Top network posts

• 48 What is the best way to "fix" a covariance matrix that is not positive semi-definite?
• 37 Which approach dominates? Mathematical modeling or data mining?
• 36 Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors?
• 36 How do you mix quantitative asset allocation with qualitative views?
• 33 What are some useful guidelines for GBM parameters?
• 33 Why does the minimum variance portfolio provide good returns?
• 32 Measures of similarity or distance between two covariance matrices
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