Non-normal Distributions

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Skills You'll Learn

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

Reviews

4.5 (163 ratings)
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  • 1 star
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SM
May 31, 2020

I loved this course, I think it was very friendly and of course with an excellent level.\n\nI highly recommend this course

MA
Nov 7, 2020

Awesome introduction course for Risk Management who have some expertise in statistics and finance

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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