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it's pretty useless as anything other than a "...it's pretty useless as anything other than a "testing your finance knowledge to make yourself feel good" kind of thing. I'm in the top 50 globally, it's been about two years since I took the test (was top 25 at the time, slowly drifting down) and the connections that have been made have been... 2 years 6 months
when you say "Strike Independent: The VIX index...when you say "Strike Independent: The VIX index does not refer to any particular strike in the SPX but to the whole volatility surface. It allows a direct comparison between two different time periods even if the price level of the SPX is significantly different. On any given day, VIX... 2 years 6 months
there's not much behavioral or empirical basis...there's not much behavioral or empirical basis for a lot of things taleb says, such as being long otm options being a profitable strategy 2 years 6 months
this is minor, something happens just about every...this is minor, something happens just about every time a new aircraft is launched. a380 had problems (quite serious as well), 777 had problems, both had some airlines grounding fleets for a little bit. if it's not priced in already then people investing in this stuff are stupid. 2 years 6 months
Anyhow, OP, I strongly recommend http://www.urch....Anyhow, OP, I strongly recommend http://www.urch.com/forums/phd-business/ instead of here. Here you just have too few people who know anything about the process and too many people who will answer without knowing anything for this forum to be useful (not referring to anyone on this thread but this... 2 years 6 months
Lol, that paper in itself should be evidence to...Lol, that paper in itself should be evidence to you of how much work it takes to get published. Look at the acknowledgments section, even with 4 co-authors (though I've listened to Vikas present another paper of his and have a hard time thinking of him as anything but dead weight) they've presented... 2 years 6 months
Ideally, risk in financial terms is covariance...Ideally, risk in financial terms is covariance with your marginal utility of consumption. Depending on how you extend that, you can imperfectly proxy for that with beta or volatility or a number of measures... all are flawed. 2 years 6 months
IlliniProgrammer: And are you serious about "...[quote=IlliniProgrammer][quote]And are you serious about "everyone can crank out an analysis and figure out it there's something publishable"? It takes Hong, Brunnermeier etc. a year or so to go from idea to publication and that's with an army of research assistants and co-authors. It's virtually... 2 years 6 months
I just noticed you also asked about the UK in...I just noticed you also asked about the UK in your first post. So I'll mention that briefly as well. Basically, in the UK, LBS is basically an American school and is the only UK school that ranks really well globally. LSE has a good name in industry but they're very large and not that respected... 2 years 6 months
jackd9999: teenagepirate: (the reason I...[quote=jackd9999][quote=teenagepirate](the reason I mentioned Etula there in the last paragraph is not because he's a retard or anything but because his asset pricing paper was mentioned on Falkenblog yesterday http://falkenblog.blogspot.com/2013/01/is-broker-dealer-leverage-elusive-sdf.html and I... 2 years 6 months