Portfolio Optimization using Markowitz Model
Completed by Luis Fernando Urtiz Salazar
March 11, 2026
2 hours (approximately)
Luis Fernando Urtiz Salazar'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: Finance
- Category: Portfolio Risk
- Category: Asset Management
- Category: Model Optimization
- Category: Portfolio Management
- Category: Equities
- Category: Mathematical Modeling
- Category: Investments
- Category: Risk Modeling
- Category: Correlation Analysis
- Category: Financial Modeling
- Category: Financial Analysis
