Network profile

Nipper

Reputation

125

125
78
31

Oct
Jan
Apr
Jul

Top tag

portfolio-optimization

Next privilege

150 Rep.

Create new tags

Badges

7

Newest

Scholar

Next badge

0/1

Impact

0 posts edited

0 helpful flags

26 votes cast

6 Questions

Votes Activity Newest Views

1

5

votes

1

answer

206

views

Quasi Random Monte Carlo in m.v. portfolio optimization

monte-carlo portfolio-optimization modern-portfolio-theory mean-variance multivariate

Feb 19 at 13:01 Community♦ 1

3

4

votes

1

answer

290

views

Monte Carlo (resampling) in m.v. portfolio optimization

monte-carlo portfolio-optimization modern-portfolio-theory mean-variance

Sep 9 at 19:42 Nipper 125

3

votes

1

answer

142

views

Mean-variance portfolio optimization: methods for superior estimates of returns

portfolio-optimization modern-portfolio-theory estimation mean-variance expected-return

Jun 13 '19 at 1:50 develarist 959

1

0

votes

2

answers

233

views

Best practice approach for computing beta

historical-data regression capm beta benchmark

Jun 16 at 23:06 Community♦ 1

0

votes

0

answers

115

views

Deriving Single Index Model (Market Model)

capm sharpe-ratio expected-return market-model

Jun 2 '19 at 12:01 Nipper 125

1

0

votes

2

answers

647

views

Calculate asset allocation given “long and short” optimized portfolio weights

portfolio-optimization modern-portfolio-theory asset-allocation short-selling longshort

Feb 8 '19 at 17:23 Alex C 8,478

Quantitative Finance Stack Exchange works best with JavaScript enabled