Estimating the Covariance Matrix with a Factor Model

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4.8 (411 évaluations)

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DB

4 mai 2020

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This course teaches a great approach to portfolio construction. Crisp course content makes learning even more convenient. My sincere regards to the team behind this noble task,

RS

27 févr. 2021

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Great course, nice balance between the theory (which is well explained) and the practical (python jupyter notebooks where you need to explore to gain a good understanding)

Enseigné par

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    Lionel Martellini, PhD

    EDHEC-Risk Institute, Director

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    Vijay Vaidyanathan, PhD

    Optimal Asset Management Inc.

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