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Quantitative Finance
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develarist
  • Member for 5 years, 3 months
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  • South Carolina, USA
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question
12
Why is asset volatility easier to estimate than the asset mean if it contains the mean?
Aug 21, 2020
answer
12
What does the concept "standard Markowitz approach" include?
Nov 22, 2019
question
8
How good is the inverse-volatility portfolio?
Apr 14, 2020
question
6
Forecasting volatility farther ahead with autoregressive machine learning
Apr 14, 2020
answer
6
Widely accepted methods for coming up with the co-variance matrix of assets?
Jun 12, 2019
answer
6
What are the most crucial research areas currently in quantitative finance/interesting subfields?
Oct 20, 2020
answer
6
Closed-form analytical solution for Markowitz efficient portfolio without short-selling
Nov 1, 2020
answer
5
What is stopping me from using high leverage on high Sharpe strategies?
Nov 2, 2020
question
5
sub-Gaussian random variables in financial economics
Nov 9, 2020
question
5
Contribution of an asset's variance to portfolio variance
Nov 12, 2020