Implementation Difficulties with Mean Variance

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Получаемые навыки

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

Рецензии

4.7 (оценок: 612)
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MU

Aug 23, 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

Nov 20, 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.

Из урока
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.

Преподаватели

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    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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