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Пікірлер
@donharrold1375 15 күн бұрын
The mechanics are very clear explained, but you haven’t explained why you are applying the Cholesky transformation and how it correlates the returns.
@vincenzoieva2714 Ай бұрын
thanks for this Auke, how did you compute the STD of both Bonds and Stocks?
@danielkrupah 6 ай бұрын
Please how do we do it for multiple firms
@joshuavas595 4 ай бұрын
did you figure it out?
@user-wr4yl7tx3w 6 ай бұрын
i assume it is not free
@JRicciFootball 7 ай бұрын
Wish my school had this guy as a professor
@liliyah_aaa 7 ай бұрын
The first change by solver is max return, and the second one is mim risk? Pls someone else helps me!!!
@AlixRafenomanjato 8 ай бұрын
you saved me
@searatali 9 ай бұрын
Great work. Very well explained. I have also created set of tutorials focusing on ESG and sustainable finance data from Refinitiv which may benefit the wider community. Here is the link for those who might be interested: kzbin.info/aero/PLJpglu4wg3NtzCe-n9uvy6o8FYJ0TCcjY&si=LHfgRHxtTl9aGOZM
@deadshr00m54 Жыл бұрын
My idiot of a professor expected me to know this off the bat with no training so thanks for actually giving me this information.
@chicoez4669 7 ай бұрын
on god
@hypehypepow Жыл бұрын
Thank you! you actually explained the algebra behind the excel function!
@CylinderPaladin Жыл бұрын
why not use sumproduct function for portfolio's expected return?
@mohammedalbanna1471 Жыл бұрын
Thanks very helpful!
@Александра-о2ф4к 2 жыл бұрын
Why is there a missing part from 2:42 to 2:44?
@tanaysheth7601 2 жыл бұрын
NORM.INV(RAND()) does it have a semi colon after this?
@sixiongcai5524 2 жыл бұрын
So useful, thank you so much!
@iffraim 2 жыл бұрын
Thanks for the video. Please can you help me out with how to generate managerial ownership (director's or CEO's equity holding) data? I can't seem to find it on the platform. I actually need this for my thesis.
@iffraim 2 жыл бұрын
Thanks for the video sir. Please can you help me out with how to generate managerial ownership (director's or CEO's equity holding) data?
@alejadroigoyanes 2 жыл бұрын
how do you get the expected returns of each asset?
@julesepstone8679 2 жыл бұрын
Can someone please help me :( .. I have followed everything and the solver does not calculate it, but displays an error message: "Error value for solver in the target cell or a secondary control cell". How can I solve the problem?
@mathysferriere3987 2 жыл бұрын
WE JUST NEED THE SPREADSHEET TO CLEARLY UNDERSTAND .............
@raisapogrebova2032 2 жыл бұрын
Good afternoon! Professor, may you help me get datasets about mutual funds in Europe in Refinitiv's Eikon?
@andrewreames3414 2 жыл бұрын
How would the sharpe ratio calculation change if you were using daily return data?
@andrewreames3414 2 жыл бұрын
Also, what is the formula for cell B17?
@andrewreames3414 2 жыл бұрын
Why do you hit shift, ctrl, enter for the portfolio expected return formula?
@messadkhaled877 2 жыл бұрын
Thank you sir for this beautiful video Please sir can you help me to get data?
@Aminulchem 2 жыл бұрын
Great.
@freelancer9955 2 жыл бұрын
) Ух, ты ! Стиль заметен. Прекрасно изложено. Но, в другой обсуждаемой модели таких нюансов совершенно и не нужно.
@ArunKumar-yb2jn 2 жыл бұрын
Greetings! Glad I found this. You have explained this very well. Look forward to more.
@simonetaddeo1935 2 жыл бұрын
Dear Prof, thanks for the video. I would wonder if there is another way to do the same thing for people who have MacPro, since Excel installation of Refinitiv's Eikon is not supported.
@isarindurongkadej3841 2 жыл бұрын
Thank you so much Auke, I followed your instruction and got it to work.
