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grandslam
"what's the value in investment tho" aka "profitable investing with value" 👬
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Dash between five/six and factor
#74
victorandree
closed
6 years ago
0
Colours in graphs grayscale
#73
gustafsoldan
opened
7 years ago
0
CDB standard errors
#72
gustafsoldan
closed
7 years ago
0
Add more to threshold interpretation?
#71
gustafsoldan
closed
7 years ago
0
Include graphs of standardized cumulative gross returns to some annual vol.
#70
gustafsoldan
closed
7 years ago
0
CDB rework, as MV
#69
gustafsoldan
closed
7 years ago
0
Comment on VaR, ES, MDD, Skew, Kurtosis
#68
gustafsoldan
closed
7 years ago
0
Sharpe ratios over time
#67
victorandree
closed
7 years ago
0
Landscape for weight graphs
#66
victorandree
closed
7 years ago
0
Cumulative return plots, account for MOM craziness.
#65
victorandree
closed
7 years ago
0
Unify MV and CDB presentation
#64
victorandree
closed
7 years ago
0
Factor Ordering
#63
victorandree
closed
7 years ago
1
Sharpe Ratios over Time
#62
victorandree
closed
7 years ago
1
Threshold plots
#61
victorandree
closed
7 years ago
1
Final solution to captions, for figures and tables
#60
victorandree
closed
7 years ago
1
Add sources for equal weights as a strategy
#59
gustafsoldan
closed
7 years ago
4
Introduction needs to be more extensive
#58
gustafsoldan
closed
7 years ago
0
What is the motivation to look at RMW separately?
#57
gustafsoldan
closed
7 years ago
0
MV graphs should have subcaptions
#56
victorandree
closed
7 years ago
0
The point of equal weights - show that HML and CMA should not be equally weighted
#55
gustafsoldan
closed
7 years ago
0
OOS in CDB, how
#54
gustafsoldan
closed
7 years ago
2
Rolling threshold robustness check
#53
gustafsoldan
closed
7 years ago
3
Agnostisk read
#52
gustafsoldan
closed
7 years ago
0
Role of RMW
#51
gustafsoldan
closed
7 years ago
0
Motivate why this copula
#50
gustafsoldan
closed
7 years ago
0
Redo 5
#49
victorandree
closed
7 years ago
0
Copula stuff to Literature Review
#48
victorandree
closed
7 years ago
2
Second simulated threshold correlations graph
#47
victorandree
closed
7 years ago
0
Throw out mean equations from MV optimizer
#46
victorandree
closed
7 years ago
1
MV Weights and Performance
#45
victorandree
closed
7 years ago
1
Infographic matrix for results_mv copula interpretation
#44
gustafsoldan
closed
7 years ago
0
MV results
#43
gustafsoldan
closed
7 years ago
3
Fama French Regressions
#42
gustafsoldan
closed
7 years ago
0
2016-11-09
#41
gustafsoldan
closed
7 years ago
0
2016-11-02
#40
gustafsoldan
closed
7 years ago
1
Reverse threshold correlations
#39
victorandree
closed
7 years ago
1
Are we doing Quasi-Maximum Likelihood?
#38
victorandree
closed
7 years ago
0
Correlation vs threshold correlation, scatter or explain?
#37
gustafsoldan
closed
7 years ago
0
Threshold Correlations on GARCH stdresid with symmetric t and Gaussian errors
#36
victorandree
closed
7 years ago
4
Overall method story
#35
gustafsoldan
closed
7 years ago
1
Quantile time plot
#34
victorandree
closed
7 years ago
3
1) Mean-variance see what happens to SR, skew, MDD
#33
gustafsoldan
closed
7 years ago
4
Third hypothesis is too specific. How can we modify this? Should we drop it?
#32
gustafsoldan
closed
7 years ago
0
Can we replace the trend with 1) time trend or 2) business cycle dummy 3) GDP growth rate
#31
gustafsoldan
closed
7 years ago
0
Out-of-sample evaluating different copulae and GARCH?
#30
gustafsoldan
closed
7 years ago
0
Mean-variance investing.
#29
gustafsoldan
closed
7 years ago
0
Factor correlations surge in bad times, when diversification is needed the most
#28
gustafsoldan
closed
7 years ago
2
Does HML really attract more capital? Can we back this up?
#27
gustafsoldan
closed
7 years ago
1
Prove volatility clustering and leverage effects in marginal series
#26
gustafsoldan
closed
7 years ago
3
GARCH fits
#25
gustafsoldan
closed
7 years ago
4
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