August 1, 2012
Most popular posts in 2012 July A practical introduction to garch modeling A comparison of some heuristic optimization methods Random portfolios versus Monte Carlo The top 7 portfolio optimization [...]
July 5, 2012
The email system still wasn't quite right last time. It should be better now. If so, then the email gang will see this post and will be given the [...]
July 3, 2012
The new system of sending blog posts via email should go live today. Actually it should have gone live yesterday, but I'm a dunderhead. That it didn't go live [...]
July 2, 2012
Most popular posts in 2012 June Variability in maximum drawdown Inferno-ish R A tale of two returns (posted in 2010) Two new, important books on R The top 7 [...]
June 30, 2012
After a few weeks of feed problems with the blog, we are hoping that everything is sorted. In the next few days a choice to receive the blog via [...]
June 28, 2012
Due to problems with Feedburner, we are changing the RSS feed. If you subscribe via RSS, then you will need to resubscribe (after some brief period). Email subscriptions should [...]
June 1, 2012
Most popular posts in 2012 May Portfolio Diversity Random portfolios: 6 steps to a better fund management industry Cross-sectional skewness and kurtosis: stocks and portfolios A tale of two [...]
May 1, 2012
Most popular posts in 2012 April Information flows like water Replacing market indices The top 7 portfolio optimization problems A tale of two returns (posted in 2010) Cross-sectional skewness [...]
April 1, 2012
Most popular posts in 2012 March Beta is not volatility The shadows and light of models A tale of two returns (posted in 2010) The top 7 portfolio optimization [...]
March 1, 2012
Most popular posts in 2012 February What does 'passive investing' really mean The BurStFin R package The distribution of financial returns made simple The top 7 portfolio optimization problems [...]