Enterprise Risk Management Slides

Creating portfolio risk and return models [1]

Go to: Summary | Next
Bullet points include: Different types of risk (and return) models Fundamental, econometric and statistical factor models Seeking ‘meaningfulness’ The model timescale Economic scenario generators Modelling different instrument types Incorporating return views Applying models to portfolio construction

Bullet points include: Different types of risk (and return) models Fundamental, econometric and statistical factor models Seeking ‘meaningfulness’ The model timescale Economic scenario generators Modelling different instrument types Incorporating return views Applying models to portfolio construction

NAVIGATION LINKS
Contents | Prev | Next | ERM Lecture Series

Desktop view | Switch to Mobile