Portfolio Optimization using Markowitz Model

Offered byCoursera

Portfolio Optimization using Markowitz Model
at
Coursera
Overview

Efficient Wealth Management: Utilizing Markowitz Model

Duration	3 hours
Start from	Start Now
Mode of learning	Online
Difficulty level	Intermediate
Official Website	Go to Website
Credential	Certificate

Portfolio Optimization using Markowitz Model
at
Coursera
Highlights

Skill-based, hands-on learning
Earn a Certification after Completion
Highly Qualified Experts
Guided Project

Portfolio Optimization using Markowitz Model
at
Coursera
Course details

Skills you will learn

Portfolio management Wealth Management Data analysis

What are the course deliverables?

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

More about this course

Portfolio optimization using the Markowitz Model is a financial strategy that minimizes risk while maximizing returns. It involves selecting a combination of assets that work together efficiently to achieve an investor's financial goals. By diversifying the portfolio, the model balances risk and reward, enhancing investment performance

Portfolio Optimization using Markowitz Model
at
Coursera
Curriculum

Project overview and importing the data

Preparing data, calculating covariance and correlation

Calculating Sharpe ratio for two-asset portfolio

Graphing the results and discussing the outcomes

Portfolio Optimization using Markowitz Model
at
Coursera
Faculty details

Bekhruzbek Ochilov, MCSI, PAGRC

Bekhruzbek Ochilov is a capital markets professional occupied in investment banking and equity research. He has experience in building analytics and BI solutions for stock exchanges, stock market indices, valuing companies for ECM and DCM transactions, and underwriting securities. He is a Professional Member (PAGRC) of the Association of Governance, Risk & Compliance, and a Chartered Member (MCSI) of the Chartered Institute for Securities & Investment.