Portfolio Optimization using Markowitz Model
Completed by Rishi Somanath
December 11, 2024
2 hours (approximately)
Rishi Somanath's account is verified. Coursera certifies their successful completion of Portfolio Optimization using Markowitz Model
What you will learn
Calculate covariance and correlation of two assets
Calculate variance and Sharpe ratio for two-asset portfolio
Use Markowitz model to optimize for the highest Sharpe ratio in two-asset portfolio
Understand what the efficient frontier is and how it is applied in portfolio management
Skills you will gain
- Category: Mathematical Modeling
- Category: Portfolio Risk
- Category: Model Optimization
- Category: Finance
- Category: Financial Modeling
- Category: Correlation Analysis
- Category: Risk Modeling
- Category: Equities
- Category: Investments
- Category: Asset Management
- Category: Financial Analysis
- Category: Investment Management
