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Matthew Gunn

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portfolio-management

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116 Tags

3 adjustments	8 central-banking	9 economics × 2	40 finance × 8
3 algorithmic-trading	3 corporate-actions	1 edgar	15 finance-mathematics × 4
6 arbitrage	13 covariance × 2	9 emh	10 fixed-income × 2
11 asset-allocation	1 covariance-matrix	51 equities × 6	8 forecasting × 2
25 asset-pricing × 6	8 data × 2	1 estimation	12 garch × 2
12 beta × 4	6 database	2 etf	2 hedge-fund
2 bitcoin	1 default-probability	1 eviews	17 historical-data × 3
2 black-litterman	7 derivatives	4 excel	5 index × 3
4 black-scholes	14 discounting × 2	10 expected-return × 3	8 interest-rates
2 bond	1 distribution	26 factor-investing	15 kelly-criterion
10 bond-yields × 2	13 dividends	2 factor-loading × 2	10 kurtosis
5 brownian-motion × 2	2 duration	32 factor-models × 10	1 lognormal
65 capm × 12	28 econometrics × 6	41 fama-french × 10	3 log-returns × 2

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