10
r
× 2 |
3
capm
|
1
probability
|
0
fundamentals
|
7
equities
× 3 |
3
correlation
|
1
portfolio-selection
|
0
market-data
|
7
portfolio-optimization
× 2 |
3
beta
|
1
portfolio-management
|
0
sec
|
7
research
|
3
normal-distribution
|
1
modern-portfolio-theory
|
0
data
|
7
ox
|
3
martingale
|
1
forecasting
|
0
greeks
|
7
matlab
|
3
market-efficiency
|
1
finance
|
0
stochastic-processes
|
7
codes
|
2
factor-models
× 2 |
1
variance
|
0
no-arbitrage-theory
|
6
utility-theory
|
2
var
|
1
statistics
|
-1
options
|
4
black-scholes
× 3 |
2
expected-return
|
1
volatility
|
|
3
asset-pricing
|
2
fama-french
|
0
option-pricing
× 3 |
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