- Correlation Analysis
- Financial Modeling
- Investment Management
- Financial Analysis
- Risk Modeling
- Portfolio Risk
- Portfolio Management
Portfolio Optimization using Markowitz Model
Completed by Karan Agarwal
December 25, 2021
2 hours (approximately)
Karan Agarwal'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
