Lectures related to Portfolio Optimization: Risk and Return

Related lectures (32)

Coherent Risk Measures: Spectral Approach

Explores coherent risk measures and the spectral approach to risk aversion, covering VaR, ES, subadditivity, convexity, and the creation of new risk measures.

Variance and Covariance: Properties and Examples

Explores variance, covariance, and practical applications in statistics and probability.