<r>I am working through the document here: <URL url="http://www.cfapubs.org/doi/pdf/10.2470/rf.v1995.n4.4453.5On"><LINK_TEXT text="http://www.cfapubs.org/doi/pdf/10.2470/ ... 4.4453.5On">http://www.cfapubs.org/doi/pdf/10.2470/rf.v1995.n4.4453.5On</LINK_TEXT></URL> page 63 (3rd page of the document) ...

I am applying for a role in London. I live in the UK and am a UK citizen.The recruitment agent wants me to send him my photo and a copy of my passport. I am very suspicious of this. Is this unusual? I have never been asked for my passport before.

Suppose I have a random walk.What is the expected range (high price - low price) over a period of time?

Does anyone know where I can download historical price data for Unit Trusts and OEICs?Thanks

<t>Does anyone know where I can get historical daily unit trust and OEIC prices from?Some funds have them on their websites, but not all. But I would prefer a single website that has prices for all unit trusts.I have spent an hour searching the internet but cannot find what I require anywhere. Bloom...

<t>Hello,In normal maximum return/risk portfolio optimisation, we minimiseby taking the natural log and then differentiating.I would like to perform a simular operation, but adding another term, using a different \Sigma_1 and \mu_1. i.e.Following that, I would like to generalise for any number of \S...

<t>Hello,I am trying to get a list of purely price based indicators for stock and index returns. I am only interested in features that are statistically significant, rather than all the unproven/unprovable claims found in most technical analysis publications.So far I found research describing: - 1-2...

Hello,Which fund supermarket has the largest selection of unit trusts which which are single priced and have 0% initial charge?

<r>Hello,I have tried using Lagrange Multipliers, but without luck. I have LaTeXed up how far I have got below: Working from <URL url="http://www.maths.sussex.ac.uk/Staff/QT/FO/Chapter4.doc">http://www.maths.sussex.ac.uk/Staff/QT/FO/Chapter4.doc</URL>, 4.4 The Maximum Return Risk Ratio Portfolio:. I...

For the maximum risk portfolio, the weight vector isw = \How can I modify the equation, so that I have additional constraints, such as setting a particular weight to 0.3?

<t>%% Question% From Gaussian Processes for Machine Learning:% $p(w|y,X) = \frac{p(y|X,w)p(w)}{p(y|X)}$%% I do not know how to show that is true.%% Using Bayes Rule,%% $p(y_A|y_B) = \frac{p(y_A)p(y_B|y_A)}{p(y_B}$%% I get:%% $p(w|y,X) = \frac{p(y,X|w)p(w)}{p(y,X)}$% $=\frac{p(y,X|w)p(w)}{p(y|X)p(X)}...

<t>Hi,I am having trouble modelling a time series for monthly stock data.The monthly returns have negative autocorrelation for a single lag. The correlogram then decays to zero.However, the monthly returns also exhibit a positive autocorrelation to the 12 month total return (the total return over th...

<r>Suppose I have fit an ARFIMA model <URL url="http://en.wikipedia.org/wiki/Autoregressive_fractionally_integrated_moving_averageI"><LINK_TEXT text="http://en.wikipedia.org/wiki/Autoregres ... g_averageI">http://en.wikipedia.org/wiki/Autoregressive_fractionally_integrated_moving_averageI</LINK_TEXT...

QuoteOriginally posted by: ChicagoGuyt+1-t-1=0Thanks for reply ChicagoGuy.On which line of my incorrect working out does your t+t-t-1=0 go? I still don't understand.

<r>I am trying to understand this:<URL url="http://arxiv.org/PS_cache/arxiv/pdf/1107/1107.3364v1.pdfIn"><LINK_TEXT text="http://arxiv.org/PS_cache/arxiv/pdf/110 ... 64v1.pdfIn">http://arxiv.org/PS_cache/arxiv/pdf/1107/1107.3364v1.pdfIn</LINK_TEXT></URL> Equation (2) I get G(1) instead of G(0).What i...