Portfolio Optimization using Markowitz Model
Completed by maryam AIT-TAIFOUR
October 9, 2024
2 hours (approximately)
maryam AIT-TAIFOUR'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: Risk Modeling
- Category: Asset Management
- Category: Portfolio Management
- Category: Investment Management
- Category: Correlation Analysis
- Category: Financial Modeling
- Category: Investments
- Category: Financial Analysis
- Category: Equities
- Category: Portfolio Risk
- Category: Model Optimization
- Category: Finance
