Theory

July 21, 2025
N.F. Katzke

Theory Overview

Financial Theory Overview
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Portfolio Downside Risk

Theory on Portfolio Risk Metrics
Sept. 15, 2025
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Principal Component Analysis

Theory on PCA and EFA
Sept. 23, 2025
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Univariate Volatility Modeling

GARCH model families
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Multivariate Volatility Modeling

GARCH model families
Oct. 10, 2024
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Copula Modeling

Copula Models
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Theory

Course Developed and Presented by Nico Katzke

nfkatzke@gmail.com