- Quantitative Finance 5.3k 5.3k 2020 silver badges2828 bronze badges
- Cross Validated 2.1k 2.1k 1515 silver badges2323 bronze badges
- Stack Overflow 355 355 55 silver badges2020 bronze badges
- Science Fiction & Fantasy 221 221 11 silver badge66 bronze badges
- Mathematics 175 175 66 bronze badges
- View network profile
Top network posts
- 19 Discrete returns versus log returns of assets
- 16 Can I use the Cholesky-method for generating correlated random variables with given mean?
- 16 Why do we usually model returns and not prices?
- 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?
- View more network posts →