t have any gold badges yet.
3
silver badges
15
bronze badges
Top tags
View all tags
2
Score
10
Posts
42
Posts %
2
Score
10
Posts
42
Posts %
2
Score
8
Posts
33
Posts %
1
Score
2
Posts
8
Posts %
0
Score
8
Posts
33
Posts %
0
Score
3
Posts
12
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
question
8
How are modern portfolio theory (MPT) and CAPM related?
Jan 16, 2019
question
4
Widely accepted methods for coming up with the co-variance matrix of assets?
Jun 5, 2019
question
4
Why the weight vector of 'global minimum variance' the 'eigenvector' with the minimum eigenvalue?
Jul 17, 2019
question
3
Any video lecture on copula function, a statistics concept for measuring dependence?
Feb 17, 2019
question
3
How to derive this mathematical equation from the perspective of the mean-variance portfolio optimization?
Sep 13, 2021
question
2
Is my python solution good? : Global Minimum Variance portfolio with 'no-short sale' constraint
Oct 22, 2019
question
2
Which performance evaluation measure to assess "Connectedness Matrix" based porfolios?
Mar 3, 2019
question
2
Why annualizing sampled covariance matrix changes stock weight vector?
Sep 18, 2019
answer
2
Markowitz portfolio optimization and CAL
Feb 6, 2019
answer
1
Any video lecture on copula function, a statistics concept for measuring dependence?
Feb 20, 2019
Top network posts
View all network posts
16
If I short cryptocurrencies, why don't I get the money immediately?
6
In Bayesian Information Criterion (BIC), why does having bigger n get penalized?
5
Which constant to add when applying 'Box-Cox transformation' to negative values?

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.