Master’s student in Quantitative Banking & Finance focused on aquantitative portfolio management, risk budgeting, and asset allocation.
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Universidad Complutense Madrid
- Madrid
- in/alejandro-mart%C3%ADnez-casado-b299a7292
Highlights
- Pro
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roncalli-modern-theory-portfolio
roncalli-modern-theory-portfolio PublicPython implementations of Modern Portfolio Theory exercises from Roncalli (2013) "Introduction to Risk Parity and Budgeting" – Markowitz, Efficient Frontier, Sharpe Ratio, and Tangency Portfolio.
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