4/5/2023 0 Comments Online risk oyna![]() ![]() Learners will then be given a new 2-year data set that includes the market data through August of 2020. Value-at-Risk and Expected Shortfall for the portfolio will be calculated using an equal-weighted sample and an exponentially weighted sample. ![]() Data for the two years prior to March 2020 will be used to convert daily returns in each indexes' currency into dollar returns. The portfolio will include allocations of equity indexes from the U.S., Japan, Hong Kong, and Germany. ![]() Learners will complete a project covering the estimation and analysis of risk in a globally diversified equity portfolio. By the end of the course, you will be able to select the most effective derivatives for managing risk of a single asset and a portfolio of assets, develop asset selection strategies for managing risk in a portfolio, and model risk associated with a single asset and a portfolio of assets. You will be introduced to techniques for estimating the risk associated with each class of investments. ![]() You will identify the market risks associated with each type of financial instrument. This course provides the foundation for understanding the frameworks used to develop market risk management strategies. ![]()
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