@florisvanderveen2777 2 жыл бұрын
Thank you for your clear explanation. However I do no get my dates before the outputs in excel? Do you have a solution?
@itscaptainterry 2 жыл бұрын
same issue
@jean-pierrelobbes585 2 жыл бұрын
You‘re the best!! Safed my project!
@ellamaghe2897 3 жыл бұрын
Thank you very much for the video! :) I want to retrieve data for all the constituents of the euro stoxx 600. How can I choose all the companies listed without having to enter every single company? Is there a possibility? Best Regards, Ella :)
@simonetaddeo1935 2 жыл бұрын
Hey Ella, I was about to ask the same thing. Did you manage it?
@invirtiendoenelmercadodeva2569 3 жыл бұрын
kzbin.info/www/bejne/qGXZZomKlr6tY9E Download free software to evaluate a stock before buying it
@ahmed007Jaber 3 жыл бұрын
How to do the calc for each variable?
@Jas0n940 3 жыл бұрын
How did you calculate the risk-free rate to be 1.5%?
@АлёнаКрюкова-р8т 3 жыл бұрын
Спасибо! После просмотра видео, получилось легко разобраться с Eikon. Ваши видео смотрят не только студенты с университета, но и обычные любители с России. Удачи вам!
@weisharuan2504 3 жыл бұрын
Hi Prof, thank you for this video
@weisharuan2504 3 жыл бұрын
I'm studying on the Private equity & venture capital's (PEVC) impact on a series of listed companies. 1. How can I screen family owned companies from the list? 2. How can I give them a PEVC investment label on the following perspectives: (1) currently controlled by PEVC with shareholding >=50%; (2) historically owned by PEVC with shareholding >=50%. It will be really appreciated if I can have response from your side. Thank you!
@arvinthank 3 жыл бұрын
How to do cholesky for 3 factor
@mrapexd 3 жыл бұрын
wikipedia has a pretty good explanation just look for cholesky decomposition there
@ericmartialetoundi4491 3 жыл бұрын
Hello, please can I get the spreadsheet?
@lalithalakshmanan995 3 жыл бұрын
Can you please share the spreadsheet?
@samiadwam6425 3 жыл бұрын
Very useful, thank you very much for the video.
@hassannasir03 3 жыл бұрын
Hi sir, i found your tutorials very educative. i appreciate your efforts and i have a request if you can teach us that how to make efficient frontier graph for 6 asset portfolio or multiple. it would be of great help for me i you can manage to upload a video. Thank you
@IvanVesely920 3 жыл бұрын
Hello. Thank you for this nice tutorial. How would one (retail trader) obtain Eikon, please? What is their pricing?
@aukeplantinga 3 жыл бұрын
It is an insitutional product, most likely very expensive
@oscarmhiko8431 3 жыл бұрын
what is Resstd ?
@hope4all780 3 жыл бұрын
Great video. May Ikindly ask you to share the spreadsheet that was used in the video
@vanderdossantos6676 3 жыл бұрын
Can you upload this file here? It would very helpful
@tawlguy123 3 жыл бұрын
I was lost 30 seconds in
@kunalsaraogi4493 3 жыл бұрын
Best explained trading video so far, I use to think account management was another over blown hype till I started investing with Mr Romero pieto who help's me to grow my profits and increase my knowledge of investment.
@davidlukas4771 3 жыл бұрын
His trade execution quality and profiting is well structured with great financial features.
@jessiewillians4123 3 жыл бұрын
Mr Romero pieto trades on my behalf due to my tight schedules and he is indeed absolutely doing great, in my recent investment of $15,000 he gave me my ROI of $63,000 in a period of two weeks of trading isn't that amazing.
@lewistaylor7392 3 жыл бұрын
Well understood teaching sir.
@thiagomarcus4394 3 жыл бұрын
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@jasonthomas269 3 жыл бұрын
Jessie Willians Am from Poland 🇵🇱 and am also a newbie in the online Trading market so please how can I get hold of Mr pieto and his trading services ?
@rociogonzalez1009 4 жыл бұрын
this method can be used for any kind of distributions? for example a discrete binomial distribution