<t>Thanks for the answer! I am no expert too, just came across one strategie, that, in my opinion, incoherently mingles investment horizons. Moreover, it looks like BL views impose changes not only on expected returns but also on their covariance matrix. As you rightly notice, this is one periode op...

<t>BL correction of the expected excess return with the following mean-variance optimisation is an open system, open, in particular, to views. Does the views horizon have to be the same as the horizon of the equilibrium returns? The same question concerns the views uncertainty: does its horizon have...

Aaron,you always bring some light with you. This is wonderfull! Thank you!

<t>QuoteOriginally posted by: NoniusQuoteOriginally posted by: yarskyQuoteOriginally posted by: NoniusQuoteOriginally posted by: yarskyQuoteOriginally posted by: NoniusI have several years experience in risk management (as well as years experience as a desk quant). I can tell you that, since risk ma...

<t>QuoteOriginally posted by: NoniusQuoteOriginally posted by: yarskyQuoteOriginally posted by: NoniusI have several years experience in risk management (as well as years experience as a desk quant). I can tell you that, since risk management is (possibly incorrectly) viewed as a cost center, the mo...

<t>QuoteOriginally posted by: NoniusI have several years experience in risk management (as well as years experience as a desk quant). I can tell you that, since risk management is (possibly incorrectly) viewed as a cost center, the motives of the various personalities in risk management are far from...

<t>Hello,I'd lke to know what is the range of a risk manager activity? What is it a risk manager is supposed to do when he is a risk manager in financial risk not operational? There may be certainly particularities depending on a firm size, country, etc., but what is a core activity of this professi...

<t>Thanks slevin,in fact - the research. The only positive statement about the cornea grown out of cell culture that I found on the web, came from Canada (and not, paradoxically, from France or the US). But it's not in the production state yet. Today if one needs a cornea transplant, one needs to wa...

Thank you, Aaron.

yasgirlthanks a lot for the suggestion. Actually, i searched 'guy offret'. Not much information on him and his research. BUT: when i searched in french 'cornée artificiele' ....paradoxically, much more results than in english. Anyway, thanks.

Pete,nothing. Be a good boy, say something useful, if you know.

Folks, I can not believe n'one has nothing to say on this heartbraking topic...I'd ruther post it on technical forum...

Hello,does anybody know the state of research on/production of artificial cornea for eye surgery? Any information would be greatly appreciated.Thanks

FDAX i assure you there are places where it's already monday lunchtime.

<t>Hello,I understand a mathematical formalism behind model calculation of greeks and other sensibilities. But i do not perfectly understand a mathematical formalism behind their statistical calculation, that is using regression of the instrument price increments on powers of increments of independe...