Most popular posts in 2012 April

1. Information flows like water
2. Replacing market indices
3. The top 7 portfolio optimization problems
4. A tale of two returns (posted in 2010)
5. Cross-sectional skewness and kurtosis: stocks and portfolios
6. Three things factor models do
7. Beta is not volatility
8. What the hell is a variance matrix? (posted in 2010)
9. The quality of variance matrix estimation
10. Low (and high) volatility strategy effects

Most popular posts in 2012

As of 2012 April 30.

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

See also

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

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