Masterclass Certificate in Volatility & Portfolio Optimization
-- ViewingNowThe Masterclass Certificate in Volatility & Portfolio Optimization is a comprehensive course that equips learners with essential skills to manage investment risk and optimize portfolio performance. This program covers advanced topics such as modern portfolio theory, volatility modeling, and portfolio optimization techniques.
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Kursdetails
โข Introduction to Volatility & Portfolio Optimization
โข Measuring Volatility: Historical vs Implied Volatility
โข Portfolio Theory and Modern Portfolio Theory (MPT)
โข The Efficient Frontier and Risk Tolerance
โข Capital Asset Pricing Model (CAPM) and Beta Estimation
โข Black-Litterman Model for Portfolio Optimization
โข Risk Parity and Equal Risk Contribution Portfolios
โข Volatility Modeling: GARCH and Stochastic Volatility
โข Monte Carlo Simulations and Value at Risk (VaR)
โข Portfolio Optimization Software and Tools
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