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(1)FRM Lecture 2
alexandersurkov
•
12 years ago
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Finance / Banking / Insurance
Tags
matlab
finance
risk management
asset management
portfolio
efficient frontier
markowitz
volatility
modelling
variance
optimisation
mean-variance
market risk
value-at-risk
econometrics
estimation
market expectations
plasma
physics
correlations
rebalancing
dynamic programming
costs
bellman equation
optimization
transaction
market microstructure
execution
bayesian
black-litterman
resampled frontier
bootstrap
monte carlo
historical simulation
var
ewma
time-series
forecast
arch
garch
statistics
standard error
returns
diagnostics
economic growth
macroeconomics
See more