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Questions related from Patrick Bezzina
My use case is I have a dataset consisting of stock returns of S&P 500 Index stocks over a period and I also have the Index returns over the same period. The problem is a regression problem...
03 October 2020 1,554 3 View
I have a set of Sharpe Ratios collected from various models and I would like to check whether these are statistically significantly different from each other. Have seen that many research papers...
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I have a universe of N assets from which I need to optimally find the weights of (pre-set) K assets which produce the best Sharpe Ratio (fitness function). Any links/references to research papers...
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