View recorded lecture
Two-step mean-variance
View recorded lecture
Mean-Variance analytical
View recorded lecture
How to determine the permutation of factors in sequential attribution?
View recorded lecture
Quantile of the systematic factor drives the VaR of the book of the bank
View recorded lecture
Attribution of drawdown
View recorded lecture
Estimation risk in portfolio construction: stress-testing vs shrinkage
View recorded lecture
How to model cycles in credit risk?
View recorded lecture
How to blend n-choose-k and convex programming?
View recorded lecture
Summary of the ten steps of the Checklist
(*) only mentioned in class, all details provided in the ARPM Lab

Sign up for the ARPM Bootcamp

SIGN UP NOW

Program at a glance

Testimonials

Our thousands of Alumni include senior executives from world-renowned banks such as Goldman Sachs and Morgan Stanley, funds such as BlackRock, Two Sigma and AQR, and a wide range of other professionals and academics with different backgrounds.

Employers

Hundreds of financial institutions worldwide have trusted ARPM with the education and the growth of their talent pool.

Supporters

Educational non-profits and commercial providers of advanced quantitative financial services partner with us to bring ARPM education to their members and clients worldwide.

Venue

Skirball Center, 566 LaGuardia Pl, New York, NY 10012

This site uses cookies. By continuing to browse the site you are agreeing to our use of cookies.
Review our cookies policy for more information.