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pj


Total Posts: 3373
Joined: Jun 2004
 
Posted: 2017-09-20 12:51
Check your email

The older I grow, the more I distrust the familiar doctrine that age brings wisdom Henry L. Mencken

Maggette


Total Posts: 1003
Joined: Jun 2007
 
Posted: 2017-09-20 13:15
TXH!

Ich kam hierher und sah dich und deine Leute lächeln, und sagte mir: Maggette, scheiss auf den small talk, lass lieber deine Fäuste sprechen...

Cheng


Total Posts: 2847
Joined: Feb 2005
 
Posted: 2017-09-20 17:27
Can you provide an exec summary of the contents (hint: "I threw dice")? Smiley

"He's man, he's a kid / Wanna bang with you / Headbanging man" (Grave Digger, Headbanging Man)

pj


Total Posts: 3373
Joined: Jun 2004
 
Posted: 2017-10-10 12:15
Kirk, E. (1995) Correlation in the Energy Markets. Managing Energy Price Risk. Risk Publications and Enron, London, 71-78.

Anyone?
I will take a whole book gladly.

The older I grow, the more I distrust the familiar doctrine that age brings wisdom Henry L. Mencken

rftx713


Total Posts: 100
Joined: May 2016
 
Posted: 2017-10-10 17:54
Are you looking for a snippet of that book?

pj


Total Posts: 3373
Joined: Jun 2004
 
Posted: 2017-10-10 20:08
@rftx73
Yes.

The older I grow, the more I distrust the familiar doctrine that age brings wisdom Henry L. Mencken

rftx713


Total Posts: 100
Joined: May 2016
 
Posted: 2017-10-11 00:27
what's a good email for you

pj


Total Posts: 3373
Joined: Jun 2004
 
Posted: 2017-10-11 11:09
the one in the profile
ccoderproject at gmail.com

The older I grow, the more I distrust the familiar doctrine that age brings wisdom Henry L. Mencken

Cheng


Total Posts: 2847
Joined: Feb 2005
 
Posted: 2017-10-13 13:57
Does anyone have the latest Albert "Dr. Doom" Edwards?

"He's man, he's a kid / Wanna bang with you / Headbanging man" (Grave Digger, Headbanging Man)

FitzBilly


Total Posts: 1
Joined: Oct 2017
 
Posted: 2017-10-31 16:05
Does anyone have:

Jussa, J., Z. Chen, Y. Luo, R. Cahan, and M. Alvarez, 2011a, “Canada Quant: Technically Savvy Alpha”, Deutsche Bank Quantitative Strategy, 06 May 2011

Would be very much appreciated - thanks!

QuantumFinancier


Total Posts: 1
Joined: Dec 2011
 
Posted: 2017-11-11 03:00
Those papers have been asked here before, I'd appreciate if anybody could send them my way if anybody has them.

Jamshidian, F., ‘‘Corralling Quantos,’’ Risk, March (1994): 71–75.
Reiner, E., ‘‘Quanto Mechanics,’’ Risk, March (1992), 59–63.

Thanks

day1pnl


Total Posts: 11
Joined: Jun 2017
 
Posted: 2017-11-15 20:14
Does anyone have

International Financing Review, "Longevity gets standardised" ?

Would be appreciated - thanks.

radikal


Total Posts: 259
Joined: Dec 2012
 
Posted: 2017-11-16 06:34
Anyone have this OG Espen piece lying around?

E. G. Haug. The options genius. W****tt, July, 2001

There are no surprising facts, only models that are surprised by facts

purbani


Total Posts: 91
Joined: Apr 2005
 
Posted: 2017-11-23 15:36
Hi All

Does anyone have OpenAthens access to "Inverse analysis of geomechanical parameters by the artificial bee colony algorithm and multi-output support vector machine" by any chance ?

Many thanks,

PU

EspressoLover


Total Posts: 285
Joined: Jan 2015
 
Posted: 2017-11-23 16:07
@purbani

It's on SciHub. (Always worth checking for these things)

http://sci-hub.bz/10.1080/17415977.2016.1178257

Good questions outrank easy answers. -Paul Samuelson

purbani


Total Posts: 91
Joined: Apr 2005
 
Posted: 2017-11-24 11:04
Multo Grazie - I didn't know about that one - usually get my fix at http://gen.lib.rus.ec/search.php?req=The+Flaw+of+averages&open=0&view=simple&phrase=1&column=def

eye51


Total Posts: 199
Joined: Oct 2004
 
Posted: 2017-11-29 13:17
Hi,

Does anyone have one or more papers where the performance of equity portfolio's, using a top-down multi-factor/style allocation is compared to bottom-up Multi-factor portfolio's ?

Most papers I can find compare one of above to market-cap but with eachother.

I have found some papers but would like more if possible :)

papers I found are:

"Long-Only Style Investing: Don’t Just Mix, Integrate" (AQR)
"Factor construction framework and market update" (MFS)
"Factor investing: building balanced factor portfolios" (invesco)
"Can the sum be more than the sum of parts..." (SSGA)
"Accounting for cross-factor interactions in ...." (Scientific Beta)

regards,
Eye

Peace means reloading your guns

granchio


Total Posts: 1540
Joined: Apr 2004
 
Posted: 2018-01-10 18:56
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2871169?

Do we know if part of the $73 goes to the author? if so, I'll do that.

"Deserve got nothing to do with it" - Clint

Cheng


Total Posts: 2847
Joined: Feb 2005
 
Posted: 2018-01-12 08:29
Looks like it doesn't work anymore.

"He's man, he's a kid / Wanna bang with you / Headbanging man" (Grave Digger, Headbanging Man)

HankScorpio


Total Posts: 468
Joined: Mar 2007
 
Posted: 2018-01-13 06:32
Try it without the "?" suffix.

frolloos


Total Posts: 22
Joined: Dec 2007
 
Posted: 2018-02-05 08:00
Does anyone have "Behind the mirror", by Andreasen, published in Risk mag Nov 2001?

pj


Total Posts: 3373
Joined: Jun 2004
 
Posted: 2018-02-05 12:57
>Does anyone have "Behind the mirror", by Andreasen, published in Risk mag Nov 2001?
well, might be Cool

The older I grow, the more I distrust the familiar doctrine that age brings wisdom Henry L. Mencken

frolloos


Total Posts: 22
Joined: Dec 2007
 
Posted: 2018-02-06 02:14
@pj

if you happen to find the paper behind your mirror, I'd be much obliged if you'd send it to frolloos at yahoo dot com :)

thanks


frolloos


Total Posts: 22
Joined: Dec 2007
 
Posted: 2018-02-06 02:14
dbl post


TSWP


Total Posts: 395
Joined: May 2012
 
Posted: 2018-02-06 11:48
Does anyone have access to this?

Minimum-cost portfolio insurance
C.D.Aliprantis D.J.Brown J.Werner

Thanks!
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