- Financial Analysis
- Correlation Analysis
- Risk Modeling
- Portfolio Management
- Investments
- Financial Modeling
- Finance
Portfolio Optimization using Markowitz Model
Completed by
June 28, 2020
2 hours (approximately)
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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
