Portfolio Optimization using Markowitz Model
Completed by Alejandro Mejía
April 21, 2020
2 hours (approximately)
Alejandro Mejía'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: Portfolio Management
- Category: Investment Management
- Category: Correlation Analysis
- Category: Financial Modeling
- Category: Portfolio Risk
- Category: Model Optimization
- Category: Return On Investment
- Category: Finance
- Category: Mathematical Modeling
- Category: Risk Modeling
- Category: Equities
- Category: Investments
