Lecture Financial risks management - Topic 4: Modeling portfolio risk, return, and VaR
Lecture Financial risks management - Topic 4: Modeling portfolio risk, return, and VaR
Topic 4 - Modeling portfolio risk, return, and VaR. In this chapter, the learning objectives are: Compute portfolio return, risk, var using excel and matrix operations; compute optimal portfolios; computing VaRs and Confidence Intervals using @Risk.