Using Scenarios for Optimizing Under High Uncertainty, Sensitivity Analysis and Efficient Frontier (Modeling Risk and Realities)

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Получаемые навыки

Summary Statistics, Financial Modeling, Diversification (Finance), Investment

Рецензии

4.6 (оценок: 383)
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MK

Apr 30, 2020

Teachers have done an excellent job in explanations. I would recommend this course to many.\n\nSometimes the exercises require very precise answering which is quite frustrating.

GK

Nov 07, 2017

This was a great opportunity to get practical experience about calculating the optimal risky portfolio as well as understanding the importance of Portfolio Diversification.

Из урока
Step 3: Creating an optimal risky portfolio on the efficient frontier

Преподаватели

  • Richard Lambert

    Richard Lambert

    Professor of Accounting
  • Robert W. Holthausen

    Robert W. Holthausen

    Professor
  • Don Huesman

    Don Huesman

    Managing Director, Wharton Online
  • Richard Waterman

    Richard Waterman

    Professor of Statistics

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