Expected shortfall

Applied sciences
Business
Business administration
Risk management

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (23)

Page 2 of 3

Risk Measures: VaR and ES

Explores Value-at-Risk and Expected Shortfall as key risk measures in financial risk management.

Portfolio Optimization: Risk and Return

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

Principles of Finance: CAPM and Portfolio Management

Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

Principles of Finance: Efficient Portfolios and Risk Management

Explores efficient portfolios, risk management, and the CAPM model in finance.

Aggregate Risk: Coherent Risk Measures

Explores the importance of aggregate risk and coherent risk measures, including their interpretation and implications.

Financial Time Series: GARCH Processes

Covers GARCH processes for financial time series analysis.

Quantitative Risk Management: Volatility Modeling

Covers volatility modeling in risk management, including ARMA, ARCH, GARCH models, causal representation, and forecasting.

Capital Asset Pricing Model: Applications and Implications

Explores the practical applications and implications of the Capital Asset Pricing Model in finance, including estimating betas and calculating expected returns.

Risk Analysis in Project Management

Explores risk analysis in project management, focusing on measuring, managing, and minimizing risks to achieve project success.

Stock Return Prediction

Covers challenges and techniques for stock return prediction using supervised learning.