Portfolio Optimization using Markowitz Model
Completed by Markus Sichler
June 24, 2024
2 hours (approximately)
Markus Sichler'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: Investments
- Category: Return On Investment
- Category: Investment Management
- Category: Equities
- Category: Financial Modeling
- Category: Portfolio Risk
- Category: Model Optimization
- Category: Financial Analysis
- Category: Asset Management
- Category: Mathematical Modeling
- Category: Risk Modeling
