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 Mean-variance portfolio optimization: methods for superior estimates of returns May 19 '19
0 Best practice approach for computing beta May 22 '19
0 Deriving Single Index Model (Market Model) Jun 2 '19
0 Calculate asset allocation given “long and short” optimized portfolio weights Jan 7 '19

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