Quantitative Finance Collector is a blog on Quantitative finance analysis, financial engineering methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management. Please help us spread the word:
Tags：portfolio
| Title | Added by | Added on |
| [Paper Review] Liquidity-Driven Dynamic Asset Allocation | abiao | 2013/05/01 |
| [Paper Review] A Constant-Volatility Framework for Managing Tail Risk | abiao | 2013/01/31 |
| [Paper Review] CVA and Wrong-Way Risk | abiao | 2012/08/20 |
| [Paper Review] Recovering Index Implied Volatility Skew Week in Review | abiao | 2012/06/12 |
| [Review] Selected Papers of Third Day Conference 12162011 | abiao | 2011/12/21 |
| [Paper Review] Constructing 130/30 Portfolios with the Omega Ratio | abiao | 2011/06/03 |
| [Paper Review] Combined Portfolio Construction Strategies | abiao | 2010/11/09 |
| [Others] Maximize Sharpe Ratio or Geometric Mean? | abiao | 2010/09/23 |
| [Code » R/Splus] Extra moments measure | abiao | 2008/12/16 |
