Portfolio Optimization using Markowitz Model

148개의 평가
Coursera Project Network
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학습자는 이 안내 프로젝트에서 다음을 수행하게 됩니다.

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

Clock3 hours
Cloud다운로드 필요 없음
Video분할 화면 동영상
Comment Dots영어
Laptop데스크톱 전용

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.

개발할 기술

Financial Data AnalysisCapital MarketQuantitative Analysis

단계별 학습

작업 영역이 있는 분할 화면으로 재생되는 동영상에서 강사는 다음을 단계별로 안내합니다.

  1. Project overview and importing the data

  2. Preparing data, calculating covariance and correlation

  3. Calculating Sharpe ratio for two-asset portfolio

  4. Graphing the results and discussing the outcomes

안내형 프로젝트 진행 방식

작업 영역은 브라우저에 바로 로드되는 클라우드 데스크톱으로, 다운로드할 필요가 없습니다.

분할 화면 동영상에서 강사가 프로젝트를 단계별로 안내해 줍니다.



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