Quantitative Finance
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Eiffelbear
  • Member for 4 years, 2 months
  • Last seen more than a month ago
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43
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43
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8
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35
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Top posts
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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
Is my python solution good? : Global Minimum Variance portfolio with 'no-short sale' constraint
Oct 22, 2019
question
3
How to derive this mathematical equation from the perspective of the mean-variance portfolio optimization?
Sep 13, 2021
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
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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?
6
Which constant to add when applying 'Box-Cox transformation' to negative values?

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