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Quantitative Finance
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Nipper's user avatar
Nipper's user avatar
Nipper
  • Member for 6 years, 10 months
  • Last seen more than 2 years ago
  • Italy
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359
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5
answers
14
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About

Banking and finance undergraduate.

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11
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58
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9
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47
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Top posts

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question
5
Quasi Random Monte Carlo in m.v. portfolio optimization
Sep 9, 2019
question
4
Methods for superior estimates of returns in m.v. portfolio optimization
May 19, 2019
question
4
Monte Carlo (resampling) in m.v. portfolio optimization
Aug 22, 2019
question
3
Deriving the risk-aversion coefficient
Mar 24, 2021
question
2
A Bayesian-Stein based expected return estimator by J.P. Morgan
May 27, 2021
question
2
Mean Absolute Deviation in m.v. portfolio optimization
Dec 20, 2020
question
2
Downside deviation (semivariance) in m.v. portfolio optimization
Jan 5, 2021
answer
2
Mean-EVaR efficient frontier
Feb 12, 2022
question
2
Compute allocation given long-short portfolio weights
Jan 7, 2019
question
2
James-Stein estimator for superior estimates of returns in m.v. portfolio optimization
Jul 8, 2020

Top network posts

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7
scipy.minimize - "TypeError: numpy.float64' object is not callable running"
5
ValueError while applying lambda expression to elements of an array