Portfolio Optimization using Markowitz Model
8776 ya inscrito
8776 ya inscrito
In this 1-hour long project-based course, you will learn how to optimize a two-asset portfolio at the optimum risk-to-return with finding the maximum Sharpe ratio. To achieve this, we will be working around the Sharpe ratios of two given assets, we will find the efficient frontier of these assets, and find where they intersect the best by utilizing the Markowitz Model. The content of this course draws on the knowledge of Project: Compare Stock Returns with Google Sheets, so you are highly recommended to take it first if you are not familiar with how the Sharpe ratio is calculated and don’t have an understanding of how the risk-to-return metrics work. Note: This course works best for learners who are based in the North America region. We're currently working on providing the same experience in other regions. This course's content is not intended to be investment advice and does not constitute an offer to perform any operations in the regulated or unregulated financial market.
Financial Data Analysis
En un video que se reproduce en una pantalla dividida con tu área de trabajo, tu instructor te guiará en cada paso:
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En un video de pantalla dividida, tu instructor te guía paso a paso
por SJ7 de jun. de 2020
This guided course help me to understand about the two asset diversification portfolio
por PK7 de jun. de 2020
Very informative things to enhance your knowledge and build your career in Finance
por PP11 de jul. de 2020
This is a very good course for peoples. People can gain a lot of knowledge from this course...I loved doing this course....
por PP7 de may. de 2020
Good course to understand the need for diversification