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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
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ewma
time-series
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garch
statistics
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returns
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(22)Recomendaciones
(1)FRM Lecture 2
alexandersurkov
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Hace 12 años
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Sector
Finance / Banking / Insurance
Etiquetas
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
Ver más