Merci pour la news, durdur de se classer avec du beau monde... ;)

ouai c est klr surtout que j ai pas trop gazé en plus m enfin je me suis quand meme bien rincé les yeux c est pas le meme sport quoi :)

I wonder whehter decay of the risk adjusted risk adjusted expected return portfolio alpha minus ex-ante portfolio (tracking) variance times risk aversion can be estimated in similar manner. Investment decisions are guided by maximising this quantity and the longevity of these decisions are of practical importance. In particular, this extension is interesting for the Long-Short case.

Ely,Thanks. Yes, certainly uiittly could be examined rather than just return. It's an (insignificant) increase in computing but the principle would be precisely the same. You are asking for ex-ante variance but ex-post would also be a possibility (for long enough time periods).

Paul Gibbons The Council approved the pueiqment rules in conjunction with the ski industry , I call Bullshit on that right now. There is ABSOLUTELY no way all the ski manufacturers in the FIS pool could have come to an agreement on something that most vendors don't want to do. Additionally, I think the University of Salzburg's data is WACKED. There is not enough data (even longevity of sample)to support any type of conclusion such as they are recommending. If these guys aren't replaced by the 2013 season say goodbye to future racers. I am a fan and a Father with an aspiring 9 yr old girl racer. BTW Council, you try and tell me to shut up with your BLASPHEMY , I'll get our buddies over at Anonymous to send some BLASPHEMY your way. You can't tell someone what they can and cannot say.