Casual notes on quant finance, asset pricing & the things I'm into

HOME
CATEGORIES
TAGS
ARCHIVES
PROJECTS
ABOUT

Home Tags convex-optimization

Tag

convex-optimization 1

Numerical Optimization: a 101 Refresh and Further Feb 28, 2023

Recently Updated

Anchor Your Forecast the Bayesian Way
The Practical Side of Black-Litterman and More
From Volatility to Maximum Drawdown
Holding Discipline for Drawdown Control
Oh, VIX!

Trending Tags

optimization risk asset-allocation bayesian black-litterman drawdown factor-zoo nowcasting asset-pricing convex-optimization

© 2026 Ruitao Wang. Some rights reserved.

Using the Chirpy theme for Jekyll.

Trending Tags

optimization risk asset-allocation bayesian black-litterman drawdown factor-zoo nowcasting asset-pricing convex-optimization

A new version of content is available.