This is the fifth lecture of the Applied Quantitative Investment Management course.
This lecture carefully goes through Chapter 4 of the Portfolio Construction and Risk Management book and its accompanying Python code.
Applied Quantitative Investment Management course
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The Applied Quantitative Investment Management course will run for 12 weeks with lectures on Thursdays.
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Lecture 6: Entropy Pooling
This is the sixth lecture of the Applied Quantitative Investment Management course.
Watch the previous video here:
Lecture 4: Resampling and Generative Machine Learning
This is the fourth lecture of the Applied Quantitative Investment Management course.
