Lec 36: Portfolio optimization with constraints, Value-at-Risk: Estimation and backtesting
About this video
Editorial review · 85% confidenceNPTEL IIT Guwahati is already on Lumen; this upload was never considered before. Channel treated as academic (strict check, default pass); title passed a strict per-title check; oEmbed verified.
A 59-minute video from NPTEL IIT Guwahati: “Lec 36: Portfolio optimization with constraints, Value-at-Risk: Estimation and backtesting”.
Video by NPTEL IIT Guwahati, played through YouTube's embedded player.