Portfolio Optimization using Markowitz Model
Completed by Jake Lawrence Ransom
January 26, 2026
2 hours (approximately)
Jake Lawrence Ransom'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: Equities
- Category: Return On Investment
- Category: Finance
- Category: Portfolio Risk
- Category: Model Optimization
- Category: Mathematical Modeling
- Category: Portfolio Management
- Category: Investment Management
- Category: Risk Modeling
- Category: Investments
- Category: Asset Management
- Category: Financial Modeling
