Non-normal Distributions

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Skills You'll Learn

Risk Analysis, R Programming, Risk Management, Financial Risk, Portfolio (Finance)

Reviews

4.5 (206 ratings)

  • 5 stars
    67.47%
  • 4 stars
    21.35%
  • 3 stars
    5.33%
  • 2 stars
    1.94%
  • 1 star
    3.88%

SM

Sep 4, 2021

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I learnt a lot of concepts and how to implement those concept in R. Highly recommended if you are into technical risk management for financial portfolio.

KS

Jul 10, 2020

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The basic of financial risk management are provided with very clear theoretical background and exercises to learn it practically!

From the lesson

Risk Management under Non-normal Distributions

This module covers how to test for normality of returns, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns are not normally distributed.

Taught By

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    David Hsieh

    Bank of America Professor

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