Quantitative Finance
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Nipper

Banking and finance undergraduate.

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5 Quasi Random Monte Carlo in m.v. portfolio optimization Sep 9 '19
4 Monte Carlo (resampling) in m.v. portfolio optimization Aug 22 '19
3 Methods for superior estimates of returns in m.v. portfolio optimization May 19 '19
2 James-Stein estimator for superior estimates of returns in m.v. portfolio optimization Jul 8 '20
2 Deriving the risk-aversion coefficient Mar 24
2 A Bayesian-Stein based expected return estimator by J.P. Morgan May 27
2 Mean Absolute Deviation in m.v. portfolio optimization Dec 20 '20
2 Downside deviation (semivariance) in m.v. portfolio optimization Jan 5
1 Should the geometric standard deviation be used to compute the volatility of financial returns? Aug 14 '20
1 CVar optimization algorithms Aug 3 '20
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