Risk-Based Investing & Asset Management

It is an advanced course in asset management (theory and applications). The course is given at the University of Evry/Paris-Saclay.


Description


Materials


References

  1. Portfolio optimization
  2. Risk Budgeting
  3. Smart Beta, Factor Investing and Alternative Risk Premia
  4. Green and Sustainable Finance, ESG Investing and Climate Risk
  5. Machine Learning in Asset Management

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