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Karol J. Piczak's user avatar
Karol J. Piczak's user avatar
Karol J. Piczak's user avatar
Karol J. Piczak
  • Member for 13 years, 4 months
  • Last seen more than a month ago
12 votes

Are public historical time series available for ratings of sovereign debt?

9 votes
Accepted

Keeping a track record honest

8 votes

GJR-GARCH Model In R

7 votes

What are some good technical and non-technical books for a math lover to get in to quantitative analysis?

6 votes
Accepted

Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$?

6 votes

What .NET library can I use to solve optimization problems?

5 votes

Should Sharpe ratio be computed using log returns or relative returns?

5 votes

European turbo warrants

5 votes

Correct way to find the mean of annual geometric returns of monthly returns?

5 votes

FX Tick Data question

5 votes

How can higher co-moments be applied to portfolio optimization in an asset allocation context?

4 votes
Accepted

Are minimum-risk and minimum-variance portfolios equivalent?

3 votes

Approximating a function with trignometric polynomials

3 votes
Accepted

Modified Durations of Different Noncallable Bonds and function of Maturity

2 votes

Understanding CDOs

2 votes

Bank of England base rate feed

1 vote
Accepted

Pricing Assets in the S&P Dynamic Asset Exchange

1 vote

Risk prediction based on financial statements

1 vote

Choice of prior as a shrinkage target in portfolio construction?