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Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

 
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Publication Name: Fama-French Forum

Brief description: Observations, opinion, research and links from financial economists Eugene Fama and Kenneth French.

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Joined: October 5th, 2011

Activity

Fama-French Forum wrote a new blog post titled Bayes Rule Spreadsheet

By KENNETH R. FRENCH Bayes rule is a way to update your model of the world when you have new information. Suppose we are interested in assessing the probability that a specific hypothesis is true. We start with an initial assessment, called our prior, which is based on all the data we have observed, books we have read, and our other life experiences. This post explains how we should update our initial assessment when we observe new data. (Read the full entry)
(120 days ago)

Fama-French Forum wrote a new blog post titled Bayes Rule Spreadsheet

By KENNETH R. FRENCH Bayes rule is a way to update your model of the world when you have new information. Suppose we are interested in assessing the probability that a specific hypothesis is true. We start with an initial assessment, called our prior, which is based on all the data we have observed, books we have read, and our other life experiences. This post explains how we should update our initial assessment when we observe new data. (Read the full entry)
(149 days ago)

Fama-French Forum wrote a new blog post titled Q&A: Are Stock Returns Normally Distributed?

What is the best way to describe the distribution of stock returns—a normal distribution, lognormal, or something else? What should investors do with this information?  (Read the full entry)
(190 days ago)