Using Factor Models to Estimate Expected Returns

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4.7 (66 ratings)
  • 5 stars
    51 ratings
  • 4 stars
    12 ratings
  • 3 stars
    3 ratings
FC

Jan 13, 2020

Enjoyed the part on the implementation of the Black-Litterman model and the Risk Parity portfolios. Looking forward to the third course.

KR

Nov 06, 2019

Very demanding, especially the tests. Extremely interesting lectures and to the point.

Taught By

  • Lionel Martellini, PhD

    Lionel Martellini, PhD

    EDHEC-Risk Institute, Director
  • Vijay Vaidyanathan, PhD

    Vijay Vaidyanathan, PhD

    Optimal Asset Management Inc.

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