COMPUTATIONAL FINANCE
Corso
A Padova
Hai bisogno di un coach per la formazione?
Ti aiuterà a confrontare vari corsi e trovare l'offerta formativa più conveniente.
Descrizione
-
Tipologia
Corso
-
Luogo
Padova
The exam will be given in the form of a group homework. Each group (a team), will receive, at a beginning of the course (groups will be formed within the first two weeks of lectures), a list of tasks pointing at computational finance questions. Each team will have to coordinate activities, inducing team members to interact. During the exam session, each team will show results in the form of a presentation. Each team member must have full knowledge of the presentation and of the analyses performed by the team and of the main findings.
Sedi e date
Luogo
Inizio del corso
Inizio del corso
Opinioni
Programma
2. Basic Asset Allocation: Markowitz with and without the risk free; Markowitz under standard constraints.
3. Advanced Asset Allocation: Risk Budgeting; non-linear and cardinality constraints; penalization methods in the asset allocation framework;the Michaud approach for resampling; Black-Litterman model; Chow-Kritzman model.
4. Backtesting and performance evaluation.
Hai bisogno di un coach per la formazione?
Ti aiuterà a confrontare vari corsi e trovare l'offerta formativa più conveniente.
COMPUTATIONAL FINANCE