Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
Lecture
Quantitative Risk Management: Linear Strategies
Description
This lecture covers the use of linear strategies in quantitative risk management, focusing on translating signals into portfolio positions and exploiting predictability. It discusses the construction of simple tradable factors and the potential of cross-predictability. The instructor presents empirical results and theoretical frameworks related to asset pricing tests, emphasizing the power of principal portfolio analysis.
Official source
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.