#Risk-factors

Showing 2 of 2 repositories tagged #risk-factors, ranked by stars

Portfolio Optimization in Python

★ 4.3k ⑂ 682 +15/day

Factor-risk-model-with-principal-component-analysis

This repository shows the application of PCA technique for risk factor modelling of financial securities.

★ 20 ⑂ 4 —

Related Topics

#asset-allocation #convex-optimization #cvar-optimization #cvxpy #drawdown-model #duration-matching #efficient-frontier #finance #investment #investment-analysis #portfolio-management #portfolio-optimization