Mots-clés
quantitative finance
portfolio optimization
pca
machine learning
trading
risk management
clustering
random matrix theory
optimization
matrix
markowitz
linear algebra
correlations
finance
statistics
hedging
tail risk
volatility
vix
endogeneity problems
financialization
commodity
momentum effect
factor investing
factor models
index options
equity
momentum
Tout plus
Présentations
(6)Mots-clés
quantitative finance
portfolio optimization
pca
machine learning
trading
risk management
clustering
random matrix theory
optimization
matrix
markowitz
linear algebra
correlations
finance
statistics
hedging
tail risk
volatility
vix
endogeneity problems
financialization
commodity
momentum effect
factor investing
factor models
index options
equity
momentum
Tout plus