Quantitative Finance
Luigi87's user avatar
Luigi87's user avatar
Luigi87's user avatar
Luigi87
  • Member for 3 years, 5 months
  • Last seen more than a month ago
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326
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answers
18
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30
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9
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45
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20
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3
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15
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All Questions Answers
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question
3
how to construct a diversified portfolio based on correlation
Jun 26, 2020
question
3
How to add the effect of skewness in the portfolio optimisation objective function?
Oct 15, 2020
answer
3
Black-Litterman model with only positive weights
May 12, 2021
question
2
Code (Python or R) references for operational risk models (AMA/COM)
Sep 24, 2020
question
2
Can genetic algorithm help in portfolio optimisation when convexity is not verifiable
Oct 30, 2020
question
2
How to optimise Fixed Income portfolio (Yieldbook) based on YTM, duration, rating and exchange rate
Jul 22, 2020
question
1
how to model the volatility of the currency exchange rate
Jul 23, 2020
question
1
Factor model for Gold has low adjusted R2
Aug 13, 2020
question
1
how to relate risk aversion and sharpe ratio in optimisation
Jun 16, 2020
question
1
does oversampling affect the correlation?
Jul 15, 2020

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