Implementation Difficulties with Mean Variance

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Skills You'll Learn

Real Options Valuation, Derivative (Finance), Risk Management, Real Options

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4.7 (650 ratings)
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TR
Aug 30, 2020

Great course. It is very useful to get into Financial Engineering Topics. The tests are not easy, so every week presents a challenge that forces you to deeply understand what is being taught.

MU
Aug 22, 2018

One of the best courses available on Coursera! If you're interested in Quantitative Finance or trying to get a good idea of what financial engineering entails, please take this course.

From the lesson
Practical Issues in Implementing Mean Variance
Problems with mean-variance analysis; ETFs and leveraged ETFs; VaR and CVaR for asset allocation; survivorship bias, performance evaluation and other statistical pitfalls.

Taught By

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    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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