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Changeability of Value at Risk estimators 26 Aug 2013 | 01:58 pm
How does Value at Risk change through time for the same portfolio? Previously There has been a number of posts on Value at Risk, including a basic introduction to Value at Risk and Expected Shortfal...
US market portrait 2013 week 34 24 Aug 2013 | 03:20 pm
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia on 2013 January 5 — see the R commands to scrape the data) The in...
US market portrait 2013 week 33 17 Aug 2013 | 02:44 pm
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia on 2013 January 5 — see the R commands to scrape the data) The in...
US market portrait 2013 week 32 10 Aug 2013 | 03:23 pm
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia on 2013 January 5 — see the R commands to scrape the data) The in...
US market portrait 2013 week 31 3 Aug 2013 | 09:39 pm
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia on 2013 January 5 — see the R commands to scrape the data) The in...
US market portrait 2013 week 30 28 Jul 2013 | 01:45 pm
US large cap market returns. It was pointed out that the problem of ABT showing up as doing poorly for the year because of a stock split at the start of the year had crept back in. That is fixed her...
Portfolio Probe website is back 21 Jul 2013 | 03:15 pm
The impromptu summer holiday of the Portfolio Probe website has now ended. Some details remain before it is back to full strength. Sorry for any inconvenience.
US market portrait 2013 week 29 21 Jul 2013 | 02:28 pm
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia on 2013 January 5 — see the R commands to scrape the data) The in...
US market portrait 2013 week 28 20 Jul 2013 | 10:31 pm
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia on 2013 January 5 — see the R commands to scrape the data) The in...
US market portrait 2013 week 27 20 Jul 2013 | 10:25 pm
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia on 2013 January 5 — see the R commands to scrape the data) The...
