Month: July 2013 (Page 1 of 3)
Here is a method to see if the implied returns on assets from strategic allocations in the mean variance optimization framework agree with your beliefs.
Loss aversion is a behavioral phenomenon whereby we dwell on our losses and reduce our risk. Reducing this bias can lead to better long-term outcomes.
Detecting jumps in asset prices is important for robust parameter estimation, especially when estimating volatility.
This weekly wrap highlights some major market events from the past week including FED policy, Japan, Eurozone debt, and low bond valuations.
