Ashish Batra

 

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finance, statistics

Files Tagged by Ashish					1 - 1 of 1
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09 May 2011		Review of Discrete and Continuous Processes in Finance discrete-time and continuous-time processes for finance, theory and empirical examples Author: Attilio Meucci	finance, statistics, portfolio management, quantitative finance, risk management	34	0

Files Matching Ashish's Watch List					View all 1 - 3 of 3
Updated		File	Tags	Downloads (last 30 days)	Comments	Rating
09 May 2011		Review of Discrete and Continuous Processes in Finance discrete-time and continuous-time processes for finance, theory and empirical examples Author: Attilio Meucci	finance, statistics, portfolio management, quantitative finance, risk management	34	0
09 May 2011		Managing Diversification Entropy-based mean-diversification efficient frontier Author: Attilio Meucci	portfolio management, risk management, quantitative finance, financial engineering, statistics, optimization	41	1	4.0 4.0 | 1 rating
09 May 2011		Estimation of Structured t-Copulas Recursive routine to estimate structured correlation matrix and degrees of freedom Author: Attilio Meucci	finance, modeling, analysis, isotropy, shrinkage, structured correlatio...	12	0

Comments and Ratings Matching Ashish's Watch List			1-1 of 1
Date	File	Comment by	Comments	Rating
25 Oct 2011	Managing Diversification Entropy-based mean-diversification efficient frontier	Amaranta Pannella	Dear Attilio Meucci. I was very interested in your article about diversification. But when I tried to use the code I always have problem of local minima for fmincon in "MaxEntropy" function. how can I solve them? thank you in advance	4