account_box
MoneyScience - News and Networking for Quants

 

General Discussion

Owner: MoneyScience

Chat(1-column,chat-window);Activity(1-column,activity);Overview(1-column,description);Discussion Rules(1-column,discussion-rules);Members(1-column,group_members);Discussion(1-column,discussion);Other(1-column,interests,admin_tags);

  1. No inappropriate behavior. Specifically, no personal attacks, threats of violence, slurs/cursing, posting people's private information

  2. Please keep price discussion, speculation, memes and general crypto/exchange commentary to the general discussion areas.

  3. No duplicate threads. Repeated postings will be removed.

  4. No spamming or drive by posting. Spamming will lead to post deletion and a possible ban.

  5. Posts with purposefully misleading titles will be removed.

MoneyScience created Apr 26 2019 11:33
MoneyScience created Apr 26 2019 11:32
MoneyScience created Apr 26 2019 11:31
MoneyScience created Apr 26 2019 11:30
MoneyScience created Apr 24 2019 14:39
MoneyScience created Apr 23 2019 14:37

 

Description:

Post your General Quant Finance questions, queries and updates here.

Brief description: Post your General Quant Finance questions, queries and updates here.

keyboard_arrow_down keyboard_arrow_up
Sep 10 2019 16:04
MoneyScience has started a discussion topic titled “high sensitivity to innovations in aggregate volatility" Sep 10 2019 16:04
Sep 10 2019 16:04 MoneyScience  

Ang, Xing and Zhang (2006) state that "stocks with high sensitivities to innovations in aggregate volatility have low average returns". I am...

keyboard_arrow_down keyboard_arrow_up
Sep 10 2019 15:34
Sep 10 2019 15:34 MoneyScience  

Based on the Fundamental Theorem of Asset Pricing, the risk neutral price of a contingent claim on an asset in a liquid, arbitrage free market can...

 

Tagging powered by
Open Calais

Built with
Spine Platform

Secured by
Donate