Most popular posts in 2012 May

1. Portfolio Diversity
2. Random portfolios: 6 steps to a better fund management industry
3. Cross-sectional skewness and kurtosis: stocks and portfolios
4. A tale of two returns (posted in 2010)
5. Asset correlations with minimum variance portfolios
6. The top 7 portfolio optimization problems
7. The quality of variance matrix estimation
8. Correlations and positive-definiteness
9. Exponential decay models
10. Realized efficient frontiers

Most popular posts in 2012

As of 2012 May 31.

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. Market predictions for years 2011 and 2012
9. What does ‘passive investing’ really mean
10. The number 1 novice quant mistake (posted in 2011)

See also

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

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