If returns had infinite variance, would there be a problem bootstrapping information ratios? Background There is a discussion on the Quant Finance group of LinkedIn with the title: "How [...]

Graphs like Figure 1 are reasonably common.  But they are not reasonable. Figure 1: A (log) price series with an explicit guide line. Some have the prices on a [...]

The R/Finance conference happened in Chicago at the end of April.  If, like me, you weren't there, you can still benefit from it because slides from many of the [...]