Quant analysis on Portfolio Optimization

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TUTProfessor submitted a new resource:

Quant analysis on Portfolio Optimization - Discover how Mathematical Optimization models can be applied to Financial Portfolio Optimization by

Discover how Mathematical Optimization models can be applied to Financial Portfolio Optimization by building your own

What you'll learn

• Portfolio Optimization
• The effect of uncertain asset prices
• The effect of deterministic asset prices
• Coding in GAMS
• Coding in FICO
• Stochastic Optimization application in Finance

Requirements

• There are no pre-requisites. We start...

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