December 30, 2013
Highlights of the blog over the past year. Most popular posts The posts with the most hits during the year. A practical introduction to garch modeling (posted in 2012) A [...]
December 23, 2013
Additional views of the stability of skewness and kurtosis of equity portfolios. Previously A post called "Four moments of portfolios" introduced the idea of looking at the stability of [...]
November 1, 2013
Most popular posts in 2013 October On smart beta The look of verifying data Quant finance blogs A practical introduction to garch modeling (posted in 2012) The top 7 portfolio [...]
July 21, 2013
The impromptu summer holiday of the Portfolio Probe website has now ended. Some details remain before it is back to full strength. Sorry for any inconvenience.
May 1, 2013
Most popular posts in 2013 April A practical introduction to garch modeling (posted in 2012) A tale of two returns (posted in 2010) Stock-picking opportunity and the ratio of [...]
December 31, 2012
Highlights of the blog over the past year. Most popular posts The posts with the most hits during the year. The top 7 portfolio optimization problems A tale of [...]
December 1, 2012
Most popular posts in 2012 November The guts of a statistical factor model An easy mistake with returns A tale of two returns (posted in 2010) A practical introduction [...]
November 1, 2012
Most popular posts in 2012 October Review of "R For Dummies" Annotations for "R For Dummies" A practical introduction to garch modeling S&P 500 correlation up to date A [...]
October 1, 2012
Most popular posts in 2012 September A look at Bayesian statistics Horses and volatility A practical introduction to garch modeling Review of "Numerical Methods and Optimization in Finance" by [...]
September 1, 2012
Most popular posts in 2012 August Highlights of R in Finance 2012 A comparison of some heuristic optimization methods A practical introduction to garch modeling Another comparison of heuristic [...]