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上海财经大学金融学院讲席教授、博士生导师
[LSV Asset Management ](https://www.lsvasset.com/)Lakonishok, Shleifer, Vishny 伊利诺伊大学、哈佛大学和芝加哥大学
2002年,丹尼尔·卡尼曼因“前景理论”获诺奖;
2013年,罗伯特·席勒获奖因“市场可预测理论”获诺奖;
2017年,理查德·塞勒因“人的有限…
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I was looking through the AKFIN production tables and realized that we include crab estimates in our public-facing data sets (see reproduced code chunks below).
I propose...
#### Short-term: Re…
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Wall of build warnings from HiGHS, see scipy/HiGHS#65 - from a brief look it looks like at least some of these have been fixed upstream, e.g. https://github.com/ERGO-Code/HiGHS/issues/989.
Edit: th…
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tschm updated
11 months ago
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See current status of https://www.chaitjo.com/markowitz/
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Hi, thanks for sharing your work. I am getting the following error and I cannot figure it out if you have any ideas. I already replaced ix by loc and min_ret = Parameters(nonneg=True):
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I have installed BEAGLE v3.1.0 and am trying to run BEAST.
BEAGLE seems to have been installed correctly:
```
(base) campbellmcgarvey@Campbells-MacBook-Air build % make test
Running tests...
Te…
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Use Ipopt, Mosek, Gurobi, Knitro to solve SOCP and exponential cones (Gurobi only SOCP). Progress status for text only:
- [x] Economic order quantity
- [x] The Kelly Criterion
- [x] Markowitz por…
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