Using Factor Models to Estimate Expected Returns

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4.7 (86 ratings)
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NN

Mar 07, 2020

Very interesting course with a lot practice stuff. A very proficient mentors with strong theoretical background in finance and good Python skills.

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.

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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