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applications for risk management through computational portfolio construction methods

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salimt/Finance-and-Risk-Management-Algorithms

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notes and practical hands-on applications for risk management through computational portfolio construction methods

REPOS

Topics:

  1. Returns and Value at Risk
  2. Portfolio Optimization
  3. Beyond diversification
  4. Asset-Liability Management

Topics:

  1. Style & Factors
  2. Robust estimates for the covariance matrix
  3. Robust estimates for expected returns
  4. Portfolio optimization in practice
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