{"id":6350,"date":"2020-08-03T11:34:00","date_gmt":"2020-08-03T11:34:00","guid":{"rendered":"https:\/\/opturo.com\/staging\/?p=6350"},"modified":"2025-11-19T10:24:13","modified_gmt":"2025-11-19T10:24:13","slug":"a-bi-weekly-challenge-from-andre-mirabelli-opturo-8","status":"publish","type":"post","link":"https:\/\/opturo.com\/staging\/a-bi-weekly-challenge-from-andre-mirabelli-opturo-8\/","title":{"rendered":"A bi-weekly challenge from Andre Mirabelli &amp; Opturo"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">How should a performance modeler address the following?<br>For an illiquid, how do you assign\/interpolate returns for each day in a year in a manner that does not misrepresent its daily volatility, when one only knows the returns for each of the four quarters in the year?<\/p>\n","protected":false},"excerpt":{"rendered":"<p>How should a performance modeler address the following?For an illiquid, how do you assign\/interpolate returns for each day in a year in a manner that does not misrepresent its daily volatility, when one only knows the returns for each of the four quarters in the year?<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1360],"tags":[],"class_list":["post-6350","post","type-post","status-publish","format-standard","hentry","category-research-white-papers"],"meta_box":{"file":[],"external_link":""},"_links":{"self":[{"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/posts\/6350","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/comments?post=6350"}],"version-history":[{"count":2,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/posts\/6350\/revisions"}],"predecessor-version":[{"id":6420,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/posts\/6350\/revisions\/6420"}],"wp:attachment":[{"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/media?parent=6350"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/categories?post=6350"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/opturo.com\/staging\/wp-json\/wp\/v2\/tags?post=6350"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}