Statistical Biases in Performance Evaluation

Loading...

您将学习的技能

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

审阅

4.7(468 个评分)
  • 5 stars
    379 ratings
  • 4 stars
    68 ratings
  • 3 stars
    14 ratings
  • 2 stars
    1 ratings
  • 1 star
    6 ratings

Very great introduction to the financial engineering topics. It mainly covers the basics of portfolio management and structured products. Really insightful!

Very insightful course, working in the financial industry can often imagine the material learn't being applied in work environment which is rewarding.

从本节课中
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.

教学方

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

探索我们的目录

免费加入并获得个性化推荐、更新和优惠。