Risk and Portfolio Management with Econometrics,
Spring 2009



Comments by Jonathan Goodman

  • Section 1, Mean and Variance analysis. Last update: Jan. 21
  • Section 2, Parametric statistics. Last update: Feb. 4
  • Section 3, SVD, PCA

Lecture notes and assignments by Attilio Meucci

Other web resources

Page last updated: January 21, 2009