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- 17 Discrete returns versus log returns of assets
- 16 Can I use the Cholesky-method for generating correlated random variables with given mean?
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- 13 Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
- 13 PCA model selection using AIC (or BIC)
- 12 How to build a mean reverting basket?
- 12 Is a linear combination of GARCH processes also a GARCH process?
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