Masterclass Certificate in Volatility & Portfolio Optimization
-- viewing nowThe 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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Course Details
• Introduction to Volatility & Portfolio Optimization
• Measuring Volatility: Historical vs Implied Volatility
• Portfolio Theory and Modern Portfolio Theory (MPT)
• The Efficient Frontier and Risk Tolerance
• Capital Asset Pricing Model (CAPM) and Beta Estimation
• Black-Litterman Model for Portfolio Optimization
• Risk Parity and Equal Risk Contribution Portfolios
• Volatility Modeling: GARCH and Stochastic Volatility
• Monte Carlo Simulations and Value at Risk (VaR)
• Portfolio Optimization Software and Tools
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