Throughout the course, instructor will guide you to learn about essential components of modern investment theory such as return, risk and portfolio optimization.
播放:104次,课程ID:4231530
Throughout the course, instructor will guide you to learn about essential components of modern investment theory such as return, risk and portfolio optimization.
--(VIDEO) 1. World financial markets
--(VIDEO) 2. Where do information come from?
--(VIDEO) 1. Investment return
--(VIDEO) 1. Allocation with risk-free and risky financial assets
--(VIDEO) 2. Allocation within risky assets
--(VIDEO) 2. Tools to construct index model
--(VIDEO) 1. Capital Asset Pricing model
--(VIDEO) 2. Arbitrage Pricing Model
--(VIDEO) 1. Markowitz portfolio theory
--(VIDEO) 2. Mean-variance optimization
Professor Youngju Nielsen has practiced quantitative finance for more than 15 years at Wall Street global investment banks before she joined SKKU in 2015. She was Chief Investment Officer at hedge fund and head of systematic trading groups at global banks such as Citi and J.P. Morgan. She has received Ph.D in Statistics from University of Pittsburgh, Master of Science in Financial Engineering from UC Berkeley.