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• The Theory
  • Introduction
  • Details
    • general information
      • overview
      • prices correction
      • types of returns
    • analytical model
    • portfolio analytics
      • definitions
      • analytical portfolio
      • historical portfolio
    • portfolio optimization
      • utility functions
      • risk aversion
      • mean-variance criterion
      • efficient frontier
      • optimality criteria
      • robust optimization
    • asset-pricing models
      • general approach
      • CAPM
      • Fama-French model
    • parameters estimation
      • sample estimates
      • advanced estimates
    • dynamic strategies
      • portfolio insurance
      • transaction costs and inaction region
    • risk management tools
      • definitions
      • calculation techniques
    • appendices
      • appendix A
      • appendix B
      • appendix C
      • appendix D
    • references
    • useful links
    • table of symbols
• Support
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  • Flash Tutorials
    • Lesson 1: Importing historical data
    • Lesson 2: Constructing a portfolio
    • Lesson 3: Optimizing a portfolio
    • Lesson 4: Value-at-Risk analysis
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