Gundu Kulks
Tuesday, September 11, 2012
Managing Diversification by Attilio Meucci :: SSRN
Managing Diversification by Attilio Meucci :: SSRN
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
Blog Archive
►
2013
(49)
►
November
(5)
►
September
(3)
►
May
(4)
►
April
(14)
►
March
(5)
►
February
(8)
►
January
(10)
▼
2012
(87)
►
December
(3)
►
November
(2)
►
October
(2)
▼
September
(10)
How much of Kelly to bet
cointegration bible - Quantitative Finance Beta - ...
Optimal Hedging using cointegration
Identify Mean Reverting Portfolios using Cointegra...
correlation - cointegration applied to Portfolio C...
honey I shrunk the covariance matrix - shrinkage
Managing Diversification by Attilio Meucci :: SSRN
Equity Risk Model Using PCA - Quantitative Finance...
Correlation Trading Facts_and_Challenges
TARP Warrants: Hidden Value Among the Mega-Banks -...
►
August
(19)
►
July
(10)
►
June
(9)
►
May
(6)
►
April
(4)
►
March
(5)
►
February
(12)
►
January
(5)
►
2011
(78)
►
December
(5)
►
November
(6)
►
October
(4)
►
September
(7)
►
August
(3)
►
June
(1)
►
May
(3)
►
April
(9)
►
March
(17)
►
February
(6)
►
January
(17)
►
2010
(86)
►
December
(1)
►
November
(6)
►
October
(18)
►
September
(39)
►
August
(1)
►
June
(2)
►
April
(19)
►
2009
(17)
►
October
(1)
►
March
(7)
►
February
(9)
►
2007
(6)
►
April
(1)
►
February
(5)
No comments:
Post a Comment