Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage
About this deal
Jérôme Gava and Julien Turc. " The Properties of Alpha Risk Parity Portfolios." Entropy. 24/1 (2022).
Quantitative Portfolio Management, Graduate Certificate Quantitative Portfolio Management, Graduate Certificate
Department of Molecular Microbiology & Immunology Toggle Department of Molecular Microbiology & Immunology Most of the adjustment trades have been done and a renewed PCF is sent to the ETF dealing community.Commonly used factors in quantitative analyses include value, momentum, size, quality, and volatility.
Quantitative Portfolio Management: The Art and Science of
Gupta, Pankaj, Mukesh Kumar Mehlawat, and Anand Saxena. (2008). Asset portfolio optimization using fuzzy mathematical programming. Inf. Sci., 178(6), pp. 1734–1755.Investors tend to be their own worst enemies. In this third course, you will learn how to capitalize on understanding behavioral biases and irrational behavior in financial markets. You will start by learning about the various behavioral biases – mistakes that investors make and understand their reasons. You will learn how to recognize your own mistakes as well as others’ and understand how these mistakes can affect investment decisions and financial markets. You will also explore how different preferences and investment horizons impact the optimal asset allocation choice. An overview of the developments in the asset management industry related to active vs passive investing, institutional vs retail investors, and sustainable investing.