Implementation Difficulties with Mean Variance

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Destrezas que aprenderás

Real Options Valuation, Derivative (Finance), Risk Management, Real Options

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4.7 (620 calificaciones)
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MU
22 de ago. de 2018

One of the best courses available on Coursera! If you're interested in Quantitative Finance or trying to get a good idea of what financial engineering entails, please take this course.

DL
19 de nov. de 2015

This course is challenging and the skills learnt are valuable. The materials are well-made and formulas well-defined. I hope they provide more practice quizzes.

De la lección
Practical Issues in Implementing Mean Variance
Problems with mean-variance analysis; ETFs and leveraged ETFs; VaR and CVaR for asset allocation; survivorship bias, performance evaluation and other statistical pitfalls.

Impartido por:

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    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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