Quantitative Finance
Nipper
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  • Member for 2 years, 9 months
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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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scipy.minimize - "TypeError: numpy.float64' object is not callable running"

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