Estimating the Covariance Matrix with a Factor Model

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Avaliações

4.7 (258 classificações)
  • 5 stars
    80.62%
  • 4 stars
    14.72%
  • 3 stars
    3.87%
  • 2 stars
    0.38%
  • 1 star
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KA

Jan 05, 2020

I like the way instructors explained difficult topic and digest it to simple way. The coding side was also impressive. WIth novice background in Python, I would able to understand.

DB

May 05, 2020

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,

Ministrado por

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    Lionel Martellini, PhD

    EDHEC-Risk Institute, Director
  • Placeholder

    Vijay Vaidyanathan, PhD

    Optimal Asset Management Inc.

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