项目作者： salimt
项目描述 ：
applications for risk management through computational portfolio construction methods
高级语言： Jupyter Notebook
项目地址: git://github.com/salimt/finance-and-risk-management.git
finance-and-risk-management
notes and practical hands-on applications for risk management through computational portfolio construction methods
REPOS
Topics:
- Returns and Value at Risk
- Portfolio Optimization
- Beyond diversification
- Asset-Liability Management
Topics:
- Style & Factors
- Robust estimates for the covariance matrix
- Robust estimates for expected returns
- Portfolio optimization in practice
