|
Topic |
Type |
Author Name |
Title |
Updated |
Pub Date |
|
Overview, Quant Classroom, -Estimation |
Review |
Attilio Meucci |
'P' Versus 'Q': Differences and Commonalities between the Two Areas of Quantitative Finance |
Apr-11 |
Apr-11 |
|
Quant Classroom, -Aggregation |
Research |
Attilio Meucci |
Return Calculations for Leveraged Securities and Portfolios GARP Risk Professional |
Mar-11 |
Mar-10 |
|
Quant Classroom, -Quest for invariance, -Estimation, -Projection, -Aggregation |
Review |
Attilio Meucci |
Linear vs. Compounded Returns – Common Pitfalls in Portfolio Management |
Nov-10 |
Apr-10 |
|
-Linear factor models, Quant Classroom, -Estimation, -Projection, -Evaluation |
Review |
Attilio Meucci |
Common Misconceptions About 'Beta' - Hedging, Estimation and Horizon Effects |
Oct-10 |
Jun-10 |
|
| 