Portfolio Optimization using Markowitz Model
Completed by JINESH PARESH SAVLA
June 1, 2020
2 hours (approximately)
JINESH PARESH SAVLA'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: Financial Analysis
- Category: Portfolio Risk
- Category: Model Optimization
- Category: Finance
- Category: Mathematical Modeling
- Category: Investments
- Category: Asset Management
- Category: Financial Modeling
- Category: Correlation Analysis
- Category: Equities
- Category: Risk Modeling
- Category: Portfolio Management
