Quantitative Finance
Michael Isichenko's user avatar
Michael Isichenko's user avatar
Michael Isichenko's user avatar
Michael Isichenko
  • Member for 2 years, 7 months
  • Last seen more than a month ago
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answer
7
trading exit strategy
Sep 16, 2021
answer
5
Best books on portfolio construction?
Sep 12, 2021
answer
4
Why techniques for portfolio optimization do not take into account the non-fractionability of stock prices?
Oct 4, 2021
answer
3
Maximum Sharpe ratio and mean-variance optimization
Sep 12, 2021
answer
3
Optimise the Sharpe ratio of a portfolio of uncorrelated assets
Sep 12, 2021
answer
2
Portfolio Optimization constrained to maximum N% of short selling portfolio weights
Sep 12, 2021
answer
2
Kelly Criterion for Multiple Simultaneous Correlated Bets
Oct 10, 2021
answer
2
Kelly Criterion applied to portfolios vs Markowitz MVA
Oct 23, 2021
answer
2
How to find interesting open math problems in quantitative finance that I could publish articles about?
Jul 2, 2023
answer
1
Sources of quant finance / finance puzzles
Jun 24, 2023