frm-garp/Investment-Risk-Measurement-and-Management frm-garp/Investment-Risk-Measurement-and-Management

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frm-garp/Investment-Risk-Measurement-and-Management
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Repository Details

This repository focuses on risk management techniques applied to the investment management process. Topics such as portfolio construction and performance analysis are covered as well as risk budgeting and portfolio and component VaR. Issues related to hedge funds and private equity investments are also covered.

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