Most popular posts in 2012 November

1. The guts of a statistical factor model
2. An easy mistake with returns
3. A tale of two returns (posted in 2010)
4. A practical introduction to garch modeling
5. Discovering the quality of portfolio decisions
6. The top 7 portfolio optimization problems
7. The estimation of Value at Risk and Expected Shortfall
8. The basics of Value at Risk and Expected Shortfall
9. What the hell is a variance matrix? (posted in 2010)
10. The mystery of volatility estimates from daily versus monthly returns (posted in 2011)

Most popular posts in 2012

As of 2012 November 30.

1. The top 7 portfolio optimization problems
2. A tale of two returns (posted in 2010)
3. A look at Bayesian statistics
4. A practical introduction to garch modeling
5. A comparison of some heuristic optimization methods
6. The distribution of financial returns made simple
7. The number 1 novice quant mistake (posted in 2011)
8. Market predictions for years 2011 and 2012
9. Beta is not volatility
10. The BurStFin R package

See also

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