Quantitative Finance
Eiffelbear
  • Member for 3 years, 1 month
  • Last seen more than a week ago
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8
How are modern portfolio theory (MPT) and CAPM related?
Jan 16 '19
4
Widely accepted methods for coming up with the co-variance matrix of assets?
Jun 5 '19
4
Why the weight vector of 'global minimum variance' the 'eigenvector' with the minimum eigenvalue?
Jul 17 '19
3
Any video lecture on copula function, a statistics concept for measuring dependence?
Feb 17 '19
3
How to derive this mathematical equation from the perspective of the mean-variance portfolio optimization?
Sep 13 '21
3
Markowitz portfolio optimization and CAL
Feb 6 '19
2
Is my python solution good? : Global Minimum Variance portfolio with 'no-short sale' constraint
Oct 22 '19
2
Which performance evaluation measure to assess "Connectedness Matrix" based porfolios?
Mar 3 '19
2
Why annualizing sampled covariance matrix changes stock weight vector?
Sep 18 '19
1
Is there any good research on daily technical indicators?
Jun 6 '19
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16
If I short cryptocurrencies, why don't I get the money immediately?
5
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?

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