Friday, October 19, 2012

19/10/2012: Tail Risk and Basic Investment Markets Models


For Investment Theory course: some additional slides on the topic of tail risks and applicability of the models we covered in class (note: these are just supplementary readings, so no exam-focused material):

Here are few of my slides from the 2009-2010 Advanced Quantitative Portfolio Management course. You can enlarge each slide by clicking on it.
















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