This course focuses on applications of optimization methods in portfolio construction and risk management. The first module discusses portfolio construction via Mean-Variance Analysis and Capital Asset Pricing Model (CAPM) in an arbitrage-free setting. Next, it demonstrates the application of the security market line and sharpe optimal portfolio in the [...]
Learn the fundamentals of finance that are essential for both investors and policymakers. In this IMFx course you will learn, from hands-on demonstrations, how to price different types of bonds, how to calculate different measures of bond yields and how to compare them across different types of instruments. You [...]
