Portfolio Optimization using Markowitz Model

Instructor: Bekhruzbek Ochilov, MCSI, PAGRC

What you'll 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'll practice

  •   Risk Modeling
  •   Equities
  •   Probability & Statistics
  •   Finance
  •   Investment Management
  •   Financial Modeling
  •   Portfolio Management
  •   Correlation Analysis

    • Portfolio and Risk Management

    Portfolio Selection and Risk Management

    Investment Strategies and Portfolio Analysis

    Investment and Portfolio Management

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