Skip to main content
rhaskett's user avatar
rhaskett's user avatar
rhaskett's user avatar
rhaskett
  • Member for 10 years, 10 months
  • Last seen more than a month ago
  • San Francisco, United States
1 vote
1 answer
586 views

Simulating Correlated Stock Returns in Python (SciPy)

0 votes
1 answer
136 views

Closed Form Solution for Implied Risk Aversion with Two Assets under Quadratic Utility

4 votes
0 answers
220 views

Is Ledoit-Wolf Shrinkage with a Constant Correlation Prior Reasonable for a Stock/Bond Mix?

4 votes
1 answer
2k views

Implied Equilibrium Returns Example

1 vote
0 answers
24 views

Simulating Taxed Equity Return Series (U.S.)

2 votes
1 answer
707 views

Return Contribution for Annual Returns

2 votes
1 answer
95 views

Historical Neighborhood Level Housing Data Source?

1 vote
0 answers
51 views

Quantitative Business Cycle Investing

5 votes
1 answer
394 views

Tests for Mean Reversion in a Portfolio Rebalancing

4 votes
1 answer
141 views

Sum of two GARCH(1,1) Models

5 votes
4 answers
14k views

Multivariate GARCH in Python

1 vote
0 answers
52 views

Portfolio Hedging under Uncertain Correlations

7 votes
1 answer
3k views

Sharpe Maximization under Quadratic Constraints

4 votes
1 answer
977 views

Markowitz Mean-Variance Implied Returns

1 vote
1 answer
1k views

Calculating Variance Explained from PCA Loadings

4 votes
4 answers
2k views

Robust Returns-Based Style Analysis