Coursera - Financial Engineering and Risk Management Part II_2
Part 2 (1:19:32)
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Difficulties
0:00:00 007. Implementation Difficulties with Mean Variance
Exposures, Leveraged ETFs, and Beyond Variance
0:20:01 008. Negative Exposures and Leveraged ETFs
0:34:36 009. Beyond Variance
Biases and Potential Pitfalls
0:48:29 010. Statistical Biases in Performance Evaluation
1:05:32 011. How Should Average Returns be Computed