Bayesian Versus Michaud Resampling Methods in Portfolio Optimization Essay Preview: Bayesian Versus Michaud Resampling Methods in Portfolio Optimization Report this essay Bayesian versus Michaud resampling methods in portfolio optimization. UNIVERSITY OF BOLOGNA Bayesian versus Michaud resampling methods in portfolio optimization. A Comparative Analysis Abel Zerihun Shiferaw- ID No. 0000701625 6/5/2015 Contents ABSTRACT There have been.
Financial Spreadsheeting University of Melbourne Simon Benninga Essay Preview: Financial Spreadsheeting University of Melbourne Simon Benninga Report this essay Financial spreadsheetingUniversity of MelbourneSimon Benninga ([email protected] )GeneralThe financial spreadsheeting course for 2009 will cover two topics: portfolio optimization (including the Black-Litterman model) and advanced computational techniques for options (including Monte Carlo methods). Course grade:Homeworks: 50%. May be.
