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Mean-Gini portfolio optimisation (Excel)
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Black-Litterman model explained (Excel)
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Adjusting for downside risk: Calmar, Sterling, and Sortino (Excel)
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How to Measure Mutual Fund Risk | Alpha, Beta, SD, Sharpe, R-squared, Sortino | Learn with ETMONEY
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Portfolio Optimisation with Higher Moments (Excel)
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"Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading" by Max Margenot
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Modern Portfolio Theory Explained!
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