Portfolio Optimization using Markowitz Model
Completed by mariem omezzine
October 24, 2023
2 hours (approximately)
mariem omezzine'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: Correlation Analysis
- Category: Investment Management
- Category: Asset Management
- Category: Financial Analysis
- Category: Portfolio Risk
- Category: Mathematical Modeling
- Category: Risk Modeling
- Category: Model Optimization
- Category: Return On Investment
- Category: Investments
- Category: Financial Modeling
- Category: Finance
