Quantitative Finance
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Nipper

Banking and finance undergraduate. Future quantitative finance postgraduate.

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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
1 CVar optimization algorithms Aug 3
0 Monte Carlo approach and methods for generating random returns Aug 24
0 Should the geometric standard deviation be used to compute the volatility of financial returns? Aug 14
0 Cover's universal portfolio vs. Markowitz's mean-variance model Aug 21
0 Best practice when computing beta coefficient May 22 '19
0 Deriving Single Index Model (Market Model) Jun 2 '19
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