Class Central is learner-supported. When you buy through links on our site, we may earn an affiliate commission.

Coursera Project Network

Portfolio Optimization using Markowitz Model

Coursera Project Network via Coursera

Overview

Prepare for a new career with $100 off Coursera Plus
Gear up for jobs in high-demand fields: data analytics, digital marketing, and more.
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.

Syllabus

  • Portfolio Optimization using Markowitz Model
    • By the end of the project, you will be able 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.

Taught by

Bekhruzbek Ochilov

Reviews

4.4 rating at Coursera based on 290 ratings

Start your review of Portfolio Optimization using Markowitz Model

Never Stop Learning.

Get personalized course recommendations, track subjects and courses with reminders, and more.

Someone learning on their laptop while sitting on the floor.