Most popular posts in 2012 March

1. Beta is not volatility
2. The shadows and light of models
3. A tale of two returns (posted in 2010)
4. The top 7 portfolio optimization problems
5. Low (and high) volatility strategy effects
6. The quality of variance matrix estimation
7. The BurStFin R package
8. Realized efficient frontiers
9. A minimum variance portfolio in 2011
10. 4 and a half myths about beta in finance (posted in 2011)

Most under-valued in March

• Review of “The Origin of Financial Crises” by George Copper

This is a well-written, entertaining book about an exceedingly important topic that is ignored too much.

Most popular posts in 2012

As of 2012 March 31.

1. The top 7 portfolio optimization problems
2. A tale of two returns (posted in 2010)
3. A slice of S&P 500 skewness history
4. The distribution of financial returns made simple
5. Review of “Models. Behaving. Badly.” by Emanuel Derman
6. What does ‘passive investing’ really mean
7. The BurStFin R package
8. Beta is not volatility
9. The shadows and light of models
10. Market predictions for years 2011 and 2012

See also

• Popular posts 2012 February
• Blog year 2011 in review
• Blog year 2010 in review

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