Tuesday, November 4, 2014

What statistical models do you guys use to optimize your return?


First time poster here, I hope I'm in the right place. I've recently been conducting research into the Markowitz Model, which I understand is quite rudimentary. I have also been looking into Conditional Value at Risk models and Stochastic Second Order Dominance Models. My understanding of these is still rather basic however I thought I would come here in order to see where you guys stand on these things. Thanks for any feedback or responses!







Submitted November 04, 2014 at 08:04AM by mclarke93 http://ift.tt/1ofABSd

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