Implementation Difficulties with Mean Variance

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Skills You'll Learn

Capital Asset Pricing Model (CAPM), risk measurements, Value at Risk (VaR), Exchange Traded Funds (ETFs), transaction costs-modeling

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From the lesson

Practical Issues in Implementing Mean Variance

Taught By

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    Garud Iyengar

    Tang Family Professor

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    Ali Hirsa

    Professor of Professional Practice

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    Martin Haugh

    Associate Professor of Practice

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